Access Statistics for Bernd Kempa

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 76 0 0 1 248
An oversimplified inquiry into the sources of exchange rate variability 0 0 0 9 0 0 0 79
Economic and Financial Crises and the Predictability of U.S. Stock Returns 0 0 0 140 0 0 0 424
Taylor rules and the Canadian-US equilibrium exchange rate 0 0 3 103 0 0 13 288
The ECB’s monetary pillar after the financial crisis 0 0 0 89 1 1 3 158
The Poole analysis in the new open economy macroeconomic framework 0 0 0 80 0 1 7 602
Time-varying equilibrium rates in small open economies: Evidence for Canada 0 1 3 111 0 1 10 224
Total Working Papers 0 1 6 608 1 3 34 2,023


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Poole Analysis in the New Open Economy Macroeconomic Framework* 0 0 0 15 0 0 3 90
An analytical approximation of target zone exchange rate functions: the technique of collocation 0 0 0 11 0 0 0 85
An oversimplified inquiry into the sources of exchange rate variability 0 0 0 18 0 0 0 107
Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach 0 0 0 0 0 1 1 83
Bayesian estimation of the output gap for a small open economy: The case of Canada 0 1 2 73 0 1 4 144
Der US-Dollar als Leitwährung – alternativlos? 0 0 0 4 0 0 0 24
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 0 0 0 29 0 0 2 153
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 0 0 0 21 0 0 0 82
Economic and financial crises and the predictability of U.S. stock returns 0 0 0 59 1 1 3 196
Excess volatility of real exchange rates in the EMS: some evidence from structural VARs 0 0 0 11 0 0 0 64
Exchange Rate Disconnect in a Standard Open-Economy Macro Model 0 0 0 45 0 0 0 160
Exchange Rate Target Zones and Stock Price Volatility 0 0 0 100 0 0 2 449
Global Macroeconomic Repercussions of US Trade Restrictions: Evidence from a GVAR Model 0 0 0 5 0 0 1 15
Global and Country-Specific Output Growth Uncertainty and Macroeconomic Performance 0 0 0 28 0 1 2 88
Global macroeconomic uncertainty 1 1 3 66 1 2 13 211
Government debt and economic growth in the G7 countries: are there any causal linkages? 0 3 5 13 1 7 14 35
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 0 98
Inflation targeting and inflation communication of the Federal Reserve: Words and deeds 0 2 14 17 4 8 32 38
International correlations and excess returns in European stock markets: does EMU matter? 0 0 0 110 0 0 0 444
International currency system: Is the US dollar no longer the world’s key currency? 0 0 0 135 0 0 0 663
Is Europe converging to optimality? 0 0 0 0 0 0 0 0
Misalignments of real exchange rates and the credibility of nominal currency bands 0 0 0 7 0 0 1 57
Modelling Time-Varying Heterogeneity in Panel Data as Regime-Switching 1 3 7 7 3 5 11 11
Monetary Policy and the Credit Channel, Broad and Narrow 0 0 1 44 0 0 3 146
Nonfundamental FX trading and excess volatility in credible target zones Theory and empirical evidence 0 0 0 10 0 0 1 81
Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada 0 1 1 26 0 1 2 73
On the Viability of Exchange Rate Target Zones in a Mundell-Fleming Model with Stochastic Output Shocks 0 0 1 19 0 0 2 77
On the size of government spending multipliers in Europe 0 0 0 13 0 0 0 42
Real exchange rate convergence in the euro area: Evidence from a dynamic factor model 0 0 0 0 0 0 1 1
Sources of exchange rate fluctuations with Taylor rule fundamentals 0 0 0 50 0 0 2 141
Spillover effects of debt and growth in the euro area: Evidence from a GVAR model 1 1 4 24 1 1 5 94
Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon? 0 1 1 29 0 1 1 134
TAYLOR RULE REACTION COEFFICIENTS AND REAL EXCHANGE RATE PERSISTENCE 0 0 0 3 0 0 1 27
Taylor rules and the Canadian–US equilibrium exchange rate 0 0 0 46 0 1 3 295
Testing for time variation in the natural rate of interest 0 1 11 53 0 3 17 171
The European Central Bank’s monetary pillar after the financial crisis 0 1 3 14 0 3 9 55
The Theory of Exchange Rate Target Zones 0 0 0 121 0 0 1 310
The credit channel in U.S. economic history 0 0 1 83 0 0 1 224
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 0 0 10 100
The role of macroeconomic uncertainty in the determination of the natural rate of interest 1 4 7 7 2 5 15 15
The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model 0 1 5 20 0 4 11 67
The term structure of interest rates in a sticky-price target zone model 0 0 0 20 0 0 0 77
Time-varying equilibrium rates in small open economies: Evidence for Canada 0 1 2 66 0 1 4 193
USA, China, India: How likely is a global devaluation race? 0 0 0 35 0 0 0 246
Zur aktuellen Diskussion der Implikationen elektronischen Geldes für den Geldumlauf und die Geldpolitik 0 0 0 0 0 0 0 2
Total Journal Articles 4 21 68 1,489 13 46 178 5,868


Chapter File Downloads Abstract Views
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 0 1
Industry- versus nation-specific shocks in the EU: evidence from industry data 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 0 0 1


Statistics updated 2024-05-04