Yves Stephan Schüler

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 29,392

in Total Papers Downloads

2,046

SSRN CITATIONS
Rank 10,948

SSRN RANKINGS

Top 10,948

in Total Papers Citations

65

CROSSREF CITATIONS

49

Scholarly Papers (10)

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 Stephan Schüler
International Monetary Fund and Deutsche Bundesbank
Downloads 943 (30,087)
Citation 34

Abstract:

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

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 Stephan Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 311 (119,682)
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 Stephan Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 186 (199,084)
Citation 8

Abstract:

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financial cycle, spectral analysis, power cohesion, macroprudential policy

3.
Downloads 40 (212,085)
Citation 4

On Adjusting the One-Sided Hodrick-Prescott Filter

Number of pages: 19 Posted: 27 Mar 2020
Elias Wolf, Frieder Mokinski and Yves Stephan Schüler
Free University of Berlin (FUB), Deutsche Bundesbank and Deutsche Bundesbank
Downloads 40 (523,244)
Citation 5

Abstract:

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

4.

Shocks to Transition Risk

Number of pages: 32 Posted: 19 Aug 2020
Christoph Meinerding, Yves Stephan Schüler and Philipp Zhang
Deutsche Bundesbank, Deutsche Bundesbank and University of Zurich - Department of Economics
Downloads 163 (223,134)

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

5.
Downloads 80 (245,887)
Citation 2

Identifying Indicators of Systemic Risk

Number of pages: 42 Posted: 17 Aug 2019 Last Revised: 03 Mar 2021
Benny Hartwig, Christoph Meinerding and Yves Stephan Schüler
Goethe University Frankfurt, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 80 (373,594)
Citation 2

Abstract:

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

6.

How Should we Filter Economic Time Series?

Number of pages: 38 Posted: 22 Apr 2019 Last Revised: 25 Apr 2019
Yves Stephan Schüler
Deutsche Bundesbank
Downloads 104 (313,830)
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 Stephan Schüler
Deutsche Bundesbank
Downloads 65 (419,973)

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 Stephan Schüler
Deutsche Bundesbank
Downloads 25 (612,131)
Citation 16

Abstract:

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

8.

On the Cyclical Properties of Hamilton’s Regression Filter

Number of pages: 21 Posted: 17 Apr 2020 Last Revised: 02 Mar 2021
Yves Stephan Schüler
Deutsche Bundesbank
Downloads 73 (389,582)
Citation 4

Abstract:

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

9.

The Impact of Uncertainty and Certainty Shocks

Number of pages: 50 Posted: 27 Jun 2019 Last Revised: 10 Dec 2019
Yves Stephan Schüler
Deutsche Bundesbank
Downloads 51 (464,966)
Citation 2

Abstract:

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

10.

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

Number of pages: 8 Posted: 20 Apr 2020
Yves Stephan Schüler
Deutsche Bundesbank
Downloads 5 (741,050)

Abstract:

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Basel III, Hodrick-Prescott filter, detrending