Elena Afanasyeva
Personal Details
First Name: | Elena |
Middle Name: | |
Last Name: | Afanasyeva |
Suffix: | |
RePEc Short-ID: | paf56 |
[This author has chosen not to make the email address public] | |
http://www.federalreserve.gov/econres/elena-afanasyeva.htm | |
Affiliation
Federal Reserve Board (Board of Governors of the Federal Reserve System)
Washington, District of Columbia (United States)http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Elena Afanasyeva & Sam Jerow & Seung Jung Lee & Michele Modugno, 2020.
"Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance,"
Finance and Economics Discussion Series
2020-028, Board of Governors of the Federal Reserve System (U.S.).
- Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024. "Sowing the seeds of financial imbalances: The role of macroeconomic performance," Journal of Financial Stability, Elsevier, vol. 74(C).
- Elena Afanasyeva, 2020. "Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap," Finance and Economics Discussion Series 2020-045, Board of Governors of the Federal Reserve System (U.S.).
- Elena Afanasyeva & Seung Jung Lee & Michele Modugno & Francisco J. Palomino, 2018. "The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Quantitative Exploration," FEDS Notes 2018-10-12-3, Board of Governors of the Federal Reserve System (U.S.).
- Elena Afanasyeva & Jochen Güntner, 2018.
"Bank Market Power and the Risk Channel of Monetary Policy,"
Finance and Economics Discussion Series
2018-006, Board of Governors of the Federal Reserve System (U.S.).
- Afanasyeva, Elena & Güntner, Jochen, 2020. "Bank market power and the risk channel of monetary policy," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 118-134.
- Elena Afanasyeva & Seung Jung Lee & Michele Modugno & Francisco J. Palomino, 2018. "The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Narrative Investigation," FEDS Notes 2018-10-12-2, Board of Governors of the Federal Reserve System (U.S.).
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016.
"New Methods for Macro-Financial Model Comparison and Policy Analysis,"
CEPR Discussion Papers
11461, C.E.P.R. Discussion Papers.
- Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1241-1319, Elsevier.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New methods for macro-financial model comparison and policy analysis," IMFS Working Paper Series 107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Elena Afanasyeva & Jochen Guntner, 2015.
"Lending Standards, Credit Booms, and Monetary Policy,"
Economics Working Papers
15115, Hoover Institution, Stanford University.
- Afanasyeva, Elena & Güntner, Jochen, 2014. "Lending standards, credit booms and monetary policy," IMFS Working Paper Series 85, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Elena Afanasyeva & Jochen Güntner, 2014. "Lending Standards, Credit Booms and Monetary Policy," Economics working papers 2014-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Afanasyeva, Elena, 2013. "Atypical behavior of credit: Evidence from a monetary VAR," IMFS Working Paper Series 70, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
Articles
- Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024.
"Sowing the seeds of financial imbalances: The role of macroeconomic performance,"
Journal of Financial Stability, Elsevier, vol. 74(C).
- Elena Afanasyeva & Sam Jerow & Seung Jung Lee & Michele Modugno, 2020. "Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance," Finance and Economics Discussion Series 2020-028, Board of Governors of the Federal Reserve System (U.S.).
- Afanasyeva, Elena & Güntner, Jochen, 2020.
"Bank market power and the risk channel of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 111(C), pages 118-134.
- Elena Afanasyeva & Jochen Güntner, 2018. "Bank Market Power and the Risk Channel of Monetary Policy," Finance and Economics Discussion Series 2018-006, Board of Governors of the Federal Reserve System (U.S.).
Chapters
- Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016.
"New Methods for Macro-Financial Model Comparison and Policy Analysis,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1241-1319,
Elsevier.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New methods for macro-financial model comparison and policy analysis," IMFS Working Paper Series 107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Elena Afanasyeva & Sam Jerow & Seung Jung Lee & Michele Modugno, 2020.
"Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance,"
Finance and Economics Discussion Series
2020-028, Board of Governors of the Federal Reserve System (U.S.).
- Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024. "Sowing the seeds of financial imbalances: The role of macroeconomic performance," Journal of Financial Stability, Elsevier, vol. 74(C).
Cited by:
- Herwartz, Helmut & Roestel, Jan, 2022. "Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Elena Afanasyeva, 2020. "Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap," Finance and Economics Discussion Series 2020-045, Board of Governors of the Federal Reserve System (U.S.).
- Elena Afanasyeva, 2020.
"Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap,"
Finance and Economics Discussion Series
2020-045, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Daniel O. Beltran & Mohammad R. Jahan-Parvar & Fiona A. Paine, 2021. "Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs," International Finance Discussion Papers 1307, Board of Governors of the Federal Reserve System (U.S.).
- Piergiorgio Alessandri & Pierluigi Bologna & Maddalena Galardo, 2020.
"Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps,"
Questioni di Economia e Finanza (Occasional Papers)
567, Bank of Italy, Economic Research and International Relations Area.
- Alessandri, Piergiorgio & Bologna, Pierluigi & Galardo, Maddalena, 2021. "Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps," ESRB Working Paper Series 114, European Systemic Risk Board.
- Piergiorgio Alessandri & Pierluigi Bologna & Maddalena Galardo, 2022. "Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 625-667, December.
- Elena Afanasyeva & Jochen Güntner, 2018.
"Bank Market Power and the Risk Channel of Monetary Policy,"
Finance and Economics Discussion Series
2018-006, Board of Governors of the Federal Reserve System (U.S.).
- Afanasyeva, Elena & Güntner, Jochen, 2020. "Bank market power and the risk channel of monetary policy," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 118-134.
Cited by:
- Colletaz, Gilbert & Levieuge, Grégory & Popescu, Alexandra, 2018.
"Monetary policy and long-run systemic risk-taking,"
Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 165-184.
- Gilbert Colletaz & Grégory Levieuge & Alexandra Popescu, 2018. "Monetary Policy and Long-Run Systemic Risk-Taking," Working papers 694, Banque de France.
- Gilbert Colletaz & Grégory Levieuge & Alexandra Popescu, 2018. "Monetary policy and long-run systemic risk-taking," Post-Print hal-02162296, HAL.
- Durrani, Agha & Metzler, Julian & Michail, Nektarios & Werner, Johannes Gabriel, 2022. "Bank lending rates and the remuneration for risk: evidence from portfolio and loan level data," Working Paper Series 2753, European Central Bank.
- Delis, Manthos D. & Iosifidi, Maria & Mylonidis, Nikolaos, 2021.
"Industry heterogeneity in the risk-taking channel,"
Economic Modelling, Elsevier, vol. 104(C).
- Delis, Manthos & Iosifidi, Maria & Mylonidis, Nikolaos, 2020. "Industry Heterogeneity in the Risk-Taking Channel," MPRA Paper 100433, University Library of Munich, Germany.
- C Bora Durdu & Molin Zhong, 2021.
"Understanding bank and non-bank credit cycles: a structural exploration,"
BIS Working Papers
919, Bank for International Settlements.
- C. Bora Durdu & Molin Zhong, 2023. "Understanding Bank and Nonbank Credit Cycles: A Structural Exploration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 103-142, February.
- Bora Durdu & Molin Zhong, 2019. "Understanding Bank and Nonbank Credit Cycles: A Structural Exploration," Finance and Economics Discussion Series 2019-031, Board of Governors of the Federal Reserve System (U.S.).
- Ruitao Gu & Qiaoyun Zhang & Wei Zhou & Jianxu Liu, 2022. "Judging the True Health of Finance Institutions Based on Risk Behavior and Operation Performance," Mathematical Problems in Engineering, Hindawi, vol. 2022, pages 1-21, November.
- Sophie Brana & Alexandra Campmas & Ion Lapteacru, 2019.
"(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship,"
Post-Print
hal-03285116, HAL.
- Brana, Sophie & Campmas, Alexandra & Lapteacru, Ion, 2019. "(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship," Economic Modelling, Elsevier, vol. 81(C), pages 576-593.
