Yves S. Schüler

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

452

SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.
Downloads 154 (186,624)
Citation 4

On Adjusting the One-sided Hodrick-Prescott Filter

Deutsche Bundesbank Discussion Paper No. 11/2020
Number of pages: 23 Posted: 20 Apr 2020
Elias Wolf, Frieder Mokinski and Yves S. Schüler
Free University of Berlin (FUB), Deutsche Bundesbank and Deutsche Bundesbank
Downloads 154 (239,965)

Abstract:

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Real-time analysis, detrending, business cycles, financial cycles

2.
Downloads 76 (230,614)
Citation 2

Identifying Indicators of Systemic Risk

Deutsche Bundesbank Discussion Paper No. 33/2020
Number of pages: 59 Posted: 30 Jun 2020
Benny Hartwig, Christoph Meinerding and Yves S. Schüler
Goethe University Frankfurt, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 76 (393,583)

Abstract:

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

3.

Dilemma in Mean, Trilemma in Tail: The Global Financial Cycle and Macroeconomic Tail Risks

Number of pages: 34 Posted: 16 Jul 2020 Last Revised: 12 Dec 2020
Deutsche Bundesbank, Central Bank of Ireland, Deutsche Bundesbank, Deutsche Bundesbank - Economic Research Centre and Deutsche Bundesbank
Downloads 125 (281,861)

Abstract:

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Financial Shocks; Monetary policy; Global financial cycle; Growth-at-Risk; International spillovers; Quantile VAR

4.

On the Cyclical Properties of Hamilton's Regression Filter

Deutsche Bundesbank Discussion Paper No. 03/2018
Number of pages: 23 Posted: 22 Feb 2018
Yves S. Schüler
Deutsche Bundesbank
Downloads 66 (420,483)

Abstract:

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

5.

The Impact of Uncertainty and Certainty Shocks

Deutsche Bundesbank Discussion Paper No. 14/2020
Number of pages: 47 Posted: 21 Apr 2020
Yves S. Schüler
Deutsche Bundesbank
Downloads 22 (628,025)

Abstract:

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Bayesian quantile VAR, uncertainty shocks, tail risks, irrational exuberance

6.

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

ESRB: Working Paper Series No. 2017/43
Number of pages: 44 Posted: 05 Nov 2020
Yves S. Schüler, Paul Hiebert and Tuomas Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Systemic Risk Board
Downloads 5 (756,782)
Citation 1

Abstract:

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Financial cycle, Macroprudential policy, Spectral analysis

7.

On the Credit-to-GDP Gap and Spurious Medium-Term Cycles

Deutsche Bundesbank Discussion Paper No. 28/2020
Number of pages: 12 Posted: 30 Apr 2020
Yves S. Schüler
Deutsche Bundesbank
Downloads 4 (764,425)
Citation 3

Abstract:

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Basel III, Hodrick-Prescott filter, detrending