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Yves Stephan Schüler
(Yves Stephan Schueler)

Personal Details

First Name:Yves
Middle Name:Stephan
Last Name:Schueler
Suffix:
RePEc Short-ID:psc699
[This author has chosen not to make the email address public]
https://sites.google.com/site/yvesschueler/

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Eickmeier, Sandra & Quast, Josefine & Schüler, Yves, 2024. "Macroeconomic and Financial Effects of Natural Disasters," CEPR Discussion Papers 18940, C.E.P.R. Discussion Papers.
  2. Meinerding, Christoph & Schüler, Yves S. & Zhang, Philipp, 2023. "Shocks to transition risk," Discussion Papers 04/2023, Deutsche Bundesbank.
  3. Bondarenko, Yevheniia & Lewis, Vivien & Rottner, Matthias & Schüler, Yves, 2023. "Geopolitical Risk Perceptions," CEPR Discussion Papers 18123, C.E.P.R. Discussion Papers.
  4. Meinerding, Christoph & Poinelli, Andrea & Schüler, Yves, 2022. "Inflation expectations and climate concern," Discussion Papers 12/2022, Deutsche Bundesbank.
  5. Bochmann, Paul & Hiebert, Paul & Schüler, Yves S. & Segoviano, Miguel, 2022. "Latent fragility: conditioning banks’ joint probability of default on the financial cycle," Working Paper Series 2698, European Central Bank.
  6. Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2022. "The global financial cycle and macroeconomic tail risks," Discussion Papers 43/2022, Deutsche Bundesbank.
  7. Schüler, Yves S., 2020. "The impact of uncertainty and certainty shocks," Discussion Papers 14/2020, Deutsche Bundesbank.
  8. Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020. "Identifying indicators of systemic risk," Discussion Papers 33/2020, Deutsche Bundesbank.
  9. Schüler, Yves, 2020. "On the credit-to-GDP gap and spurious medium-term cycles," Discussion Papers 28/2020, Deutsche Bundesbank.
  10. Wolf, Elias & Mokinski, Frieder & Schüler, Yves, 2020. "On adjusting the one-sided Hodrick-Prescott filter," Discussion Papers 11/2020, Deutsche Bundesbank.
  11. Schüler, Yves S., 2018. "On the cyclical properties of Hamilton's regression filter," Discussion Papers 03/2018, Deutsche Bundesbank.
  12. Schüler, Yves S., 2018. "Detrending and financial cycle facts across G7 countries: mind a spurious medium term!," Working Paper Series 2138, European Central Bank.
  13. Schüler, Yves S. & Peltonen, Tuomas A. & Hiebert, Paul, 2017. "Coherent financial cycles for G-7 countries: Why extending credit can be an asset," ESRB Working Paper Series 43, European Systemic Risk Board.
  14. Hiebert, Paul & Peltonen, Tuomas A. & Schüler, Yves S., 2015. "Characterising the financial cycle: a multivariate and time-varying approach," Working Paper Series 1846, European Central Bank.
  15. Yves S. Schüler, 2014. "Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach," Working Paper Series of the Department of Economics, University of Konstanz 2014-02, Department of Economics, University of Konstanz.
  16. Fabian Fink & Yves S. Schüler, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," Working Paper Series of the Department of Economics, University of Konstanz 2013-01, Department of Economics, University of Konstanz.
  17. Adrian Alter & Yves Stephan Schüler, 2011. "Credit Spead Interdependencies of European States and Banks during the Financial Crisis," Working Paper Series of the Department of Economics, University of Konstanz 2011-24, Department of Economics, University of Konstanz.

Articles

  1. Yves Schueler, 2024. "Filtering economic time series: On the cyclical properties of Hamilton’s regression filter and the Hodrick-Prescott filter," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
  2. Bochmann, Paul & Hiebert, Paul & Schüler, Yves & Segoviano, Miguel A., 2024. "Latent fragility: Conditioning banks' joint probability of default on the financial cycle," Journal of International Money and Finance, Elsevier, vol. 146(C).
  3. Meinerding, Christoph & Poinelli, Andrea & Schüler, Yves, 2023. "Households’ inflation expectations and concern about climate change," European Journal of Political Economy, Elsevier, vol. 80(C).
  4. Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021. "Identifying indicators of systemic risk," Journal of International Economics, Elsevier, vol. 132(C).
  5. Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
  6. Schüler, Yves S., 2020. "On the credit-to-GDP gap and spurious medium-term cycles," Economics Letters, Elsevier, vol. 192(C).
  7. Hiebert, Paul & Jaccard, Ivan & Schüler, Yves, 2018. "Contrasting financial and business cycles: Stylized facts and candidate explanations," Journal of Financial Stability, Elsevier, vol. 38(C), pages 72-80.
  8. Fink, Fabian & Schüler, Yves S., 2015. "The transmission of US systemic financial stress: Evidence for emerging market economies," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 6-26.
  9. Hiebert, Paul & Klaus, Benjamin & Peltonen, Tuomas A. & Schüler, Yves S. & Welz, Peter, 2014. "Capturing the Financial Cycle in Euro Area Countries," Financial Stability Review, European Central Bank, vol. 2.
  10. Alter, Adrian & Schüler, Yves S., 2012. "Credit spread interdependencies of European states and banks during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3444-3468.

Software components

  1. Yves Schueler, 2024. "Code and data files for "Filtering economic time series: On the cyclical properties of Hamilton’s regression filter and the Hodrick-Prescott filter"," Computer Codes 23-94, Review of Economic Dynamics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (14) 2013-02-03 2014-02-02 2014-02-08 2015-10-10 2016-02-17 2017-05-28 2018-02-26 2018-04-16 2020-04-06 2020-04-06 2020-06-08 2020-08-10 2022-05-16 2024-04-22. Author is listed
  2. NEP-BAN: Banking (6) 2011-07-02 2015-10-10 2020-06-08 2020-08-10 2022-09-12 2024-04-22. Author is listed
  3. NEP-CBA: Central Banking (6) 2013-02-03 2014-02-02 2020-08-10 2022-05-16 2022-09-12 2023-01-16. Author is listed
  4. NEP-FDG: Financial Development and Growth (6) 2011-07-02 2020-04-06 2020-06-08 2022-09-12 2023-01-16 2024-04-22. Author is listed
  5. NEP-RMG: Risk Management (4) 2020-06-08 2020-08-10 2022-09-12 2023-01-16
  6. NEP-BEC: Business Economics (3) 2015-10-10 2017-05-28 2018-04-16
  7. NEP-ECM: Econometrics (3) 2014-02-08 2018-02-26 2020-04-06
  8. NEP-EEC: European Economics (3) 2011-07-02 2015-10-10 2022-09-12
  9. NEP-ENV: Environmental Economics (3) 2022-05-16 2023-04-10 2024-04-22
  10. NEP-IFN: International Finance (3) 2017-05-28 2023-01-16 2024-10-07
  11. NEP-ENE: Energy Economics (2) 2022-05-16 2023-04-10
  12. NEP-ETS: Econometric Time Series (2) 2018-02-26 2020-04-06
  13. NEP-MON: Monetary Economics (2) 2022-05-16 2023-01-16
  14. NEP-OPM: Open Economy Macroeconomics (2) 2023-01-16 2024-10-07
  15. NEP-AGR: Agricultural Economics (1) 2022-05-16
  16. NEP-CIS: Confederation of Independent States (1) 2024-10-07
  17. NEP-FMK: Financial Markets (1) 2020-08-10
  18. NEP-ORE: Operations Research (1) 2020-06-08

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