- Elena Afanasyeva & Sam Jerow & Seung Jung Lee & Michele Modugno, 2020.
"Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance,"
Finance and Economics Discussion Series
2020-028, Board of Governors of the Federal Reserve System (U.S.).
- Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024. "Sowing the seeds of financial imbalances: The role of macroeconomic performance," Journal of Financial Stability, Elsevier, vol. 74(C).
- Christiaan van der Kwaak & Joao Madeira & Nuno Palma, 2021.
"The Long-Run Effects of Risk: An Equilibrium Approach,"
Economics Discussion Paper Series
2104, Economics, The University of Manchester, revised Jan 2023.
- van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2023. "The long-run effects of risk: an equilibrium approach," European Economic Review, Elsevier, vol. 153(C).
- van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2022. "The long-run effects of risk: an equilibrium approach," CEPR Discussion Papers 15841, C.E.P.R. Discussion Papers.
- Heider, Florian & Leonello, Agnese, 2021. "Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking," Working Paper Series 2593, European Central Bank.
- Angela Abbate & Dominik Thaler, 2021.
"Optimal Monetary Policy with the Risk-Taking Channel,"
Working Papers
2137, Banco de España.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," Working Paper Series 2772, European Central Bank.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," European Economic Review, Elsevier, vol. 152(C).
- Dr. Angela Abbate & Dominik Thaler, 2021. "Optimal monetary policy with the risk-taking channel," Working Papers 2021-09, Swiss National Bank.
- Elena Afanasyeva, 2020. "Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap," Finance and Economics Discussion Series 2020-045, Board of Governors of the Federal Reserve System (U.S.).
- Mengting Fan & Zan Mo & Huijian Fu & Tsung-Hsien Wu & Zili Chen & Yue He, 2024. "Does climate policy uncertainty matter for bank value?," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-28, April.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016.
"New Methods for Macro-Financial Model Comparison and Policy Analysis,"
CEPR Discussion Papers
11461, C.E.P.R. Discussion Papers.
- Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1241-1319, Elsevier.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New methods for macro-financial model comparison and policy analysis," IMFS Working Paper Series 107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
Cited by:
- Yoo, Jinhyuk, 2017. "Capital injection to banks versus debt relief to households," IMFS Working Paper Series 111, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- John B. Taylor, 2016.
"The Staying Power of Staggered Wage and Price Setting Models in Macroeconomics,"
NBER Working Papers
22356, National Bureau of Economic Research, Inc.
- Taylor, J.B., 2016. "The Staying Power of Staggered Wage and Price Setting Models in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2009-2042, Elsevier.
- Lieberknecht, Philipp, 2018.
"Financial Frictions, the Phillips Curve and Monetary Policy,"
MPRA Paper
89429, University Library of Munich, Germany.
- Lieberknecht, Philipp, 2019. "Financial frictions,the Phillips curve and monetary policy," Discussion Papers 47/2019, Deutsche Bundesbank.
- Michael T. Kiley, 2020. "Pandemic Recession Dynamics: The Role of Monetary Policy in Shifting a U-Shaped Recession to a V-Shaped Rebound," Finance and Economics Discussion Series 2020-083, Board of Governors of the Federal Reserve System (U.S.).
- Samuel Kwaku Agyei & Godwin Adolf Idan, 2022. "Trade Openness, Institutions, and Inclusive Growth in Sub-Saharan Africa," SAGE Open, , vol. 12(2), pages 21582440221, May.
- Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2018.
"ECB-Global: Introducing the ECB's global macroeconomic model for spillover analysis,"
Economic Modelling, Elsevier, vol. 72(C), pages 78-98.
- Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2017. "ECB-Global: introducing ECB's global macroeconomic model for spillover analysis," Working Paper Series 2045, European Central Bank.
- David Zeke & Robert Kurtzman, 2017.
"Misallocation Costs of Digging Deeper into the Central Bank Toolkit,"
2017 Meeting Papers
1347, Society for Economic Dynamics.
