Paul Hiebert

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

16

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3,081

TOTAL CITATIONS
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Top 16,782

in Total Papers Citations

51

Scholarly Papers (16)

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1.

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

Downloads 747 (73,223)
Citation 13

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 378 (166,871)
Citation 8

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financial cycle, spectral analysis, power cohesion, macroprudential policy

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 369 (171,474)
Citation 5

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Macroprudential policy, Financial cycle, Spectral analysis

2.

Macroprudential Policy at the ECB: Institutional Framework, Strategy, Analytical Tools and Policies

Number of pages: 88 Posted: 23 Jul 2019
Vitor Constâncio, Inês Cabral, Carsten Detken, John Fell, Jerome Henry, Paul Hiebert, Sujit Kapadia, Sujit Kapadia, Sergio Nicoletti Altimar, Fatima Pires and Carmelo Salleo
European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 505 (120,163)
Citation 17

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ESRB, financial imbalances, financial regulation, Financial stability, macroprudential, monetary policy, SSM, stress testing, systemic risk

3.

Forecasting and Assessing Euro Area House Prices through the Lens of Key Fundamentals

ECB Working Paper No. 1249
Number of pages: 50 Posted: 05 Oct 2010
Luca Gattini and Paul Hiebert
European Union - European Investment Bank and European Central Bank (ECB)
Downloads 235 (278,714)
Citation 1

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House price, Forecasting, Vector autoregression

4.

Fiscal Policies and Economic Growth in Europe: An Empirical Analysis

Number of pages: 26 Posted: 28 Jun 2012
Ana Lamo, Paul Hiebert, Diego Romero de Avila Torrijos and Jean-Pierre Vidal
European Central Bank (ECB), European Central Bank (ECB), University of Exeter and European Central Bank (ECB)
Downloads 218 (298,397)
Citation 1

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5.

Identifying Endogenous Fiscal Policy Rules for Macroeconomic Models

Number of pages: 30 Posted: 28 May 2003
Javier J. Pérez and Paul Hiebert
Banco de España - Research Department and European Central Bank (ECB)
Downloads 191 (339,381)
Citation 1

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Macroeconomic models, Closure rules, fiscal policy, stability analysis

6.

Relative House Price Dynamics Across Euro Area and US Cities: Convergence or Divergence?

ECB Working Paper No. 1206
Number of pages: 33 Posted: 09 Jun 2010
Paul Hiebert and Moreno Roma
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 180 (356,487)

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House price convergence, house price dispersion, house price drivers, panel data analysis

7.

International Trade, Technological Shocks and Spillovers in the Labour Market: A GVAR Analysis of the US Manufacturing Sector

ECB Working Paper No. 731
Number of pages: 36 Posted: 25 Feb 2007
Isabel Vansteenkiste and Paul Hiebert
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 171 (372,968)
Citation 1

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Trade, technological change, labour market, global VAR (GVAR), impulse responses

8.

Do House Price Developments Spill Over Across Euro Area Countries? Evidence from a Global VAR

ECB Working Paper No. 1026
Number of pages: 40 Posted: 06 Mar 2009
Isabel Vansteenkiste and Paul Hiebert
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 148 (421,530)
Citation 13

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House price, Global VAR (GVAR), International linkages

9.

Debt Reduction and Automatic Stabilization

Number of pages: 47 Posted: 31 May 2003
Paul Hiebert, Javier J. Pérez and Massimo Rostagno
European Central Bank (ECB), Banco de España - Research Department and European Central Bank (ECB)
Downloads 123 (488,701)

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Public debt, automatic stabilisation, borrowing constraints, consumption

10.

What Drives Returns to Euro Area Housing? Evidence from a Dynamic Dividend-Discount Model

ECB Working Paper No. 1019
Number of pages: 33 Posted: 04 Mar 2009
Paul Hiebert and Matthias Sydow
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 104 (554,403)

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House price, housing rental yield, return decomposition, panel VAR estimation, cash flow news

11.

Post-Crisis Changes in Global Bank Business Models: A New Taxonomy

IMF Working Paper No. 19/295
Number of pages: 35 Posted: 23 Jan 2020
John Caparusso, Yingyuan Chen, Peter Dattels, Rohit Goel and Paul Hiebert
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 101 (566,290)

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Financial crises, Central banks, Financial services, Banking systems, Financial infrastructure, International banks, Business model, Bank performance, Global Financial Stability, Regulation, WP, consumer bank, business line, GFC, geographic orientation

12.

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 94 (593,870)
Citation 1

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Financial cycle, Macroprudential policy, Spectral analysis

13.

The Impact of Globalisation on the Euro Area Macroeconomy

Univ. of Nottingham Research Paper No. 2009/14
Number of pages: 58 Posted: 13 Aug 2009
Robert Anderton and Paul Hiebert
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 85 (631,844)
Citation 1

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Globalisation, trade performance, export specialisation, productivity, labour markets

14.

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
Paul Bochmann, Paul Hiebert, Yves S. Schüler and Miguel Segoviano Basurto
European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 67 (721,896)

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

15.

Designing Model-Based Fiscal Policy Rules

Number of pages: 16 Posted: 28 Jun 2012
Javier J. Pérez and Paul Hiebert
Banco de España - Research Department and European Central Bank (ECB)
Downloads 63 (745,583)
Citation 1

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16.

'Close to Balance or in Surplus': A Methodology to Calculate Fiscal Benchmarks

Fiscal Sustainability Conference, p. 95, 2000
Number of pages: 40 Posted: 16 Jul 2012
Paul Hiebert and Massimo Rostagno
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 49 (842,870)
Citation 1

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