Advanced Search
MyIDEAS: Login to follow this author

Bernd Kempa

Contents:

This is information that was supplied by Bernd Kempa in registering through RePEc. If you are Bernd Kempa , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Bernd
Middle Name:
Last Name: Kempa
Suffix:

RePEc Short-ID: pke213

Email:
Homepage: http://www.wiwi.uni-muenster.de/iioe/en/organisation/kempa.html
Postal Address:
Phone:

Affiliation

Center for Quantitative Economics (CQE)
Wirtschaftswissenschaftliche Fakultät
Westfälische Wilhelms-Universität Münster
Location: Münster, Germany
Homepage: http://www1.wiwi.uni-muenster.de/cqe/
Email:
Phone: +49(0)215 83-25044
Fax: +49(0)251 83-25042
Postal: Am Stadtgraben 9, 48143 Münster
Handle: RePEc:edi:cqmuede (more details at EDIRC)

Works

as in new window

Working papers

  1. T. Berger & B. Kempa & -, 2010. "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 10/643, Ghent University, Faculty of Economics and Business Administration.
  2. Tino Berger & Bernd Kempa, 2009. "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 0509, Center for Quantitative Economics (CQE), University of Muenster.
  3. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006. "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper 561, University Library of Munich, Germany.
  4. Hoffmann, Mathias & Kempa, Bernd, 2006. "The Poole analysis in the new open economy macroeconomic framework," CFR Working Papers 06-08, University of Cologne, Centre for Financial Research (CFR).
  5. Kempa, Bernd, 2003. "An oversimplified inquiry into the sources of exchange rate variability," IBES Diskussionsbeiträge 129, University of Duisburg-Essen, Faculty for Economics and Business Administration.

Articles

  1. Berger, Tino & Kempa, Bernd, 2014. "Time-varying equilibrium rates in small open economies: Evidence for Canada," Journal of Macroeconomics, Elsevier, Elsevier, vol. 39(PA), pages 203-214.
  2. Kempa, Bernd & Riedel, Jana, 2013. "Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 24(C), pages 268-278.
  3. Torben W. Hendricks & Bernd Kempa & Christian Pierdzioch, 2012. "Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(1), pages 29-39, January.
  4. Berger, Tino & Kempa, Bernd, 2012. "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(5), pages 1060-1075.
  5. Kempa, Bernd & Wilde, Wolfram, 2011. "Sources of exchange rate fluctuations with Taylor rule fundamentals," Economic Modelling, Elsevier, Elsevier, vol. 28(6), pages 2622-2627.
  6. Torben W Hendricks & Bernd Kempa, 2011. "Monetary Policy and the Credit Channel, Broad and Narrow," Eastern Economic Journal, Palgrave Macmillan, vol. 37(3), pages 403-416.
  7. Berger, Tino & Kempa, Bernd, 2011. "Bayesian estimation of the output gap for a small open economy: The case of Canada," Economics Letters, Elsevier, Elsevier, vol. 112(1), pages 107-112, July.
  8. T. Hendricks & B. Kempa & C. Pierdzioch, 2010. "Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30," Financial Markets and Portfolio Management, Springer, Springer, vol. 24(2), pages 137-158, June.
  9. Andreas Rees & Markus Taube & Bernd Kempa & Georg Erber, 2010. "USA, China, Indien: Droht ein globaler Abwertungswettlauf?," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 63(22), pages 3-17, November.
  10. Lukas Menkhoff & Stephan Schulmeister & Bernd Kempa & Norbert Walter, 2009. "Internationales Währungssystem: Ist der US-Dollar als Leitwährung überholt?," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(16), pages 03-18, 08.
  11. Hendricks, Torben W. & Kempa, Bernd, 2009. "The credit channel in U.S. economic history," Journal of Policy Modeling, Elsevier, Elsevier, vol. 31(1), pages 58-68.
  12. Mathias Hoffmann & Bernd Kempa, 2009. "A Poole Analysis in the New Open Economy Macroeconomic Framework ," Review of International Economics, Wiley Blackwell, Wiley Blackwell, vol. 17(5), pages 1074-1097, November.
  13. W. Hendricks, Torben & Kempa, Bernd, 2008. "Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, Center for Economic Integration, Sejong University, vol. 23, pages 873-895.
  14. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2008. "Economic and financial crises and the predictability of U.S. stock returns," Journal of Empirical Finance, Elsevier, Elsevier, vol. 15(3), pages 468-480, June.
  15. Bernd Kempa, 2005. "Exchange Rate Disconnect in a Standard Open-Economy Macro Model," Open Economies Review, Springer, Springer, vol. 16(3), pages 283-293, July.
  16. Kempa, Bernd, 2005. "An oversimplified inquiry into the sources of exchange rate variability," Economic Modelling, Elsevier, Elsevier, vol. 22(3), pages 439-458, May.
  17. Bernd Kempa, 2005. "How Important are Nominal Shocks in Driving Real Exchange Rates?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(2), pages 192-204, March.
  18. Bernd Kempa, 2002. "Is Europe converging to optimality?: On dynamic aspects of optimum currency areas," Journal of Economic Studies, Emerald Group Publishing, Emerald Group Publishing, vol. 29(2), pages 109-120, May.
  19. Bernd Kempa & Michael Nelles, 2001. "International correlations and excess returns in European stock markets: does EMU matter?," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(1), pages 69-73.
  20. Bernd Kempa, 2000. "Excess volatility of real exchange rates in the EMS: some evidence from structural VARs," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 32(1), pages 73-79.
  21. Kempa, Bernd & Nelles, Michael, 1999. "Nonfundamental FX trading and excess volatility in credible target zones Theory and empirical evidence," International Review of Economics & Finance, Elsevier, Elsevier, vol. 8(1), pages 55-70, January.
  22. Bernd Kempa & Michael Nelles, 1999. "Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon?," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(3), pages 1-18.
  23. Bernd Kempa & Michael Nelles, 1999. "Misalignments of real exchange rates and the credibility of nominal currency bands," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 135(4), pages 613-628, December.
  24. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1999. "The term structure of interest rates in a sticky-price target zone model," Journal of International Money and Finance, Elsevier, Elsevier, vol. 18(5), pages 817-834, October.
  25. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1999. "Exchange Rate Target Zones and Stock Price Volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 4(4), pages 297-311, October.
  26. Kempa, Bernd & Nelles, Michael, 1999. " The Theory of Exchange Rate Target Zones," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 13(2), pages 173-210, April.
  27. Kempa, Bernd & Nelles, Michael, 1998. "On the Viability of Exchange Rate Target Zones in a Mundell-Fleming Model with Stochastic Output Shocks," Journal of Policy Modeling, Elsevier, Elsevier, vol. 20(5), pages 603-619, October.
  28. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1997. "An analytical approximation of target zone exchange rate functions: the technique of collocation," Economics Letters, Elsevier, Elsevier, vol. 57(3), pages 339-343, December.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2009-12-11 2010-06-11. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2006-11-12. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2006-11-12. Author is listed
  4. NEP-FOR: Forecasting (1) 2006-11-12. Author is listed
  5. NEP-IFN: International Finance (2) 2009-12-11 2010-06-11. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2006-11-12. Author is listed
  7. NEP-MON: Monetary Economics (1) 2010-06-11. Author is listed
  8. NEP-OPM: Open Economy Macroeconomics (1) 2009-12-11. Author is listed
  9. NEP-RMG: Risk Management (1) 2006-11-12. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Bernd Kempa should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.