- Robert J. Kurtzman & David Zeke, 2017. "Misallocation Costs of Digging Deeper into the Central Bank Toolkit," Finance and Economics Discussion Series 2017-076, Board of Governors of the Federal Reserve System (U.S.).
- Robert Kurtzman & David Zeke, 2020. "Misallocation Costs of Digging Deeper into the Central Bank Toolkit," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 94-126, October.
- Milivojevic, Lazar & Tatar, Balint, 2021. "Fixed exchange rate - a friend or foe of labor cost adjustments?," IMFS Working Paper Series 152, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Ribeiro, Gustavo & Teles, Vladmir & Costa-Filho, João, 2023. "The Spending Cap and Monetary Policy Effectiveness," MPRA Paper 116148, University Library of Munich, Germany.
- Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017.
"The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries,"
JRC Working Papers in Economics and Finance
2017-10, Joint Research Centre, European Commission.
- Alice Albonico & Ludovic Calés & Roberta Cardani & Olga Croitorov & Fabio Di Dio & Filippo Ferroni & Massimo Giovannini & Stefan Hohberger & Beatrice Pataracchia & Filippo Pericoli & Philipp Pfeiffer , 2019. "The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries," European Economy - Discussion Papers 102, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Dück, Alexander & Le, Anh H., 2023. "Transition risk uncertainty and robust optimal monetary policy," IMFS Working Paper Series 187, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Dürmeier, Stefan, 2022. "A model of quantitative easing at the zero lower bound," BERG Working Paper Series 183, Bamberg University, Bamberg Economic Research Group.
- Kollmann, Robert, 2022.
"A tractable overlapping generations structure for quantitative DSGE models,"
Economics Letters, Elsevier, vol. 221(C).
- Robert Kollmann, 2022. "A Tractable Overlapping Generations Structure for Quantitative DSGE Models," Working Papers ECARES 2022-07, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2022. "A Tractable Overlapping Generations Structure for Quantitative DSGE Models," MPRA Paper 112561, University Library of Munich, Germany.
- John B. Taylor, 2018.
"Rules Versus Discretion: Assessing the Debate Over the Conduct of Monetary Policy,"
Economics Working Papers
18102, Hoover Institution, Stanford University.
- John B. Taylor, 2017. "Rules Versus Discretion: Assessing the Debate Over the Conduct of Monetary Policy," NBER Working Papers 24149, National Bureau of Economic Research, Inc.
- Bongers, Anelí & Molinari, Benedetto & Torres, José L., 2022. "Computers, Programming and Dynamic General Equilibrium Macroeconomic Modeling," MPRA Paper 112505, University Library of Munich, Germany.
- Narcissa Balta & Bořek Vašíček, 2020. "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 431-451, May.
- John B. Taylor, 2021. "Simple monetary rules: many strengths and few weaknesses," European Journal of Law and Economics, Springer, vol. 52(2), pages 267-283, December.
- Angela Capolongo & Daniel Gros, 2020. "The ECB is running out of policy space: can fiscal policy help?," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 216-220.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2018. "Robust Macroprudential Policy Rules under Model Uncertainty," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181503, Verein für Socialpolitik / German Economic Association.
- Shirota, Toyoichiro, 2018. "What is the major source of business cycles: Spillovers from land prices, investment shocks, or anything else?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 138-149.
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017.
"Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions,"
CEPR Discussion Papers
12013, C.E.P.R. Discussion Papers.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017. "Model uncertainty in macroeconomics: On the implications of financial frictions," IMFS Working Paper Series 114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Albonico, Alice & Calés, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo Maria & Raciborski, Rafal, 2019. "Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model," Economic Modelling, Elsevier, vol. 81(C), pages 242-273.
- Arango, Luis E. & Cardona-Sosa, Lina & Pedraza-Jiménez, Nataly, 2021. "The use of credit cards among low- and middle-income individuals in Colombia and the channels of monetary policy," Economic Modelling, Elsevier, vol. 94(C), pages 150-169.
