Access Statistics for Bernd Kempa

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada	0	0	0	77	0	0	10	259
An oversimplified inquiry into the sources of exchange rate variability	0	0	0	9	0	1	13	96
Economic and Financial Crises and the Predictability of U.S. Stock Returns	0	0	0	141	1	1	18	445
Taylor rules and the Canadian-US equilibrium exchange rate	0	0	1	104	0	1	28	317
The ECB’s monetary pillar after the financial crisis	0	0	0	90	0	2	14	174
The Poole analysis in the new open economy macroeconomic framework	0	0	1	82	0	1	15	631
Time-varying equilibrium rates in small open economies: Evidence for Canada	0	0	0	124	0	2	9	255
Total Working Papers	0	0	2	627	1	8	107	2,177

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Poole Analysis in the New Open Economy Macroeconomic Framework*	1	1	1	16	1	2	10	101
An analytical approximation of target zone exchange rate functions: the technique of collocation	0	0	0	11	0	1	5	92
An oversimplified inquiry into the sources of exchange rate variability	0	0	0	18	0	1	11	122
Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach	0	0	0	0	0	2	7	93
Bayesian estimation of the output gap for a small open economy: The case of Canada	0	0	2	77	0	0	10	160
Der US-Dollar als Leitwährung – alternativlos?	0	0	0	4	0	1	5	32
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30	0	0	0	29	0	0	4	157
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30	0	0	0	21	0	0	3	89
Economic and financial crises and the predictability of U.S. stock returns	0	0	0	59	0	0	13	211
Estimation of the natural interest rate under monetary policy smoothing	0	0	0	0	1	2	2	2
Excess volatility of real exchange rates in the EMS: some evidence from structural VARs	0	0	0	11	1	2	9	76
Exchange Rate Disconnect in a Standard Open-Economy Macro Model	0	0	0	45	1	1	7	168
Exchange Rate Target Zones and Stock Price Volatility	0	0	0	100	1	1	4	455
Global Macroeconomic Repercussions of US Trade Restrictions: Evidence from a GVAR Model	0	0	0	11	0	0	8	37
Global and Country-Specific Output Growth Uncertainty and Macroeconomic Performance	0	0	0	31	0	2	9	109
Global macroeconomic uncertainty	0	0	0	70	1	4	17	240
Government debt and economic growth in the G7 countries: are there any causal linkages?	0	0	0	15	0	0	9	49
How Important are Nominal Shocks in Driving Real Exchange Rates? / Wie bedeutend sind nominale Schocks zur Erklärung realer Wechselkursbewegungen?	0	0	0	26	0	0	7	106
Inflation targeting and inflation communication of the Federal Reserve: Words and deeds	0	1	2	23	0	2	26	72
International correlations and excess returns in European stock markets: does EMU matter?	0	0	0	110	0	0	4	450
Internationales Währungssystem: Ist der US-Dollar als Leitwährung überholt?	0	0	1	136	0	0	6	673
Is Europe converging to optimality?	0	0	0	0	0	1	4	4
Misalignments of real exchange rates and the credibility of nominal currency bands	0	0	0	7	0	1	7	66
Modelling Time-Varying Heterogeneity in Panel Data as Regime-Switching	1	1	7	17	3	4	33	57
Monetary Policy and the Credit Channel, Broad and Narrow	0	0	0	45	0	0	10	159
Nonfundamental FX trading and excess volatility in credible target zones Theory and empirical evidence	0	0	0	10	0	0	7	90
Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada	0	0	0	27	0	0	6	81
Nowcasting the output gap with shadow rates	0	0	0	0	0	0	10	15
On the Viability of Exchange Rate Target Zones in a Mundell-Fleming Model with Stochastic Output Shocks	0	0	1	20	0	0	12	91
On the size of government spending multipliers in Europe	0	0	0	14	1	1	8	51
Real exchange rate convergence in the euro area: Evidence from a dynamic factor model	1	1	3	7	1	1	71	85
Sources of exchange rate fluctuations with Taylor rule fundamentals	0	0	0	50	0	0	9	151
Spillover effects of debt and growth in the euro area: Evidence from a GVAR model	0	0	2	27	1	2	11	110
Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon?	0	1	1	30	0	2	7	142
TAYLOR RULE REACTION COEFFICIENTS AND REAL EXCHANGE RATE PERSISTENCE	1	2	2	5	2	3	9	37
Taylor rules and the Canadian–US equilibrium exchange rate	0	0	1	48	0	1	13	314
Testing for time variation in the natural rate of interest	0	1	6	70	1	2	18	212
The European Central Bank’s monetary pillar after the financial crisis	0	0	1	21	1	5	11	75
The Theory of Exchange Rate Target Zones	0	0	1	122	0	3	10	326
The credit channel in U.S. economic history	0	0	0	84	1	1	15	240
The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries	0	0	0	6	1	1	5	106
The role of macroeconomic uncertainty in the determination of the natural rate of interest	0	0	4	15	1	2	18	43
The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model	0	0	1	22	0	1	14	90
The term structure of interest rates in a sticky-price target zone model	0	0	0	20	0	1	6	84
Time-varying equilibrium rates in small open economies: Evidence for Canada	0	0	2	78	0	2	17	227
USA, China, Indien: Droht ein globaler Abwertungswettlauf?	0	0	0	35	0	0	5	252
Zur aktuellen Diskussion der Implikationen elektronischen Geldes für den Geldumlauf und die Geldpolitik	0	0	0	0	1	1	5	7
Total Journal Articles	4	8	38	1,593	20	56	517	6,609

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Comment on: Equilibrium Exchange Rates in the Transition: The Tradable Price-Based Real Appreciation and Estimation Uncertainty	0	0	0	0	0	0	3	4
Industry- versus nation-specific shocks in the EU: evidence from industry data	0	0	0	0	0	0	3	4
Total Chapters	0	0	0	0	0	0	6	8

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Statistics updated 2026-08-07