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Details about Yves Stephan Schüler

Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Yves Stephan Schüler.

Last updated 2019-09-16. Update your information in the RePEc Author Service.

Short-id: psc699


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Working Papers

2018

  1. Detrending and financial cycle facts across G7 countries: mind a spurious medium term!
    Working Paper Series, European Central Bank Downloads
  2. On the cyclical properties of Hamilton's regression filter
    Discussion Papers, Deutsche Bundesbank Downloads View citations (2)

2017

  1. Coherent financial cycles for G-7 countries: Why extending credit can be an asset
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (8)

2015

  1. Characterising the financial cycle: A multivariate and time-varying approach
    Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (25)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (24)

2014

  1. 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 Downloads View citations (2)

2013

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

2011

  1. 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 Downloads View citations (6)
    See also Journal Article in Journal of Banking & Finance (2012)

Journal Articles

2018

  1. Contrasting financial and business cycles: Stylized facts and candidate explanations
    Journal of Financial Stability, 2018, 38, (C), 72-80 Downloads View citations (5)

2015

  1. The transmission of US systemic financial stress: Evidence for emerging market economies
    Journal of International Money and Finance, 2015, 55, (C), 6-26 Downloads View citations (11)

2014

  1. Capturing the Financial Cycle in Euro Area Countries
    Financial Stability Review, 2014, 2 Downloads View citations (15)

2012

  1. Credit spread interdependencies of European states and banks during the financial crisis
    Journal of Banking & Finance, 2012, 36, (12), 3444-3468 Downloads View citations (150)
    See also Working Paper (2011)
 
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