Aleksei Netšunajev

17.03.1983
aleksei.netsunajev@gmail.com
0000-0002-2221-243X
Kodulehekülg http://www.alnet.tk
Code https://github.com/alekseinetsunajev

Teenistuskäik

Töökohad ja ametid
19.09.2016–...    Bank of Estonia, Ökonomeetriliste mudelite arendamine, mudelite programmeerimine, uuringute tulemuste tutvustamine seminaridel ja konverentsidel (1,00)
01.05.2016–09.09.2016    Tieto Estonia AS, Full stack java arendaja, kasutades Java 8, Hibernate, Spring MVC, AngularJS. Arianalüütikute toetus. (1,00)
01.06.2013–30.04.2016    Freie Universität Berlin, Järeldoktorantuur. Ökonomeetriliste mudelite arendamine, mudelite programmeerimine, uuringute tulemuste tutvustamine seminaridel ja konverentsidel (1,00)
14.01.2013–31.05.2013    Eesti Pank, Külalisuurija (0,50)
2004–2009    Maksu- ja Tolliamet, peaspetsialist (1,00)
 
 
Haridustee
2009–2013    Euroopa Ülikoolide Instituut, Majandusteaduskond
01.09.2009–01.06.2010    European University Institute, Majandusteaduskond
2001–2004    Sisekaitseakadeemia, tolli eriala
 
 
Teenistuskäigu lisainfo
ETAG Mobilitas Pluss järeldoktoritaotluse retsenseerimine (2016, 2017);

Kvalifikatsioon

 
 
Teaduspreemiad ja tunnustused
2012, Aleksei Netšunajev, Eesti Panga teaduspreemia artikli eest "Reaktsioon tehnoloogilistele šokkidele struktuursel VAR-il Markovi ahelaga: identifitseerimine heteroskedastiivsuse kaudu"
 
 
Teadustöö põhisuunad
VALDKOND: 2. Ühiskonnateadused ja kultuur; 2.12. Majandusteadus; CERCS ERIALA: S180 Majandus, ökonomeetrika, majandusteooria, majanduslikud süsteemid, majanduspoliitika; PÕHISUUND: Aegridade ökonomeetria, struktuursed vektorautoregressioonid, šokkide identifitseerimine
 
 
Lisainfo
Retsensioonid ajakirjadele:
Review of Economics and Statistics
Journal of Macroeconomics
Empirical Economics
Journal of Economic Surveys
Baltic Journal of Economics

Publikatsioonid

Klass
Aasta
Publikatsioon
 
1.1.
2017
1.2.
2017
1.1.
2016
2.5.
2016
2.5.
2016
3.4.
2016
2.5.
2015
2.5.
2015
1.2.
2014
3.2.
2014
3.3.
2014
3.3.
2014
1.1.
2013
1.1.
2013
2.3.
2013
3.3.
2013
1.2.
2012
1.2.
2012
1.1.
2011
3.1.
2011
1.2.
2010
5.2.
2009

Aleksei Netšunajev

17.03.1983
aleksei.netsunajev@gmail.com
0000-0002-2221-243X
Web site http://www.alnet.tk
Code https://github.com/alekseinetsunajev

Career

Institution and position
19.09.2016–...    Bank of Estonia, Development of econometric models, programming of the models, presentation of research at seminars and conferences (1,00)
01.05.2016–09.09.2016    Tieto Estonia AS, Full stack java developer: Java 8, Hibernate, Spring MVC, AngularJS. (1,00)
01.06.2013–30.04.2016    Free University of Berlin, Postdoctoral researcher. Development of econometric models, programming of the models, presentation of research at seminars and conferences (1,00)
14.01.2013–31.05.2013    Bank of Estonia, Visiting researcher (0,50)
2004–2009    Tax and Customs Board, chief expert (1,00)
 
 
Education
2009–2013    European University Institute, Economics Department
01.09.2009–01.06.2010    European University Institute, Economics Department
2001–2004    Estonian Public Service Academy, Customs
 
 
Additional career information
Review of a Mobilitas Pluss postdoctoral application (2016, 2017);

Qualifications

 
 
Honours & awards
2012, Aleksei Netšunajev, Eesti Pank research award 2012 for the research paper "Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity"
 
 
Field of research
FIELD OF RESEARCH: 2. Culture and Society; 2.12. Economics; CERCS SPECIALTY: S180 Economics, econometrics, economic theory, economic systems, economic policy ; SPECIALITY: Time series econometrics, structural vector autoregressions, identification of shocks
 
 
Additional information
Referee for:
Review of Economics and Statistics
Journal of Macroeconomics
Empirical Economics
Journal of Economic Surveys
Baltic Journal of Economics