- Hinterlang, Natascha & Tänzer, Alina, 2021. "Optimal monetary policy using reinforcement learning," Discussion Papers 51/2021, Deutsche Bundesbank.
- Elena Afanasyeva & Jochen Guntner, 2015.
"Lending Standards, Credit Booms, and Monetary Policy,"
Economics Working Papers
15115, Hoover Institution, Stanford University.
- Afanasyeva, Elena & Güntner, Jochen, 2014. "Lending standards, credit booms and monetary policy," IMFS Working Paper Series 85, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Elena Afanasyeva & Jochen Güntner, 2014. "Lending Standards, Credit Booms and Monetary Policy," Economics working papers 2014-11, Department of Economics, Johannes Kepler University Linz, Austria.
Cited by:
- Ivan De Lorenzo Buratta, 2022. "Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal," Working Papers w202207, Banco de Portugal, Economics and Research Department.
- Angela Abbate & Dominik Thaler, 2018.
"Monetary policy and the asset risk-taking channel,"
Working Papers
1805, Banco de España.
- Angela Abbate & Dominik Thaler, 2019. "Monetary Policy and the Asset Risk‐Taking Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2115-2144, December.
- Abbate, Angela & Thaler, Dominik, 2015. "Monetary policy and the asset risk-taking channel," Discussion Papers 48/2015, Deutsche Bundesbank.
- Wieland, Volker & Taylor, John, 2016.
"Finding the Equilibrium Real Interest Rate in a Fog of Policy Deviations,"
CEPR Discussion Papers
11264, C.E.P.R. Discussion Papers.
- Taylor, John B. & Wieland, Volker, 2016. "Finding the equilibrium real interest rate in a fog of policy deviations," IMFS Working Paper Series 103, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- John B. Taylor & Volker Wieland, 2016. "Finding the Equilibrium Real Interest Rate in a Fog of Policy Deviations," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 51(3), pages 147-154, July.
- John B. Taylor & Volker Wieland, 2016. "Finding the Equilibrium Real Interest Rate in a Fog of Policy Deviations," Economics Working Papers 16109, Hoover Institution, Stanford University.
- Philemon Kwame Opoku, 2024. "Tight Money, Tight Standards," Working Papers REM 2024/0323, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Matthias Neuenkirch & Matthias Nöckel, 2017.
"The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area,"
Research Papers in Economics
2017-02, University of Trier, Department of Economics.
- Neuenkirch, Matthias & Nöckel, Matthias, 2018. "The risk-taking channel of monetary policy transmission in the euro area," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 71-91.
- Matthias Neuenkirch & Matthias Nöckel, 2018. "The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," CESifo Working Paper Series 6982, CESifo.
- Christian Grimme, 2019.
"Uncertainty and the Cost of Bank vs. Bond Finance,"
CESifo Working Paper Series
7456, CESifo.
- Grimme, Christian, 2017. "Uncertainty and the Cost of Bank vs. Bond Finance," MPRA Paper 79852, University Library of Munich, Germany.
- Diana Bonfim & Carla Soares, 2018.
"The Risk‐Taking Channel of Monetary Policy: Exploring All Avenues,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1507-1541, October.
- Carla Soares & Diana Bonfim, 2014. "The risk-taking channel of monetary policy – exploring all avenues," Working Papers w201402, Banco de Portugal, Economics and Research Department.
- Michele Piffer, 2016. "Monetary Policy and Defaults in the US," Discussion Papers of DIW Berlin 1559, DIW Berlin, German Institute for Economic Research.
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017.
"Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions,"
CEPR Discussion Papers
12013, C.E.P.R. Discussion Papers.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017. "Model uncertainty in macroeconomics: On the implications of financial frictions," IMFS Working Paper Series 114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Afanasyeva, Elena, 2013.
"Atypical behavior of credit: Evidence from a monetary VAR,"
IMFS Working Paper Series
70, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
Cited by:
- Wieland, Volker & Wolters, Maik, 2014.
