9
H index
9
i10 index
238
Citations
Universität Münster | 9 H index 9 i10 index 238 Citations RESEARCH PRODUCTION: 46 Articles 7 Papers 2 Chapters RESEARCH ACTIVITY: 28 years (1996 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pke213 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bernd Kempa. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster | 3 |
Year | Title of citing document |
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2024 | Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33. Full description at Econpapers || Download paper |
2023 | COVID?19 Disclosures and Market Uncertainty: Evidence from 10?Q Filings. (2022). Pham, Viet T ; Hao, Jie. In: Australian Accounting Review. RePEc:bla:ausact:v:32:y:2022:i:2:p:238-266. Full description at Econpapers || Download paper |
2023 | Closer to Finding Yeti. (2023). Sramkova, Lucia ; Mucka, Zuzana ; Karsay, Alexander ; Micko, Tomas. In: Working Papers. RePEc:cbe:wpaper:202301. Full description at Econpapers || Download paper |
2023 | The Economic Impact of the US Unconventional Monetary Policy, Global Commodity Shocks, and Oil Price Shocks on ASEAN 3. (2023). Rifa, Khamdan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-65. Full description at Econpapers || Download paper |
2024 | Econometric issues in the estimation of the natural rate of interest. (2024). Buncic, Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004534. Full description at Econpapers || Download paper |
2024 | Who has mastered exchange rate ups and downs: China or the United States?. (2024). Lin, YE ; Liu, Tie-Ying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000068. Full description at Econpapers || Download paper |
2023 | The impact of economic policy uncertainty on stock prices. (2023). Ginn, William. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004585. Full description at Econpapers || Download paper |
2023 | Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120. Full description at Econpapers || Download paper |
2023 | The effects of a shock to critical minerals prices on the world oil price and inflation. (2023). Galkin, Phillip ; Considine, Jennifer ; Aldayel, Abdullah ; Hatipoglu, Emre. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323004322. Full description at Econpapers || Download paper |
2023 | Central bank mandates: How differences can influence the content and tone of central bank communication. (2023). Siklos, Pierre ; Kanelis, Dimitrios ; Bohl, Martin T. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001553. Full description at Econpapers || Download paper |
2023 | Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632. Full description at Econpapers || Download paper |
2023 | The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries. (2023). Österholm, Pär ; Armelius, Hanna ; Solberger, Martin ; Osterholm, Par ; Spnberg, Erik. In: Working Papers. RePEc:hhs:oruesi:2023_008. Full description at Econpapers || Download paper |
2023 | Financial and economic uncertainties and their effects on the economy. (2023). Hlouskova, Jaroslava ; Sogner, Leopold ; Fortin, Ines. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09570-3. Full description at Econpapers || Download paper |
2023 | On the International Spillover Effects of Uncertainty. (2023). Wesselbaum, Dennis ; Sen, Anindya. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09694-2. Full description at Econpapers || Download paper |
2023 | Do Interest-growth Differentials Affect Fiscal Policy? Evidence for Advanced Economies. (2023). Heimberger, Philipp. In: wiiw Working Papers. RePEc:wii:wpaper:230. Full description at Econpapers || Download paper |
2023 | International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46. Full description at Econpapers || Download paper |
2023 | Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449. Full description at Econpapers || Download paper |
2023 | The Role of Money in Monetary Policy at the Lower Bound. (2023). Billi, Roberto ; Walsh, Carl E ; Soderstrom, Ulf. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:681-716. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2023 | Modelling Time-Varying Heterogeneity in Panel Data as Regime-Switching In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2018 | TAYLOR RULE REACTION COEFFICIENTS AND REAL EXCHANGE RATE PERSISTENCE In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
1999 | The Theory of Exchange Rate Target Zones. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 34 |
2016 | Global and Country-Specific Output Growth Uncertainty and Macroeconomic Performance In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 28 |
2009 | A Poole Analysis in the New Open Economy Macroeconomic Framework* In: Review of International Economics. [Full Text][Citation analysis] | article | 4 |
2006 | The Poole analysis in the new open economy macroeconomic framework.(2006) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2009 | Internationales Währungssystem: Ist der US-Dollar als Leitwährung überholt? In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 0 |
2010 | USA, China, Indien: Droht ein globaler Abwertungswettlauf? In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 0 |
2009 | A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada In: CQE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Time-varying equilibrium rates in small open economies: Evidence for Canada In: CQE Working Papers. [Full Text][Citation analysis] | paper | 25 |
