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Details about Bernd Kempa

E-mail:
Homepage:http://www.wiwi.uni-muenster.de/iioe/en/organisation/kempa.html
Workplace:Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Westfälische Wilhelms-Universität Münster (University of Munster), (more information at EDIRC)

Access statistics for papers by Bernd Kempa.

Last updated 2019-08-07. Update your information in the RePEc Author Service.

Short-id: pke213


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Working Papers

2019

  1. The ECB’s monetary pillar after the financial crisis
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads

2014

  1. Time-varying equilibrium rates in small open economies: Evidence for Canada
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (10)
    See also Journal Article in Journal of Macroeconomics (2014)

2010

  1. Taylor rules and the Canadian-US equilibrium exchange rate
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads
    See also Journal Article in Journal of International Money and Finance (2012)

2009

  1. A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (1)

2006

  1. Economic and Financial Crises and the Predictability of U.S. Stock Returns
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Empirical Finance (2008)
  2. The Poole analysis in the new open economy macroeconomic framework
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) Downloads
    See also Journal Article in Review of International Economics (2009)

2003

  1. An oversimplified inquiry into the sources of exchange rate variability
    IBES Diskussionsbeiträge, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES) Downloads
    See also Journal Article in Economic Modelling (2005)

Journal Articles

2019

  1. Testing for time variation in the natural rate of interest
    Journal of Applied Econometrics, 2019, 34, (5), 836-842 Downloads

2018

  1. Der US-Dollar als Leitwährung – alternativlos?
    (The US Dollar as the Leading Currency – No Alternative?)
    Wirtschaftsdienst, 2018, 98, (10), 691-710 Downloads
  2. TAYLOR RULE REACTION COEFFICIENTS AND REAL EXCHANGE RATE PERSISTENCE
    Bulletin of Economic Research, 2018, 70, (1), 64-73 Downloads
  3. The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model
    Empirical Economics, 2018, 55, (2), 471-494 Downloads

2017

  1. Global macroeconomic uncertainty
    Journal of Macroeconomics, 2017, 53, (C), 42-56 Downloads View citations (6)
  2. Spillover effects of debt and growth in the euro area: Evidence from a GVAR model
    International Review of Economics & Finance, 2017, 49, (C), 102-111 Downloads View citations (3)
  3. The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries
    The North American Journal of Economics and Finance, 2017, 42, (C), 70-88 Downloads View citations (2)

2016

  1. Global and Country-Specific Output Growth Uncertainty and Macroeconomic Performance
    Oxford Bulletin of Economics and Statistics, 2016, 78, (5), 694-716 Downloads View citations (4)
  2. Government debt and economic growth in the G7 countries: are there any causal linkages?
    Applied Economics Letters, 2016, 23, (6), 440-443 Downloads View citations (5)

2015

  1. On the size of government spending multipliers in Europe
    Applied Economics, 2015, 47, (51), 5548-5558 Downloads View citations (2)

2014

  1. Time-varying equilibrium rates in small open economies: Evidence for Canada
    Journal of Macroeconomics, 2014, 39, (PA), 203-214 Downloads View citations (16)
    See also Working Paper (2014)

2013

  1. Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada
    The North American Journal of Economics and Finance, 2013, 24, (C), 268-278 Downloads View citations (4)

2012

  1. Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30
    The European Journal of Finance, 2012, 18, (1), 29-39 Downloads View citations (1)
  2. Taylor rules and the Canadian–US equilibrium exchange rate
    Journal of International Money and Finance, 2012, 31, (5), 1060-1075 Downloads View citations (1)
    See also Working Paper (2010)

2011

  1. Bayesian estimation of the output gap for a small open economy: The case of Canada
    Economics Letters, 2011, 112, (1), 107-112 Downloads View citations (4)
  2. Monetary Policy and the Credit Channel, Broad and Narrow
    Eastern Economic Journal, 2011, 37, (3), 403-416 Downloads View citations (1)
  3. Sources of exchange rate fluctuations with Taylor rule fundamentals
    Economic Modelling, 2011, 28, (6), 2622-2627 Downloads View citations (9)

2010

  1. Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30
    Financial Markets and Portfolio Management, 2010, 24, (2), 137-158 Downloads
  2. USA, China, Indien: Droht ein globaler Abwertungswettlauf?
    ifo Schnelldienst, 2010, 63, (22), 3-17 Downloads

2009

  1. A Poole Analysis in the New Open Economy Macroeconomic Framework*
    Review of International Economics, 2009, 17, (5), 1074-1097 Downloads View citations (3)
    See also Working Paper (2006)
  2. Internationales Währungssystem: Ist der US-Dollar als Leitwährung überholt?
    ifo Schnelldienst, 2009, 62, (16), 03-18 Downloads
  3. The credit channel in U.S. economic history
    Journal of Policy Modeling, 2009, 31, (1), 58-68 Downloads View citations (3)

2008

  1. Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach
    Journal of Economic Integration, 2008, 23, 873-895 View citations (1)
  2. Economic and financial crises and the predictability of U.S. stock returns
    Journal of Empirical Finance, 2008, 15, (3), 468-480 Downloads View citations (11)
    See also Working Paper (2006)

2005

  1. An oversimplified inquiry into the sources of exchange rate variability
    Economic Modelling, 2005, 22, (3), 439-458 Downloads View citations (4)
    See also Working Paper (2003)
  2. Exchange Rate Disconnect in a Standard Open-Economy Macro Model
    Open Economies Review, 2005, 16, (3), 283-293 Downloads
  3. How Important are Nominal Shocks in Driving Real Exchange Rates? / Wie bedeutend sind nominale Schocks zur Erklärung realer Wechselkursbewegungen?
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2005, 225, (2), 192-204 Downloads View citations (1)

2001

  1. International correlations and excess returns in European stock markets: does EMU matter?
    Applied Financial Economics, 2001, 11, (1), 69-73 Downloads View citations (7)

2000

  1. Excess volatility of real exchange rates in the EMS: some evidence from structural VARs
    Applied Economics, 2000, 32, (1), 73-79 Downloads View citations (3)
  2. Zur aktuellen Diskussion der Implikationen elektronischen Geldes für den Geldumlauf und die Geldpolitik
    Zeitschrift für Wirtschaftspolitik, 2000, 49, (3), 250-266 Downloads

1999

  1. Exchange Rate Target Zones and Stock Price Volatility
    International Journal of Finance & Economics, 1999, 4, (4), 297-311 Downloads
  2. Misalignments of real exchange rates and the credibility of nominal currency bands
    Review of World Economics (Weltwirtschaftliches Archiv), 1999, 135, (4), 613-628 Downloads View citations (5)
  3. Nonfundamental FX trading and excess volatility in credible target zones Theory and empirical evidence
    International Review of Economics & Finance, 1999, 8, (1), 55-70 Downloads View citations (3)
  4. Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon?
    International Economic Journal, 1999, 13, (3), 1-18 Downloads View citations (5)
  5. The Theory of Exchange Rate Target Zones
    Journal of Economic Surveys, 1999, 13, (2), 173-210 Downloads View citations (29)
  6. The term structure of interest rates in a sticky-price target zone model
    Journal of International Money and Finance, 1999, 18, (5), 817-834 Downloads View citations (4)

1998

  1. On the Viability of Exchange Rate Target Zones in a Mundell-Fleming Model with Stochastic Output Shocks
    Journal of Policy Modeling, 1998, 20, (5), 603-619 Downloads View citations (1)

1997

  1. An analytical approximation of target zone exchange rate functions: the technique of collocation
    Economics Letters, 1997, 57, (3), 339-343 Downloads View citations (4)
 
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