Schwaab, Bernd

Research

Division

Financial Research

Current position

Senior Economist

Email

bernd.schwaab@ecb.europa.eu

Other current responsibilities
  • Research Economist
Education
  • Tinbergen Institute and VU University Amsterdam, Ph.D
Professional experience
  • Reseach Economist at ECB since August 2010

Journal publications

Andre Lucas, Bernd Schwaab, Xin Zhang
Conditional euro area sovereign default risk
Journal of Business and Economic Statistics, 2014, Vol 32 (2), p. 271-284.,
Siem Jan Koopman, Andre Lucas, Bernd Schwaab
Dynamic factor models with macro, frailty, and industry effects for U.S. default counts: the credit crisis of 2008
Journal of Business and Economic Statistics, Dec 2012, Vol 30 (4), p. 521-532.,
Siem Jan Koopman, Andre Lucas, Bernd Schwaab
Nowcasting and forecasting global financial sector stress and credit market dislocation
International Journal of Forecasting, 2014, Vol 30 (3), p. 741-758.,
Siem Jan Koopman, Andre Lucas, Bernd Schwaab
Modeling frailty-correlated defaults using many macroeconomic covariates
Journal of Econometrics, 2011, Volume 162 (2), p. 312-325.,
Drew Creal, Bernd Schwaab, Siem Jan Koopman, Andre Lucas
Observation driven mixed-measurement dynamic factor models with an application to credit risk
The Review of Economics and Statistics, Dec 2014, Vol. 96 (5), p. 898–915.,
Fabian Eser, Bernd Schwaab
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB's Securities Markets Programme
Journal of Financial Economics, Jan 2016, Vol. 119 (1), p. 147–167.,
Federico Nucera, Andre Lucas, Julia Schaumburg. Bernd Schwaab
Do negative interest rates make banks less safe?
Economics Letters, Volume 159, Oct 2017, Pages 112-115.,
Siem Jan Koopman, Andre Lucas, Bernd Schwaab
Global credit risk: World, country, and industry factors
Journal of Applied Econometrics, Volume 32, Issue 2, Mar 2017, p. 296–317. Do negative interest rates make banks less safe?,
Andre Lucas, Bernd Schwaab, Xin Zhang.
Modeling financial sector joint tail risk in the euro area
Journal of Applied Econometrics, Volume 32, Issue 1, Jan/Feb 2017, p. 171–191.,
Federico Nucera, Siem Jan Koopman, Andre Lucas, Bernd Schwaab
The information in systemic risk rankings
Journal of Empirical Finance, Sep 2016, Vol. 38, p. 461–475.,
Andre Lucas, Julia Schaumburg, Bernd Schwaab
Bank business models at zero interest rates
Journal of Business and Economic Statistics,