"Is there a threat of self-reinforcing deflation in the Euro area? A view through the lens of the Phillips curve,"
IMFS Working Paper Series
81, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Wolters, Maik, 2014. "Is there a threat of self-reinforcing deflation in the euro area? A view through the lens of the Phillips curve," Kiel Policy Brief 79, Kiel Institute for the World Economy (IfW Kiel).
- Magnus Saß, 2024. "Detecting excessive credit growth: An approach based on structural counterfactuals," Berlin School of Economics Discussion Papers 0046, Berlin School of Economics.
- Burgert, Matthias & Schmidt, Sebastian, 2014.
"Dealing with a Liquidity Trap when Government Debt Matters: Optimal Time-Consistent Monetary and Fiscal Policy,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100451, Verein für Socialpolitik / German Economic Association.
- Burgert, Matthias & Schmidt, Sebastian, 2014. "Dealing with a liquidity trap when government debt matters: Optimal time-consistent monetary and fiscal policy," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 282-299.
- Burgert, Matthias & Schmidt, Sebastian, 2013. "Dealing with a liquidity trap when government debt matters: optimal time-consistent monetary and fiscal policy," Working Paper Series 1622, European Central Bank.
- Burgert, Matthias & Schmidt , Sebastian, 2013. "Dealing with a liquidity trap when government debt matters: Optimal time-consistent monetary and fiscal policy," IMFS Working Paper Series 72, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Orphanides, Athanasios, 2014.
"Are rules and boundaries sufficient to limit harmful central bank discretion? Lessons from Europe,"
IMFS Working Paper Series
84, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Orphanides, Athanasios, 2014. "Are rules and boundaries sufficient to limit harmful central bank discretion? Lessons from Europe," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 121-125.
- Elena Afanasyeva, 2020. "Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap," Finance and Economics Discussion Series 2020-045, Board of Governors of the Federal Reserve System (U.S.).
- Wieland, Volker & Wolters, Maik, 2014.
"Is there a threat of self-reinforcing deflation in the Euro area? A view through the lens of the Phillips curve,"
IMFS Working Paper Series
81, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
Articles
- Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024.
"Sowing the seeds of financial imbalances: The role of macroeconomic performance,"
Journal of Financial Stability, Elsevier, vol. 74(C).
See citations under working paper version above.
- Elena Afanasyeva & Sam Jerow & Seung Jung Lee & Michele Modugno, 2020. "Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance," Finance and Economics Discussion Series 2020-028, Board of Governors of the Federal Reserve System (U.S.).
- Afanasyeva, Elena & Güntner, Jochen, 2020.
"Bank market power and the risk channel of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 111(C), pages 118-134.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Elena Afanasyeva & Jochen Güntner, 2018. "Bank Market Power and the Risk Channel of Monetary Policy," Finance and Economics Discussion Series 2018-006, Board of Governors of the Federal Reserve System (U.S.).
Chapters
- Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016.
"New Methods for Macro-Financial Model Comparison and Policy Analysis,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1241-1319,
Elsevier.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New methods for macro-financial model comparison and policy analysis," IMFS Working Paper Series 107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (8) 2014-08-25 2014-12-13 2014-12-24 2015-12-12 2016-09-04 2016-09-11 2018-02-05 2020-07-27. Author is listed
- NEP-BAN: Banking (5) 2014-12-13 2014-12-24 2015-12-12 2018-02-05 2020-05-11. Author is listed
- NEP-MON: Monetary Economics (5) 2014-08-25 2014-12-13 2014-12-24 2015-12-12 2018-02-05. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2014-12-13 2014-12-24 2015-12-12 2018-02-05
- NEP-HIS: Business, Economic and Financial History (3) 2018-11-05 2018-11-05 2020-05-11
- NEP-CBA: Central Banking (2) 2014-12-13 2015-12-12
- NEP-FDG: Financial Development and Growth (1) 2020-05-11
- NEP-GEN: Gender (1) 2020-05-11
- NEP-RMG: Risk Management (1) 2018-11-05
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