Yves S. Schüler

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

19

DOWNLOADS
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5,649

SSRN CITATIONS
Rank 10,467

SSRN RANKINGS

Top 10,467

in Total Papers Citations

109

CROSSREF CITATIONS

52

Scholarly Papers (19)

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 S. Schüler
International Monetary Fund and Deutsche Bundesbank
Downloads 988 (44,786)
Citation 38

Abstract:

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

2.
Downloads 858 (54,344)
Citation 7

On Adjusting the One-Sided Hodrick-Prescott Filter

Number of pages: 30 Posted: 27 Mar 2020 Last Revised: 07 Mar 2022
Elias Wolf, Frieder Mokinski and Yves S. Schüler
University of Bonn - Department of Economics, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 477 (113,512)
Citation 5

Abstract:

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

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
University of Bonn - Department of Economics, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 381 (147,733)

Abstract:

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

3.
Downloads 804 (59,438)
Citation 1

Shocks to Transition Risk

Number of pages: 65 Posted: 19 Aug 2020 Last Revised: 26 Mar 2024
Christoph Meinerding, Yves S. Schüler and Philipp Zhang
Deutsche Bundesbank, Deutsche Bundesbank and University of Zurich - Department of Economics
Downloads 533 (99,473)
Citation 3

Abstract:

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transition risk, climate change, financial stability, portfolio sort, textual analysis

Shocks to Transition Risk

Deutsche Bundesbank Discussion Paper No. 04/2023
Number of pages: 64 Posted: 17 Mar 2023
Christoph Meinerding, Yves S. Schüler and Philipp Zhang
Deutsche Bundesbank, Deutsche Bundesbank and University of Zurich - Department of Economics
Downloads 271 (212,862)

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Transition risk, climate change, financial stability, portfolio sort, tex-tual analysis

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 S. Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 356 (159,398)
Citation 5

Abstract:

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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 S. Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 352 (161,375)
Citation 8

Abstract:

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financial cycle, spectral analysis, power cohesion, macroprudential policy

5.

On the Cyclical Properties of Hamilton’s Regression Filter

Number of pages: 36 Posted: 17 Apr 2020 Last Revised: 02 Sep 2021
Yves S. Schüler
Deutsche Bundesbank
Downloads 508 (106,459)
Citation 8

Abstract:

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Business cycles, detrending, band pass filter, forecast errors, spurious cycles, phase shifts

6.
Downloads 309 (186,786)
Citation 7

Identifying Indicators of Systemic Risk

Journal of International Economics, Vol. 132, No. 103512, 2021
Number of pages: 42 Posted: 17 Aug 2019 Last Revised: 28 Sep 2021
Benny Hartwig, Christoph Meinerding and Yves S. Schüler
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 163 (343,355)
Citation 1

Abstract:

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

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
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 146 (376,723)

Abstract:

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

7.

Inflation Expectations and Climate Concern

Deutsche Bundesbank Discussion Paper No. 12/2022
Number of pages: 38 Posted: 27 Apr 2022
Christoph Meinerding, Andrea Poinelli and Yves S. Schüler
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 190 (300,068)

Abstract:

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climate change, inflation expectations, physical risk, transition risk, central bank distrust, household surveys

8.

How Should we Filter Economic Time Series?

Number of pages: 38 Posted: 22 Apr 2019 Last Revised: 25 Apr 2019
Yves S. Schüler
Deutsche Bundesbank
Downloads 190 (300,068)
Citation 6

Abstract:

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

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 S. Schüler
Deutsche Bundesbank
Downloads 124 (428,800)

Abstract:

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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 S. Schüler
Deutsche Bundesbank
Downloads 52 (731,881)
Citation 10

Abstract:

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

10.

The Impact of Uncertainty and Certainty Shocks: A Bayesian Quantile Vector Autoregressive Approach

Number of pages: 54 Posted: 27 Jun 2019 Last Revised: 03 Nov 2021
Yves S. Schüler
Deutsche Bundesbank
Downloads 169 (332,957)
Citation 2

Abstract:

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

11.

The Global Financial Cycle and Macroeconomic Tail Risks

Number of pages: 46 Posted: 16 Jul 2020 Last Revised: 05 Dec 2023
Deutsche Bundesbank, Central Bank of Ireland, Deutsche Bundesbank, Deutsche Bundesbank - Economic Research Centre and Deutsche Bundesbank
Downloads 160 (348,956)

Abstract:

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

12.

Geopolitical Risk Perceptions

Number of pages: 39 Posted: 10 May 2023
Deutsche Bundesbank, Research Centre, Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 137 (395,518)
Citation 2

Abstract:

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geopolitical risk, risk perceptions, Russia, sanctions, shock transmission

13.

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 124 (427,241)
Citation 24

Abstract:

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

14.

The Global Financial Cycle and Macroeconomic Tail Risks

Deutsche Bundesbank Discussion Paper No. 43/2022
Number of pages: 49 Posted: 14 Jan 2023
Deutsche Bundesbank, European Central Bank (ECB), Deutsche Bundesbank, Deutsche Bundesbank - Economic Research Centre and Deutsche Bundesbank
Downloads 81 (570,764)

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Financial shocks, Monetary policy, Global financial cycle, Growth-at-Risk, International spillovers, Quantile VAR

15.

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 77 (587,698)
Citation 1

Abstract:

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Financial cycle, Macroprudential policy, Spectral analysis

16.

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 70 (619,429)
Citation 2

Abstract:

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

17.

Latent Fragility: Conditioning Banks' Joint Probability of Default on the Financial Cycle

ECB Working Paper No. 2022/2698
Number of pages: 31 Posted: 06 Aug 2022
European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 56 (692,511)

Abstract:

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financial crises, financial cycle, multivariate density optimization, portfolio credit risk, systemic risk

18.

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

Number of pages: 8 Posted: 20 Apr 2020
Yves S. Schüler
Deutsche Bundesbank
Downloads 25 (922,713)

Abstract:

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Basel III, Hodrick-Prescott filter, detrending

19.

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 19 (983,033)
Citation 3

Abstract:

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Basel III, Hodrick-Prescott filter, detrending