Elena Afanasyeva

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS

74

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Bank Market Power and the Risk Channel of Monetary Policy

FEDS Working Paper No. 2018-006
Number of pages: 89 Posted: 01 Feb 2018 Last Revised: 29 Apr 2020
Elena Afanasyeva and Jochen Guntner
Board of Governors of the Federal Reserve System and Johannes Kepler University
Downloads 38 (465,983)
Citation 4

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Lending standards, Credit supply, Costly state verification, Risk channel, Monetary policy

Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance

FEDS Working Paper No. 2020-028 https://doi.org/10.17016/FEDS.2020.028
Number of pages: 29 Posted: 18 May 2020
Elena Afanasyeva, Sam Jerow, Seung Jung Lee and Michele Modugno
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 15 (616,747)

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Economic performance; Nonfinancial leverage; Financial imbalances; Financial stability; VARs; Sign restrictions; Narrative; Forecasting

Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance

FEDS Working Paper No. 2020-028
Number of pages: 29 Posted: 16 May 2020
Elena Afanasyeva, Sam Jerow, Seung Jung Lee and Michele Modugno
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 7 (676,959)

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Non-financial Leverage, Financial Imbalances, Financial Stability, Forecasting, VAR, Sign Restrictions, Narrative

3.

Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap

FEDS Working Paper No. 2020-045
Number of pages: 65 Posted: 17 Jun 2020
Elena Afanasyeva
Board of Governors of the Federal Reserve System
Downloads 13 (607,650)

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Bayesian VAR, Conditional forecast, Credit boom, Credit gap, Early warning, Financial crisis

4.

New Methods for Macro-Financial Model Comparison and Policy Analysis

CEPR Discussion Paper No. DP11461
Number of pages: 83 Posted: 30 Aug 2016
Volker Wieland, Elena Afanasyeva, Meguy Kuete and Jinhyuk Yoo
University of Frankfurt, Board of Governors of the Federal Reserve System, Goethe University Frankfurt and Goethe University Frankfurt - Institute for Monetary and Financial Stability (IMFS)
Downloads 1 (700,957)
Citation 1
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Macro-Finance, macroeconomic models, model comparison, Monetary policy, policy robustness

5.

The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation

FEDS Notes No. 2018-10-12
Posted: 17 Oct 2018 Last Revised: 25 Jun 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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6.

The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration

FEDS Notes No. 2018-10-12
Posted: 17 Oct 2018 Last Revised: 25 Jun 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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