Details about Yves Stephan Schüler

Access statistics for papers by Yves Stephan Schüler.

Last updated 2025-03-26. Update your information in the RePEc Author Service.

Short-id: psc699

Working Papers

2025

1. Green and brown returns in a production economy
   Working Paper Series, European Central Bank

2024

2. Geopolitical risk perceptions
   Discussion Papers, Deutsche Bundesbank
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
   See also Journal Article Geopolitical risk perceptions, Journal of International Economics, Elsevier (2024) (2024)
3. Macroeconomic and Financial Effects of Natural Disasters
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2024) View citations (1)
   Discussion Papers, Deutsche Bundesbank (2024)

2023

4. Shocks to transition risk
   Discussion Papers, Deutsche Bundesbank View citations (2)

2022

5. Inflation expectations and climate concern
   Discussion Papers, Deutsche Bundesbank
6. Latent fragility: conditioning banks’ joint probability of default on the financial cycle
   Working Paper Series, European Central Bank View citations (1)
   See also Journal Article Latent fragility: Conditioning banks' joint probability of default on the financial cycle, Journal of International Money and Finance, Elsevier (2024) (2024)
7. The global financial cycle and macroeconomic tail risks
   Discussion Papers, Deutsche Bundesbank

2020

8. Identifying indicators of systemic risk
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Identifying indicators of systemic risk, Journal of International Economics, Elsevier (2021) View citations (5) (2021)
9. On adjusting the one-sided Hodrick-Prescott filter
   Discussion Papers, Deutsche Bundesbank View citations (4)
10. On the credit-to-GDP gap and spurious medium-term cycles
    Discussion Papers, Deutsche Bundesbank View citations (4)
    See also Journal Article On the credit-to-GDP gap and spurious medium-term cycles, Economics Letters, Elsevier (2020) View citations (5) (2020)
11. The impact of uncertainty and certainty shocks
    Discussion Papers, Deutsche Bundesbank View citations (1)

2018

12. Detrending and financial cycle facts across G7 countries: mind a spurious medium term!
    Working Paper Series, European Central Bank View citations (15)
13. On the cyclical properties of Hamilton's regression filter
    Discussion Papers, Deutsche Bundesbank View citations (6)

2017

14. Coherent financial cycles for G-7 countries: Why extending credit can be an asset
    ESRB Working Paper Series, European Systemic Risk Board View citations (24)

2015

15. Characterising the financial cycle: A multivariate and time-varying approach
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association View citations (87)
    Also in Working Paper Series, European Central Bank (2015) View citations (88)

2014

16. 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, Department of Economics, University of Konstanz View citations (20)

2013

17. The Transmission of US Financial Stress: Evidence for Emerging Market Economies
    VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (2)
    Also in Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz (2013) View citations (1)

2011

18. Credit Spead Interdependencies of European States and Banks during the Financial Crisis
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz View citations (6)
    See also Journal Article Credit spread interdependencies of European states and banks during the financial crisis, Journal of Banking & Finance, Elsevier (2012) View citations (208) (2012)

Journal Articles

2024

1. Filtering economic time series: On the cyclical properties of Hamilton’s regression filter and the Hodrick-Prescott filter
   Review of Economic Dynamics, 2024, 54
   See also Software Item 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 (2024) (2024)
2. Geopolitical risk perceptions
   Journal of International Economics, 2024, 152, (C)
   See also Working Paper Geopolitical risk perceptions, Discussion Papers (2024) (2024)
3. Latent fragility: Conditioning banks' joint probability of default on the financial cycle
   Journal of International Money and Finance, 2024, 146, (C)
   See also Working Paper Latent fragility: conditioning banks’ joint probability of default on the financial cycle, Working Paper Series (2022) View citations (1) (2022)

2023

4. Households’ inflation expectations and concern about climate change
   European Journal of Political Economy, 2023, 80, (C) View citations (1)

2021

5. Identifying indicators of systemic risk
   Journal of International Economics, 2021, 132, (C) View citations (5)
   See also Working Paper Identifying indicators of systemic risk, Discussion Papers (2020) (2020)

2020

6. Financial cycles: Characterisation and real-time measurement
   Journal of International Money and Finance, 2020, 100, (C) View citations (37)
7. On the credit-to-GDP gap and spurious medium-term cycles
   Economics Letters, 2020, 192, (C) View citations (5)
   See also Working Paper On the credit-to-GDP gap and spurious medium-term cycles, Discussion Papers (2020) View citations (4) (2020)

2018

8. Contrasting financial and business cycles: Stylized facts and candidate explanations
   Journal of Financial Stability, 2018, 38, (C), 72-80 View citations (35)

2015

9. The transmission of US systemic financial stress: Evidence for emerging market economies
   Journal of International Money and Finance, 2015, 55, (C), 6-26 View citations (32)

2014

10. Capturing the Financial Cycle in Euro Area Countries
    Financial Stability Review, 2014, 2 View citations (23)

2012

11. Credit spread interdependencies of European states and banks during the financial crisis
    Journal of Banking & Finance, 2012, 36, (12), 3444-3468 View citations (208)
    See also Working Paper Credit Spead Interdependencies of European States and Banks during the Financial Crisis, Working Paper Series of the Department of Economics, University of Konstanz (2011) View citations (6) (2011)

Software Items

2024

1. 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, Review of Economic Dynamics
   See also Journal Article 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 (2024) (2024)