Yves Stephan Schüler

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

1.

Credit Spread Interdependencies of European States and Banks During the Financial Crisis

Number of pages: 38 Posted: 17 May 2011 Last Revised: 16 Jan 2012
Adrian Alter and Yves Stephan Schüler
International Monetary Fund and Deutsche Bundesbank
Downloads 925 (24,260)
Citation 27

Abstract:

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credit default swaps, financial crisis, private-to-public risk transfer, bailout programs, government interventions, cointegration, generalized impulse responses

Coherent Financial Cycles for G-7 Countries: Why Extending Credit Can Be an Asset

Number of pages: 45 Posted: 23 Dec 2014 Last Revised: 08 Mar 2019
Yves Stephan Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 273 (111,074)
Citation 3

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Macroprudential policy, Financial cycle, Spectral analysis

Characterising the Financial Cycle: A Multivariate and Time-Varying Approach

ECB Working Paper No. 1846
Number of pages: 56 Posted: 23 Sep 2015
Yves Stephan Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 132 (217,753)
Citation 3

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financial cycle, spectral analysis, power cohesion, macroprudential policy

Detrending and Financial Cycle Facts Across G7 Countries: Mind a Spurious Medium Term!

ECB Working Paper No. 2138; ISBN: 978-92-899-3243-1
Number of pages: 48 Posted: 02 Apr 2018
Yves Stephan Schüler
Deutsche Bundesbank
Downloads 30 (480,307)

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Macroprudential policy, Detrending, Spurious cycles, Financial cycles, Credit-to-GDP gap

Detrending and Financial Cycle Facts Across G7 Countries: Mind a Spurious Medium Term!

Number of pages: 44 Posted: 30 Jan 2018
Yves Stephan Schüler
Deutsche Bundesbank
Downloads 21 (534,225)
Citation 3

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Macroprudential policy, Detrending, Spurious cycles, Financial cycles, Credit-to-GDP gap

4.

Identifying Indicators of Systemic Risk

Number of pages: 45 Posted: 17 Aug 2019
Benny Hartwig, Christoph Meinerding and Yves Stephan Schüler
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 27 (488,462)

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Systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles

5.

How Should we Filter Economic Time Series?

Number of pages: 38 Posted: 22 Apr 2019 Last Revised: 25 Apr 2019
Yves Stephan Schüler
Deutsche Bundesbank
Downloads 24 (499,563)
Citation 4

Abstract:

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detrending, spurious cycles, business cycles, financial cycles, Basel III

6.

The Impact of Uncertainty and Certainty Shocks

Number of pages: 46 Posted: 27 Jun 2019
Yves Stephan Schüler
Deutsche Bundesbank
Downloads 8 (602,536)

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Uncertainty Shocks, Tail Risks, Irrational Exuberance, Bayesian Quantile VAR