Details about Elena Deryugina

Access statistics for papers by Elena Deryugina.

Last updated 2024-07-10. Update your information in the RePEc Author Service.

Short-id: pde1095

Working Papers

2024

1. Network structure of the economy and the propagation of monetary shocks
   Bank of Russia Working Paper Series, Bank of Russia

2023

2. Transmission to a low-carbon economy and its implications for financial stability in Russia
   Bank of Russia Working Paper Series, Bank of Russia View citations (1)

2021

3. Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry
   Bank of Russia Working Paper Series, Bank of Russia View citations (1)

2019

4. Disinflation and reliability of underlying inflation measures
   Bank of Russia Working Paper Series, Bank of Russia View citations (1)
   See also Journal Article Disinflation and Reliability of Underlying Inflation Measures, Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics (2020) (2020)

2018

5. Analysis of the debt burden in Russian economy sectors
   Bank of Russia Working Paper Series, Bank of Russia
   See also Journal Article Analysis of the debt burden in Russian economy sectors, Russian Journal of Economics, Elsevier (2017) (2017)
6. Fiscal multipliers in Russia
   Bank of Russia Working Paper Series, Bank of Russia View citations (9)
   See also Journal Article Fiscal Multipliers in Russia, Journal of the New Economic Association, New Economic Association (2018) View citations (9) (2018)
7. The role of regional and sectoral factors in Russian inflation developments
   Bank of Russia Working Paper Series, Bank of Russia View citations (4)
   See also Journal Article The role of regional and sectoral factors in Russian inflation developments, Economic Change and Restructuring, Springer (2019) View citations (5) (2019)
8. When are credit gap estimates reliable?
   Bank of Russia Working Paper Series, Bank of Russia View citations (1)
   See also Journal Article When are credit gap estimates reliable?, Economic Analysis and Policy, Elsevier (2020) View citations (1) (2020)

2017

9. Real-time determination of credit cycle phases in emerging markets
   Bank of Russia Working Paper Series, Bank of Russia View citations (1)

2015

10. A large Bayesian vector autoregression model for Russia
    Bank of Russia Working Paper Series, Bank of Russia View citations (12)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2014)
11. Disentangling loan demand and supply shocks in Russia
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
    Also in Bank of Russia Working Paper Series, Bank of Russia (2015) View citations (3)
12. Evaluating the underlying inflation measures for Russia
    Bank of Russia Working Paper Series, Bank of Russia View citations (3)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2015)
    See also Journal Article Evaluating underlying inflation measures for Russia, Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals (2018) View citations (4) (2018)
13. Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model
    Bank of Russia Working Paper Series, Bank of Russia View citations (10)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2015)

2013

14. Money-based inflation risk indicator for Russia: a structural dynamic factor model approach
    Joint Research Papers, Centre for Central Banking Studies, Bank of England View citations (2)

Journal Articles

2022

1. The Credit Cycle and Measurement of the Natural Rate of Interest
   Journal of Central Banking Theory and Practice, 2022, 11, (1), 87-104

2021

2. Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach
   Journal of Evolutionary Economics, 2021, 31, (4), 1113-1128

2020

3. Disinflation and Reliability of Underlying Inflation Measures
   Central European Journal of Economic Modelling and Econometrics, 2020, 12, (1), 91-111
   See also Working Paper Disinflation and reliability of underlying inflation measures, Bank of Russia Working Paper Series (2019) View citations (1) (2019)
4. When are credit gap estimates reliable?
   Economic Analysis and Policy, 2020, 67, (C), 221-238 View citations (1)
   See also Working Paper When are credit gap estimates reliable?, Bank of Russia Working Paper Series (2018) View citations (1) (2018)

2019

5. Determination of the Current Phase of the Credit Cycle in Emerging Markets
   Russian Journal of Money and Finance, 2019, 78, (2), 28-42 View citations (2)
6. The role of regional and sectoral factors in Russian inflation developments
   Economic Change and Restructuring, 2019, 52, (4), 453-474 View citations (5)
   See also Working Paper The role of regional and sectoral factors in Russian inflation developments, Bank of Russia Working Paper Series (2018) View citations (4) (2018)

2018

7. Evaluating underlying inflation measures for Russia
   Macroeconomics and Finance in Emerging Market Economies, 2018, 11, (2), 124-145 View citations (4)
   See also Working Paper Evaluating the underlying inflation measures for Russia, Bank of Russia Working Paper Series (2015) View citations (3) (2015)
8. Fiscal Multipliers in Russia
   Journal of the New Economic Association, 2018, 38, (2), 104-119 View citations (9)
   See also Working Paper Fiscal multipliers in Russia, Bank of Russia Working Paper Series (2018) View citations (9) (2018)

2017

9. Analysis of the debt burden in Russian economy sectors
   Russian Journal of Economics, 2017, 3, (4), 379-410
   See also Working Paper Analysis of the debt burden in Russian economy sectors, Bank of Russia Working Paper Series (2018) (2018)
10. Money-based underlying inflation measure for Russia: a structural dynamic factor model approach
    Empirical Economics, 2017, 53, (2), 441-457

2015

11. Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach
    Emerging Markets Finance and Trade, 2015, 51, (6), 1261-1275 View citations (5)
12. Estimating Sustainable Output Growth in Emerging Market Economies
    Comparative Economic Studies, 2015, 57, (1), 168-182 View citations (3)

2013

13. Money-based Inflation Risk Indicator:a regime Switching Model
    Voprosy Ekonomiki, 2013, (9)
14. The Analysis of Russia’s Fiscal Sustainability in the Shortand Long Run
    Voprosy Ekonomiki, 2013, (3)