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Dr Yves Schüler

Research Interests

  • financial and business cycles
  • empirical macro-finance: (nonlinear) macro-financial linkages and financial stability, including macroprudential policy
  • macroeconometrics: in particular, Bayesian methods, structural VARs, spectral analysis, and nonlinear models (especially quantile regressions)

Refereed Publications

  • Fink, F. and Y.S. Schüler (2015), The transmission of US systemic financial stress: Evidence for emerging market economies, Journal of International Money and Finance, 55, 6-26
  • Alter, A. and Y.S. Schüler (2012), Credit spread interdependencies of European states and banks during the financial crises, Journal of Banking and Finance, 36, 3444-3468

Other Working Papers and Publications

  • Schüler, Y.S., Detrending and financial cycle facts across G-7 countries: Mind a spurious medium term!, ECB Working Paper Series, forthcoming
  • Schüler, Y.S., P. Hiebert, and T. Peltonen, Coherent financial cycles for G-7 countries: Why extending credit can be an asset, ESRB Working Paper Series, forthcoming
  • Hiebert, P., T. Peltonen, and Y.S. Schüler, Financial cycles: Measuring the buildup of latent risk, in: C. Detken and P. Hiebert (eds.), Braking the financial cycle: The cyclical dimension of systemic risk measurement and prediction, ECB Occasional Paper Series, forthcoming
  • Hiebert, P., T. Peltonen, and Y.S. Schüler (2016), New evidence shows characteristics of financial cycles, LSE Business Review
  • Schüler, Y.S., P. Hiebert, and T. Peltonen (2015), Characterising the financial cycle: A multivariate and time-varying approach, ECB Working Paper Series 1846
  • Hiebert, P., B. Klaus, T. Peltonen, Y.S. Schüler, and P. Welz (2014), Capturing the financial cycle in euro area countries, Special Feature B, Financial Stability Review, November, European Central Bank
  • Schüler, Y.S. (2014), Asymmetric effects of uncertainty over the business cycle: A quantile structural vector autoregressive approach, Working Paper Series 2014-2, Department of Economics, University of Konstanz
  • Fink, F. and Y.S. Schüler (2013), The transmission of US financial stress: Evidence for emerging market economies, Working Paper Series 2013-01, Department of Economics, University of Konstanz
  • Alter, A. and Y.S. Schüler (2011), Credit spread interdependencies of European states and banks during the financial crisis, Working Paper Series 2011-24, Department of Economics, University of Konstanz

Additional information

Contact

Yves Schüler

Dr Yves Schüler

+49 69 9566-8817

+49 69 9566-4026

Address

Deutsche Bundesbank

Central Office, Research Centre

Wilhelm-Epstein-Straße 14
60431 Frankfurt am Main
Germany