Thank you for your responds.
When I compare myself to other PhD students on the same university on the first year I don't see that they are advancing faster than I. I think that I am doing the job reasonably well in comparing to others. I am missing few skills that would help me very much, but I am not allowed to work on these areas and improve. When I try to do so I stop producing results (even though on longer run this investment would definitely pay off) and I get into trouble. It does not matter what I know and what I don't, he assumes that I should learn everything along the way while doing the job. This sounds reasonable, but the demands are very high and this approach amounts to me just looking into the areas I encounter superficially, enough to solve the current problem anyway I can. I noticed that he uses the same approach in his work. I believe that this can often lead to errors and at the end can take much more time.
He's main concern is that I'm not producing results fast enough. Quality is not an issue, whatever produces the result is good enough.
And then it's off to the next problem.
The area is very specific and switching advisors would be pretty difficult, I believe.
There is another older student who came for a semester on this university. He is also having a lot problems with my advisor, since he is working for/with him. He noticed exactly the same things about him (unreasonable demands, pressure, emotional instability...). There is another student who's working for this advisor. He's also in similar position.
I should also mention that we are all international students from 3rd world countries all over the world and that university is not an elite one (it's not high ranked).
Standing up to him just makes things worse ( I tried it and the answer is: it's my way or the highway). I also tried talking with him honestly, but he barely listened to me.