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Elena Afanasyeva

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

DOWNLOADS

404

TOTAL CITATIONS

8

Scholarly Papers (7)

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 Linz
Downloads 200 (380,469)
Citation 5

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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
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 57 (1,006,630)
Citation 1

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

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

FEDS Working Paper No. 2020-28
Number of pages: 29 Posted: 14 Jun 2021
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 57 (1,017,159)

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3.

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

FEDS Working Paper No. 2020-45
Number of pages: 65 Posted: 17 Jun 2020
Elena Afanasyeva
Board of Governors of the Federal Reserve System
Downloads 88 (759,537)

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Bayesian VARs, conditional forecasts, 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
University of Frankfurt, Board of Governors of the Federal Reserve System, Goethe University Frankfurt and Goethe University FrankfurtGoethe University Frankfurt - Institute for Monetary and Financial Stability (IMFS)
Downloads 2 (1,584,314)
Citation 2
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Macro-Finance, macroeconomic models, model comparison, Monetary policy, policy robustness

5.

Evaluating Empirical Regularities in Variable Comovement in Stress Test Scenarios

FEDS Notes No. 2025-09-19-1
Posted: 02 Oct 2025
Board of Governors of the Federal Reserve System, 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 Independent

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6.

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

FEDS Notes No. 2018-10-12-3
Posted: 10 Oct 2018 Last Revised: 02 Oct 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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7.

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

FEDS Notes No. 2018-10-12-2
Posted: 10 Oct 2018 Last Revised: 02 Oct 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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