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260
Citations
Bernd Kempa : Citation Profile
Universität Münster | RESEARCH PRODUCTION: 46 Articles 7 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1996 - 2024). Relations with other researchers
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:
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Main data
Where Bernd Kempa has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster | 3 |
Recent works citing Bernd Kempa (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 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 ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33. Full description at Econpapers || Download paper |
| 2024 | The Mirage of Falling R-stars. (2024). Vlcek, Jan ; Bulir, Ales. In: Working Papers. RePEc:cnb:wpaper:2024/6. Full description at Econpapers || Download paper |
| 2025 | Conditioning business and financial cycles on multivariate information. (2025). Schroeder, Adrian ; Dubbert, Tore. In: CQE Working Papers. RePEc:cqe:wpaper:11225. 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 |
| 2025 | Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051. 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 |
| 2024 | Impact of asymmetry on exchange rate determination: The role of fundamentals. (2024). Korap, Levent. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001018. Full description at Econpapers || Download paper |
| 2024 | U.S. monetary policy: The pushing hands of crude oil price?. (2024). Umar, Muhammad ; Qin, Meng ; Cao, Fangzhi ; Sun, Dian. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002639. Full description at Econpapers || Download paper |
| 2025 | Uncertainty, macroeconomic activity and commodity price: A global analysis. (2025). Shi, Xunpeng ; Zeng, Ting ; He, Jia ; Shen, Yifan. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000493. Full description at Econpapers || Download paper |
| 2025 | Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503. Full description at Econpapers || Download paper |
| 2025 | Spillovers between cryptocurrencies and financial markets in a global framework. (2025). Frömmel, Michael ; Vukovi, Darko B ; Zinovev, Vyacheslav ; Vigne, Samuel A ; Frmmel, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002225. Full description at Econpapers || Download paper |
| 2024 | Asymmetric effects of EU cohesion policy on EU regional growth: The role of macroeconomic uncertainty. (2024). Pinar, Mehmet ; Karahasan, Burhan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000318. Full description at Econpapers || Download paper |
| 2025 | A tale of the two recessions 2008 and 2020: What do the Taylor rule, the Phillips curve and Okuns law tell?. (2025). Seip, Knut L ; Zhang, Dan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:3:p:681-701. Full description at Econpapers || Download paper |
| 2025 | The Response of Global Oil Inventories to Supply Shocks. (2025). al Dayel, Abdullah ; Considine, Jennifer ; Galkin, Philipp ; Hatipoglu, Emre. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:2:p:10-:d:1679673. Full description at Econpapers || Download paper |
| 2025 | Who Is Leading in Communication Tone? Wavelet Analysis of the Fed and the ECB. (2025). Stengos, Thanasis ; Deniz, Pinar. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:191-:d:1626325. Full description at Econpapers || Download paper |
| 2024 | The causal relationship between public debt and economic growth in G7 countries: new evidence from time and frequency domain approaches. (2024). Serin, Seref Can ; Bozatli, Oguzhan ; Demir, Murat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09716-8. Full description at Econpapers || Download paper |
| 2025 | Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Gogas, Periklis ; Papadimitriou, Theophilos ; Alexakis, Christos ; Sofianos, Emmanouil. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w. Full description at Econpapers || Download paper |
| 2024 | The evolution of the natural rate of interest: evidence from the Scandinavian countries. (2024). Österholm, Pär ; Solberger, Martin ; Armelius, Hanna ; Spnberg, Erik. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02503-w. Full description at Econpapers || Download paper |
| 2025 | The effects of macro uncertainty shocks in the euro area: a FAVAR approach. (2025). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martnez, Carlos Caizares. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02717-0. Full description at Econpapers || Download paper |
| 2024 | The effects of macro uncertainty shocks in the euro area: A FAVAR approach. (2024). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1109. Full description at Econpapers || Download paper |
| 2024 | Bhutan - Public Expenditure Review. (2024). Bank, World. In: World Bank Publications - Reports. RePEc:wbk:wboper:41400. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic effects of global policy and financial risks. (2024). Luo, Pengfei ; Ogawa, Eiji. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:177-205. Full description at Econpapers || Download paper |
| 2025 | The impact of conventional and unconventional monetary policies on loan default risk—Evidence from UK peer‐to‐peer lending platforms. (2025). Vu, Anh Nguyet. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:242-260. Full description at Econpapers || Download paper |
| 2025 | The ECB press conference statement: deriving a new sentiment indicator for the euro area. (2025). Siklos, Pierre L ; Kanelis, Dimitrios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:652-664. Full description at Econpapers || Download paper |
| 2025 | The scientific tale of the nexus between oil prices, macroeconomic uncertainty and Pakistans exports to its major trading partners: Insights from advanced methods. (2025). Chishti, Muhammad Zubair. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2130-2162. Full description at Econpapers || Download paper |
| 2025 | The financial instability - Monetary policy nexus: Evidence from the FOMC minutes. (2025). Kanelis, Dimitrios ; Siklos, Pierre L ; Kranzmann, Lars H. In: Discussion Papers. RePEc:zbw:bubdps:319627. Full description at Econpapers || Download paper |
| 2024 | A note on the synchronisation of the natural rates of interest in Germany and the Euro Area. (2024). Berger, Tino ; Ochsner, Christian. In: Working Papers. RePEc:zbw:svrwwp:300653. Full description at Econpapers || Download paper |
Works by Bernd Kempa:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 31 |
| 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 | 27 |
| 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: 27 | 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 | 6 |
| 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 | 11 |
| 2023 | The role of macroeconomic uncertainty in the determination of the natural rate of interest In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2024 | Nowcasting the output gap with shadow rates In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 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 | 10 |
| 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 | 22 |
| 2023 | Inflation targeting and inflation communication of the Federal Reserve: Words and deeds In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
| 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 | 13 |
| 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 | 4 |
| 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 | 3 |
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