Publications

Category
Year
Publication
 
1.1.
2017
1.2.
2017
1.1.
2016
2.5.
2016
2.5.
2016
3.4.
2016
2.5.
2015
2.5.
2015
1.2.
2014
3.2.
2014
3.3.
2014
3.3.
2014
1.1.
2013
1.1.
2013
2.3.
2013
3.3.
2013
1.2.
2012
1.2.
2012
1.1.
2011
3.1.
2011
1.2.
2010
5.2.
2009
  • Leitud 2 kirjet
ProgrammNumberNimiProjekti algusProjekti lõppVastutav täitjaAsutusRahastamine kokku
MOBTPMOBTP11Majanduslikke piirandute testimine heteroskedastiivsusega struktuursetes vektorautoregressioonides 01.09.201731.08.2018Aleksei NetšunajevTallinna Tehnikaülikool, Majandusteaduskond38 210,00 EUR
SFSF0140059s12Majandussüsteemi fluktuatsioonid Kesk- ja Ida-Euroopas: Põhjused, tagajärjed ja väljakutsed01.01.201231.12.2014Karsten StaehrTallinna Tehnikaülikool, Majandusteaduskond125 760,00 EUR
  • Leitud 23 kirjet
PublikatsioonKlassifikaatorFail
Netsunajev, Aleksei; Glass, Katharina (2017). Uncertainty and employment dynamics in the euro area and the US. Journal of Macroeconomics, 51, 48−62, 10.1016/j.jmacro.2016.12.002.1.1.
Lütkepohl, Helmut; Netšunajev, Aleksei (2017). Structural vector autoregressions with heteroskedasticity: A review of different volatility models. Econometrics and Statistics, 1, 2−18, 10.1016/j.ecosta.2016.05.001.1.2.
Chen, Wenjuan; Netsunajev, Aleksei (2016). On the long-run neutrality of demand shocks. Economics Letters, 139, 57–60, 10.1016/j.econlet.2015.11.039.1.1.
Nautz, Dieter; Netsunajev, Aleksei; Strohsal, Till (2016). The Anchoring of Inflation Expectations in the Short and in the Long Run. 2016-019.2.5.
Netsunajev,Aleksei; Glass, Katharina (2016). Uncertainty and Employment Dynamics in the Euro Area and the US. 2016-002.2.5.
Netšunajeva, Natalja; Netšunajev, Aleksei (2016). Типология рукописей славянских миней XI–XIV вв. и методы информационного поиска. <i>El’Manuscript–2016. Textual Heritage and Information Technologies: Textual Heritage and Information Technologies, Vilnius (Lithuania) 22–28 August 2016.</i> Toim. V. Baranov, Т. Тimčenko. Lietuvių kalbos instituto leidykla, 272−276.3.4.
Netsunajev, Aleksei; Chen, Wenjuan (2015). On the Long-run Neutrality of Demand Shocks. 2.5.
Lütkepohl, Helmut; Netšunajev, Aleksei (2015). Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models. 2.5.
Нечунаева, Наталья; Нечунаев, Алексей (2014). Рукописи славянских миней XI-XIV вв. и принципы их классификации. Paleobulgarica, 4, 45−57.1.2.
Нечунаева, Н; Нечунаев, А. (2014). Рукописи славянских миней XI-XIVвв. и принципы их классификации. Писменото наследство и информационните технологии. Научно издание. El’Manuscript-2014. София. Ижевск (281−285).. Печатница «Симолини-94 СД», София, бул. «Владимир Вазов», 15.3.2.
Netšunajev, Aleksei; Winkelmann, Lars (2014). Inflation Expectations Spillovers between the United States and Euro Area. 3.3.
Lütkepohl, Helmut; Netšunajev, Aleksei (2014). Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market. 3.3.
Lütkepohl, Helmut; Netšunajev, Aleksei (2013). DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARs. Journal of Applied Econometrics, Early view, 10.1002/jae.2330.1.1.
Netsunajev, Aleksei (2013). Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity. Journal of Macroeconomics, 36, 51−62, 10.1016/j.jmacro.2012.12.005.1.1.
Netsunajev, Aleksei (2013). Structural vector autoregressions with Markov switching : identification via heteroskedasticity. (European University Institute). Florence: European University Institute. Dept. of Economics.2.3.
Kulikov, Dmitry; Netšunajev, Aleksei (2013). Identifying Monetary Policy Shocks via Heteroskedasticity: a Bayesian Approach. In: Eesti Pank, Working Paper Series. Tallinn: Eesti Pank.3.3.
Fainstein, G.; Netsunajev, A. (2012). Development of Estonian Foreign Trade with the EU in transition period. Economic Sciences, 2, 348−353.1.2.
Netsunajev, A. (2012). Intra Industry Trade in the Baltic States: Long Run Analysis. Journal of Business and Economics, 3 (2), 107−116.1.2.
Fainštein, G.; Netšunajev, A. (2011). Intra-Industry Trade Development in the Baltic States. Emerging Markets Finance and Trade, 47, 95−-.1.1.
Fainštein, G.; Netšunajev, A. (2011). Estonian intra-industry trade development in 1999-2007. In: J.Sepp, D. Frear (_EditorsAbbr). The Economy and Economics after Crisis (183−196). Berlin: Berliner Wissenschafts-Verlag.3.1.
Fainštein, G.; Netšunajev, A. (2010). Foreign Trade Patterns between Estonia and the EU. International Advances in Economic Research, 16 (3), 311−324, 10.1007/s11294-010-9267-y.1.2.
Fainštein, G. (2009). Intra-Industry Trade Development in the Baltic States. <i>Economies of Central and Eastern Europe: Convergence, Opportunities and Challenges. Conference Proceedings.: Economies of Central and Eastern Europe: Convergence, Opportunities and Challenges. 14-16 June 2009 Tallinn, Estonia.</i> 5.2.
Vetik, Raivo koostaja (2002). Multikultuuriline Eesti täna ja homme. Aivar Taro, Rain Rannu ja Kristjan Sander. Multikultuuriline Eesti täna ja homme (23−25). Tartu: Eesti ÜRO Assotsiatsioon.6.7.