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YvesSchueler/README.md

Yves Schüler

Senior Economist, Research Centre, Deutsche Bundesbank.

I work on geopolitical risk, financial cycles, macro-financial linkages, and time series econometrics.

Papers and CV: website. Contact: yves.schueler (at) bundesbank.de

Data

Series Frequency Repository
Euro area GPR index, country-level GPR, sanctions and shortages indices daily, monthly EuroAreaGPR
Supply and demand GPR indices (US) monthly SupplyDemandGPR
GPR perception indices, Russia sanctions intensity index monthly GeopoliticalRiskPerceptions
Financial cycle estimates quarterly FinancialCycleData

The euro area series are updated weekly. Each repository states the paper to cite.

Code

Repository Content Language Paper
OneSidedHP Adjusted one-sided Hodrick–Prescott filter MATLAB, Python, R Wolf, Mokinski, Schüler, JMCB 2026
Hamilton-filter-and-Hodrick-Prescott-filter Replication of the cyclical properties of Hamilton's regression filter and the HP filter MATLAB Schüler, RED 2024
FinancialCycle Multivariate spectral estimation of financial cycles (power cohesion) MATLAB Schüler, Hiebert, Peltonen, JIMF 2020

The views expressed in these repositories are my own and do not necessarily reflect those of the Deutsche Bundesbank or the Eurosystem.

Pinned Loading

  1. GeopoliticalRiskPerceptions GeopoliticalRiskPerceptions Public

    2

  2. FinancialCycle FinancialCycle Public

    Power Cohesion and financial cycle code

    MATLAB 2 2

  3. Hamilton-filter-and-Hodrick-Prescott-filter Hamilton-filter-and-Hodrick-Prescott-filter Public

    Matlab code to reproduce results in paper: "Filtering economic time series: On the cyclical properties of Hamilton’s regression filter and the Hodrick-Prescott filter"

    MATLAB 1 1

  4. EuroAreaGPR EuroAreaGPR Public

    Euro Area Geopolitical Risk, Sanctions and Shortages Indicators

  5. OneSidedHP OneSidedHP Public

    R

  6. SupplyDemandGPR SupplyDemandGPR Public