Aleksei Netšunajev

554 total citations
20 papers, 329 citations indexed

About

Aleksei Netšunajev is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Aleksei Netšunajev has authored 20 papers receiving a total of 329 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Economics and Econometrics, 14 papers in General Economics, Econometrics and Finance and 5 papers in Finance. Recurrent topics in Aleksei Netšunajev's work include Market Dynamics and Volatility (13 papers), Monetary Policy and Economic Impact (12 papers) and Financial Risk and Volatility Modeling (4 papers). Aleksei Netšunajev is often cited by papers focused on Market Dynamics and Volatility (13 papers), Monetary Policy and Economic Impact (12 papers) and Financial Risk and Volatility Modeling (4 papers). Aleksei Netšunajev collaborates with scholars based in Germany, Estonia and Italy. Aleksei Netšunajev's co-authors include Helmut Lütkepohl, Konstantin A. Kholodilin, Pentti Saikkonen, Mika Meitz, Wenjuan Chen, Pille Taba, Sven Nõmm and Aaro Toomela and has published in prestigious journals such as Economics Letters, Journal of Applied Econometrics and Journal of Economic Dynamics and Control.

In The Last Decade

Aleksei Netšunajev

19 papers receiving 306 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Aleksei Netšunajev Germany 11 268 187 72 37 25 20 329
João Victor Issler Brazil 12 459 1.7× 402 2.1× 145 2.0× 27 0.7× 40 1.6× 46 558
Mario Cerrato United Kingdom 11 227 0.8× 150 0.8× 145 2.0× 10 0.3× 15 0.6× 35 301
Jamel Saadaoui France 10 260 1.0× 202 1.1× 167 2.3× 40 1.1× 4 0.2× 55 359
Arabinda Basistha United States 8 367 1.4× 343 1.8× 210 2.9× 31 0.8× 19 0.8× 17 445
John W. Keating United States 11 487 1.8× 474 2.5× 168 2.3× 28 0.8× 17 0.7× 26 587
Luu Duc Toan Huynh United Kingdom 9 194 0.7× 43 0.2× 75 1.0× 25 0.7× 25 1.0× 30 240
Haichun Ye China 9 293 1.1× 294 1.6× 203 2.8× 12 0.3× 4 0.2× 18 419
Marek A. Dąbrowski Poland 8 160 0.6× 92 0.5× 89 1.2× 23 0.6× 7 0.3× 43 222
Valerio Nispi Landi Italy 10 222 0.8× 101 0.5× 147 2.0× 49 1.3× 7 0.3× 27 307
Florian Verheyen Germany 9 223 0.8× 206 1.1× 134 1.9× 34 0.9× 6 0.2× 12 312

Countries citing papers authored by Aleksei Netšunajev

Since Specialization
Citations

This map shows the geographic impact of Aleksei Netšunajev's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Aleksei Netšunajev with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Aleksei Netšunajev more than expected).

Fields of papers citing papers by Aleksei Netšunajev

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Aleksei Netšunajev. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Aleksei Netšunajev. The network helps show where Aleksei Netšunajev may publish in the future.

Co-authorship network of co-authors of Aleksei Netšunajev

This figure shows the co-authorship network connecting the top 25 collaborators of Aleksei Netšunajev. A scholar is included among the top collaborators of Aleksei Netšunajev based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Aleksei Netšunajev. Aleksei Netšunajev is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Netšunajev, Aleksei, et al.. (2021). Parkinson’s Disease Diagnostics Based on the Analysis of Digital Sentence Writing Test. Vietnam Journal of Computer Science. 8(4). 493–512. 7 indexed citations
2.
Lütkepohl, Helmut, Mika Meitz, Aleksei Netšunajev, & Pentti Saikkonen. (2020). Testing identification via heteroskedasticity in structural vector autoregressive models. Econometrics Journal. 24(1). 1–22. 14 indexed citations
3.
Lütkepohl, Helmut & Aleksei Netšunajev. (2018). The Relation between Monetary Policy and the Stock Market in Europe. Econometrics. 6(3). 36–36. 10 indexed citations
4.
Kholodilin, Konstantin A. & Aleksei Netšunajev. (2018). Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area. Baltic Journal of Economics. 19(1). 39–51. 46 indexed citations
5.
Lütkepohl, Helmut & Aleksei Netšunajev. (2018). The Relation between Monetary Policy and the Stock Market in Europe. SSRN Electronic Journal. 2 indexed citations
6.
Lütkepohl, Helmut, Mika Meitz, Aleksei Netšunajev, & Pentti Saikkonen. (2018). Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models. SSRN Electronic Journal. 1 indexed citations
7.
Lütkepohl, Helmut & Aleksei Netšunajev. (2017). Structural vector autoregressions with smooth transition in variances. Journal of Economic Dynamics and Control. 84. 43–57. 31 indexed citations
8.
Netšunajev, Aleksei, et al.. (2016). Uncertainty and employment dynamics in the euro area and the US. Journal of Macroeconomics. 51. 48–62. 21 indexed citations
9.
Lütkepohl, Helmut & Aleksei Netšunajev. (2016). Structural vector autoregressions with heteroskedasticity: A review of different volatility models. Econometrics and Statistics. 1. 2–18. 36 indexed citations
10.
Kholodilin, Konstantin A. & Aleksei Netšunajev. (2016). Crimea and Punishment: The Impact of Sanctions on Russian and European Economies. SSRN Electronic Journal. 18 indexed citations
11.
Netšunajev, Aleksei, et al.. (2015). Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models. SSRN Electronic Journal. 1 indexed citations
12.
Chen, Wenjuan & Aleksei Netšunajev. (2015). On the long-run neutrality of demand shocks. Economics Letters. 139. 57–60. 6 indexed citations
13.
Netšunajev, Aleksei, et al.. (2015). Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models. SSRN Electronic Journal. 1 indexed citations
14.
Netšunajev, Aleksei, et al.. (2014). Inflation ExpectationsSpillovers between theUnited States and EuroArea. edoc Publication server (Humboldt University of Berlin).
15.
16.
Netšunajev, Aleksei. (2013). Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity. Journal of Macroeconomics. 36. 51–62. 19 indexed citations
17.
Lütkepohl, Helmut & Aleksei Netšunajev. (2013). DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS. Journal of Applied Econometrics. 29(3). 479–496. 81 indexed citations
18.
Netšunajev, Aleksei, et al.. (2012). Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs. SSRN Electronic Journal. 7 indexed citations
19.
Netšunajev, Aleksei, et al.. (2011). Intra-Industry Trade Development in the Baltic States. Emerging Markets Finance and Trade. 47(sup3). 95–110. 10 indexed citations
20.
Netšunajev, Aleksei, et al.. (2010). Foreign Trade Patterns Between Estonia and the EU. International Advances in Economic Research. 16(3). 311–324. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by João Victor Issler Breakdown of academic impact, for papers by Mario Cerrato Breakdown of academic impact, for papers by Jamel Saadaoui Breakdown of academic impact, for papers by Arabinda Basistha Breakdown of academic impact, for papers by John W. Keating Breakdown of academic impact, for papers by Luu Duc Toan Huynh Breakdown of academic impact, for papers by Haichun Ye Breakdown of academic impact, for papers by Marek A. Dąbrowski Breakdown of academic impact, for papers by Valerio Nispi Landi Breakdown of academic impact, for papers by Florian Verheyen
Rankless by CCL
2026