Elena Deryugina

Bank of Russia

12 Neglinnaya Street

Moscow, 107016

Russia

SCHOLARLY PAPERS

13

DOWNLOADS

751

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (13)

1.

Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model

BOFIT Discussion Paper No. 19/2015
Number of pages: 41 Posted: 09 Jun 2015
Bank of Russia, Bank of Russia, Central Bank of Russia and Bank of Russia
Downloads 118 (437,649)
Citation 9

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GDP nowcast, dynamic factor models, principal components, Kalman filter, nowcast evolution

2.

A Large Bayesian Vector Autoregression Model for Russia

BOFIT Discussion Paper No. 22/2014
Number of pages: 24 Posted: 16 Dec 2014 Last Revised: 17 May 2016
Elena Deryugina and Alexey A. Ponomarenko
Bank of Russia and Central Bank of Russia
Downloads 103 (483,404)

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3.

Disentangling Loan Demand and Supply Shocks in Russia

BOFIT Discussion Paper No. 8/2015
Number of pages: 33 Posted: 20 Mar 2015
Bank of Russia, Central Bank of Russia, Bank of Russia and Central Bank of Russia
Downloads 86 (542,959)
Citation 3

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loan demand, loan supply, cointegration, structural VAR, sign restrictions, Bank Lending Survey, Russia

4.

Exploring the Interplay Between Early Warning Systems’ Usefulness and Basel III Regulation

Number of pages: 14 Posted: 07 Mar 2020
Elena Deryugina, Maria Guseva and Alexey Ponomarenko
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 75 (588,537)

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Credit gap, Early warning system, Macro-prudential policy, Basel III regulation

5.

Real-Time Determination of Credit Cycle Phases in Emerging Markets

Bank of Russia Working Paper Series No. 17
Number of pages: 19 Posted: 18 Jan 2017
Elena Deryugina and Alexey Ponomarenko
Bank of Russia and Bank of Russia
Downloads 63 (645,617)
Citation 1

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Credit Cycle, Countercyclical Capital Buffers, Early Warning Indicators, Emerging Markets

6.

Evaluating Underlying Inflation Measures for Russia

BOFIT Discussion Paper No. 24/2015
Number of pages: 31 Posted: 21 Aug 2015
Bank of Russia, Central Bank of Russia, Bank of Russia and National Research University Higher School of Economics (Moscow)
Downloads 51 (713,265)
Citation 2

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underlying inflation, core inflation, monetary inflation, dynamic factor model, Russia

7.

Exploring the Conjunction Between the Structures of Deposit and Credit Markets in the Digital Economy under Information Asymmetries

Number of pages: 33 Posted: 23 Nov 2021
Elena Deryugina, Alexey Ponomarenko and Andrey Sinyakov
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 50 (719,554)
Citation 2

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banking, market structure, asymmetric information, adverse selection, transactional data

8.

Explaining the Lead-Lag Pattern in the Money-Inflation Relationship: A Microsimulation Approach

Number of pages: 16 Posted: 16 Jul 2020
Elena Deryugina and Alexey Ponomarenko
Bank of Russia and Bank of Russia
Downloads 48 (732,325)

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money supply, inflation, evolutionary learning, agent-based model

9.

When are Credit Gap Estimates Reliable?

Bank of Russia Working Paper Series No. 34
Number of pages: 31 Posted: 08 Aug 2018
Elena Deryugina, Alexey Ponomarenko and Anna Rozhkova
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 46 (745,329)

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credit gap, credit cycle, countercyclical capital buffer, agent-based models

10.

The Role of Regional and Sectoral Factors in Russian Inflation Developments

Bank of Russia Working Paper Series No. 36
Number of pages: 29 Posted: 06 Aug 2018 Last Revised: 16 Aug 2018
Bank of Russia, Gaidar Institute for Economic Policy, Bank of Russia and Bank of Russia
Downloads 42 (773,112)

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Dynamic Hierarchical Factor Model, Regional Inflation, Relative Prices, Russia

11.

Money Demand and the Proliferation of Alternative Financial Assets

Number of pages: 22 Posted: 18 Feb 2021
Elena Deryugina, Natalia Makhankova and Alexey Ponomarenko
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 33 (842,259)

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Monetary aggregates, financial wealth, liquidity, currency equivalent.

12.

Disinflation and Reliability of Underlying Inflation Measures

Number of pages: 23 Posted: 11 Jun 2019
Elena Deryugina and Alexey Ponomarenko
Bank of Russia and Bank of Russia
Downloads 33 (842,259)

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Underlying inflation, Non-Stationary Dynamic Factor model, Russia

13.

Transmission to a Low-Carbon Economy and its Implications for Financial Stability in Russia

Number of pages: 77 Posted: 09 May 2024
Bank of Russia, Bank of Russia, affiliation not provided to SSRN, affiliation not provided to SSRN and Bank of Russia
Downloads 3 (1,127,908)

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russia, Climate policy, energy transition, transition risk, financial stability