Wilhelm-Epstein-Str. 14
Frankfurt/Main, 60431
Germany
Deutsche Bundesbank
systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles
Real-time analysis, detrending, business cycles, financial cycles
Financial Shocks; Monetary policy; Global financial cycle; Growth-at-Risk; International spillovers; Quantile VAR
detrending, spurious cycles, business cycles, financial cycles, Basel III
Bayesian quantile VAR, uncertainty shocks, tail risks, irrational exuberance
Basel III, Hodrick-Prescott filter, detrending