• The relation between monetary policy and the stock market in EuropeLütkepohl, Helmut; Netšunajev, AlekseiEconometric2018 / art. 36 https://doi.org/10.3390/econometrics6030036 https://www.scopus.com/sourceid/21100886393 https://www.scopus.com/record/display.uri?eid=2-s2.0-85056758092&origin=inward&txGid=bc7b485e77496c8d23427304d584cc6f
• Structural vector autoregressions with heteroskedasticity : a review of different volatility modelsLütkepohl, Helmut; Netšunajev, AlekseiEconometrics and statistics2017 / p. 2-18 : ill https://doi.org/10.1016/j.ecosta.2016.05.001
• Structural vector autoregressions with smooth transition in variancesLütkepohl, Helmut; Netšunajev, AlekseiJournal of economic dynamics and control2017 / p. 43-57 : ill https://doi.org/10.1016/j.jedc.2017.09.001 https://www.scopus.com/sourceid/28976 https://www.scopus.com/record/display.uri?eid=2-s2.0-85031724410&origin=inward&txGid=53197fc30e53d2cf27bb6192d4480c7c https://jcr.clarivate.com/jcr-jp/journal-profile?journal=J%20ECON%20DYN%20CONTROL&year=2023 https://www.webofscience.com/wos/woscc/full-record/WOS:000415780100003
• Testing identification via heteroskedasticity in structural vector autoregressive modelsLütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; Saikkonen, PenttiThe econometrics journal2021 / 22 p https://doi.org/10.1093/ectj/utaa008 https://www.scopus.com/sourceid/4700152266 https://www.scopus.com/record/display.uri?eid=2-s2.0-85118784453&origin=inward&txGid=f926c089d16e4a420b598fd806ce8bf4 https://jcr.clarivate.com/jcr-jp/journal-profile?journal=ECONOMET%20J&year=2022 https://www.webofscience.com/wos/woscc/full-record/WOS:000638135000003