2014 | Time-varying equilibrium rates in small open economies: Evidence for Canada.(2014) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2019 | The ECB’s monetary pillar after the financial crisis In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | An oversimplified inquiry into the sources of exchange rate variability In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2003 | An oversimplified inquiry into the sources of exchange rate variability.(2003) In: IBES Diskussionsbeiträge. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2011 | Sources of exchange rate fluctuations with Taylor rule fundamentals In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2013 | Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2017 | The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2011 | Bayesian estimation of the output gap for a small open economy: The case of Canada In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2023 | The role of macroeconomic uncertainty in the determination of the natural rate of interest In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2024 | Nowcasting the output gap with shadow rates In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1997 | An analytical approximation of target zone exchange rate functions: the technique of collocation In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2008 | Economic and financial crises and the predictability of U.S. stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 13 |
2006 | Economic and Financial Crises and the Predictability of U.S. Stock Returns.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2020 | The European Central Bank’s monetary pillar after the financial crisis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
1999 | The term structure of interest rates in a sticky-price target zone model In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
2012 | Taylor rules and the Canadian–US equilibrium exchange rate In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
2010 | Taylor rules and the Canadian-US equilibrium exchange rate.(2010) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | Global macroeconomic uncertainty In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 19 |
2023 | Inflation targeting and inflation communication of the Federal Reserve: Words and deeds In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
1998 | On the Viability of Exchange Rate Target Zones in a Mundell-Fleming Model with Stochastic Output Shocks In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
2009 | The credit channel in U.S. economic history In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 3 |
2017 | Spillover effects of debt and growth in the euro area: Evidence from a GVAR model In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
2024 | Real exchange rate convergence in the euro area: Evidence from a dynamic factor model In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
1999 | Nonfundamental FX trading and excess volatility in credible target zones Theory and empirical evidence In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
1996 | Industry- versus nation-specific shocks in the EU: evidence from industry data In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2002 | Is Europe converging to optimality? In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
1999 | Exchange Rate Target Zones and Stock Price Volatility. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2005 | How Important are Nominal Shocks in Driving Real Exchange Rates? / Wie bedeutend sind nominale Schocks zur Erklärung realer Wechselkursbewegungen? In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 1 |
2010 | Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
2005 | Exchange Rate Disconnect in a Standard Open-Economy Macro Model In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2000 | Zur aktuellen Diskussion der Implikationen elektronischen Geldes für den Geldumlauf und die Geldpolitik In: Zeitschrift für Wirtschaftspolitik. [Full Text][Citation analysis] | article | 0 |
2011 | Monetary Policy and the Credit Channel, Broad and Narrow In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 1 |
2008 | Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach In: Journal of Economic Integration. [Citation analysis] | article | 1 |
2018 | The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
2005 | Comment on: Equilibrium Exchange Rates in the Transition: The Tradable Price-Based Real Appreciation and Estimation Uncertainty In: Springer Books. [Citation analysis] | chapter | 0 |
1999 | Misalignments of real exchange rates and the credibility of nominal currency bands In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 6 |
2018 | Der US-Dollar als Leitwährung – alternativlos? In: Wirtschaftsdienst. [Full Text][Citation analysis] | article | 0 |
2016 | Government debt and economic growth in the G7 countries: are there any causal linkages? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 11 |
2001 | International correlations and excess returns in European stock markets: does EMU matter? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
2000 | Excess volatility of real exchange rates in the EMS: some evidence from structural VARs In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2015 | On the size of government spending multipliers in Europe In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2012 | Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
1999 | Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon? In: International Economic Journal. [Full Text][Citation analysis] | article | 5 |
2019 | Global Macroeconomic Repercussions of US Trade Restrictions: Evidence from a GVAR Model In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
2019 | Testing for time variation in the natural rate of interest In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
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