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 77 1 4 10 259
An oversimplified inquiry into the sources of exchange rate variability 0 0 0 9 1 3 12 95
Economic and Financial Crises and the Predictability of U.S. Stock Returns 0 0 0 141 1 8 17 444
Taylor rules and the Canadian-US equilibrium exchange rate 0 0 1 104 3 18 28 316
The ECB’s monetary pillar after the financial crisis 0 0 0 90 2 2 12 172
The Poole analysis in the new open economy macroeconomic framework 0 0 1 82 0 1 15 630
Time-varying equilibrium rates in small open economies: Evidence for Canada 0 0 1 124 1 3 10 253
Total Working Papers 0 0 3 627 9 39 104 2,169


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 1 1 8 99
An analytical approximation of target zone exchange rate functions: the technique of collocation 0 0 0 11 1 2 5 91
An oversimplified inquiry into the sources of exchange rate variability 0 0 0 18 3 4 11 121
Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach 0 0 0 0 1 2 6 91
Bayesian estimation of the output gap for a small open economy: The case of Canada 0 1 3 77 2 3 12 160
Der US-Dollar als Leitwährung – alternativlos? 0 0 0 4 3 3 5 31
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 0 0 0 29 1 1 4 157
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 0 0 0 21 0 0 4 89
Economic and financial crises and the predictability of U.S. stock returns 0 0 0 59 3 6 13 211
Excess volatility of real exchange rates in the EMS: some evidence from structural VARs 0 0 0 11 2 2 9 74
Exchange Rate Disconnect in a Standard Open-Economy Macro Model 0 0 0 45 2 3 7 167
Exchange Rate Target Zones and Stock Price Volatility 0 0 0 100 0 0 3 454
Global Macroeconomic Repercussions of US Trade Restrictions: Evidence from a GVAR Model 0 0 1 11 1 2 10 37
Global and Country-Specific Output Growth Uncertainty and Macroeconomic Performance 0 0 0 31 0 1 9 107
Global macroeconomic uncertainty 0 0 1 70 1 3 16 236
Government debt and economic growth in the G7 countries: are there any causal linkages? 0 0 0 15 4 5 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 2 3 7 106
Inflation targeting and inflation communication of the Federal Reserve: Words and deeds 0 1 2 22 4 7 25 70
International correlations and excess returns in European stock markets: does EMU matter? 0 0 0 110 1 2 5 450
Internationales Währungssystem: Ist der US-Dollar als Leitwährung überholt? 0 0 1 136 2 4 8 673
Is Europe converging to optimality? 0 0 0 0 2 2 3 3
Misalignments of real exchange rates and the credibility of nominal currency bands 0 0 0 7 2 3 7 65
Modelling Time-Varying Heterogeneity in Panel Data as Regime-Switching 1 4 7 16 7 16 31 53
Monetary Policy and the Credit Channel, Broad and Narrow 0 0 0 45 1 3 10 159
Nonfundamental FX trading and excess volatility in credible target zones Theory and empirical evidence 0 0 0 10 1 1 7 90
Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada 0 0 1 27 4 5 8 81
Nowcasting the output gap with shadow rates 0 0 0 0 3 5 12 15
On the Viability of Exchange Rate Target Zones in a Mundell-Fleming Model with Stochastic Output Shocks 0 1 1 20 2 4 12 91
On the size of government spending multipliers in Europe 0 0 0 14 2 2 7 50
Real exchange rate convergence in the euro area: Evidence from a dynamic factor model 0 0 3 6 2 6 74 84
Sources of exchange rate fluctuations with Taylor rule fundamentals 0 0 0 50 2 2 10 151
Spillover effects of debt and growth in the euro area: Evidence from a GVAR model 0 0 2 27 0 1 11 108
Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon? 0 0 0 29 1 2 5 140
TAYLOR RULE REACTION COEFFICIENTS AND REAL EXCHANGE RATE PERSISTENCE 0 0 0 3 1 1 6 34
Taylor rules and the Canadian–US equilibrium exchange rate 0 0 2 48 2 2 14 313
Testing for time variation in the natural rate of interest 0 0 7 69 0 0 21 210
The European Central Bank’s monetary pillar after the financial crisis 0 0 2 21 0 1 7 70
The Theory of Exchange Rate Target Zones 1 1 1 122 3 3 7 323
The credit channel in U.S. economic history 0 0 1 84 3 6 15 239
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 4 105
The role of macroeconomic uncertainty in the determination of the natural rate of interest 0 1 5 15 3 6 18 41
The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model 0 1 2 22 2 5 17 89
The term structure of interest rates in a sticky-price target zone model 0 0 0 20 2 2 5 83
Time-varying equilibrium rates in small open economies: Evidence for Canada 0 1 3 78 5 8 17 225
USA, China, Indien: Droht ein globaler Abwertungswettlauf? 0 0 0 35 3 3 6 252
Zur aktuellen Diskussion der Implikationen elektronischen Geldes für den Geldumlauf und die Geldpolitik 0 0 0 0 0 0 4 6
Total Journal Articles 2 11 45 1,585 87 143 514 6,553


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 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


Statistics updated 2026-05-06