Wilhelm-Epstein-Str. 14
Frankfurt/Main, 60431
Germany
Deutsche Bundesbank
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credit default swaps, financial crisis, private-to-public risk transfer, bailout programs, government interventions, cointegration, generalized impulse responses
Macroprudential policy, Financial cycle, Spectral analysis
financial cycle, spectral analysis, power cohesion, macroprudential policy
Real-time analysis, detrending, business cycles, financial cycles
transition risk, climate change, financial stability, portfolio sort, textual analysis
Transition risk, climate change, financial stability, portfolio sort, tex-tual analysis
Business cycles, detrending, band pass filter, forecast errors, spurious cycles, phase shifts
systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles
Systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles
detrending, spurious cycles, business cycles, financial cycles, Basel III
Macroprudential policy, Detrending, Spurious cycles, Financial cycles, Credit-to-GDP gap
climate change, inflation expectations, physical risk, transition risk, central bank distrust, household surveys
Financial Shocks; Monetary policy; Global financial cycle; Growth-at-Risk; International spillovers; Quantile VAR
Bayesian quantile VAR, uncertainty shocks, tail risks, irrational exuberance
Financial shocks, Monetary policy, Global financial cycle, Growth-at-Risk, International spillovers, Quantile VAR
Financial cycle, Macroprudential policy, Spectral analysis
financial crises, financial cycle, multivariate density optimization, portfolio credit risk, systemic risk
geopolitical risk, risk perceptions, Russia, sanctions, shock transmission
Basel III, Hodrick-Prescott filter, detrending
