Zobrazeno 1 - 10
of 57
pro vyhledávání: '"Bernd Kempa"'
Autor:
Florian Hüpper, Bernd Kempa
Publikováno v:
Journal of Macroeconomics. 75:103497
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f3072f19da895ced7c55793335dc21fe
https://doi.org/10.1016/j.jmacro.2022.103497
https://doi.org/10.1016/j.jmacro.2022.103497
Autor:
Bernd Kempa, Nazmus Sadat Khan
Publikováno v:
International Economic Journal. 33:649-661
We employ a global vector autoregression (GVAR) model to analyze international spillover effects of US trade restrictions, modeled as a reduction of US imports. Our sample consists of the US and 25 countries in the rest of the world, grouped into lar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a11f07e8fe4a1fde7633861b11b71143
https://doi.org/10.1080/10168737.2019.1657476
https://doi.org/10.1080/10168737.2019.1657476
Autor:
Bernd Kempa, Tino Berger
Publikováno v:
Journal of Applied Econometrics. 34:836-842
This paper replicates in a wider sense the unobserved components model of Laubach and Williams (Review of Economics and Statistics, 2003, 85, 1063–1070) to estimate the natural rate of interest (NRI) and investigates the role of model uncertainty.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e25ef6aa971e00af245b43a476d7f6bd
https://doi.org/10.1002/jae.2698
https://doi.org/10.1002/jae.2698
Publikováno v:
Wirtschaftsdienst. 98:691-710
Die Bedeutung der Industrieländer - auch der USA - für die Weltwirtschaft nimmt schon seit langem ab. Vor allem Chinas Anteil hat demgegenüber deutlich zugenommen. Dennoch erfüllt der US-Dollar bislang weitgehend die Kriterien für eine Leitwähr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c2c27aca81404184700f4f64a8fe9d7b
https://doi.org/10.1007/s10273-018-2355-y
https://doi.org/10.1007/s10273-018-2355-y
Autor:
Bernd Kempa
This textbook covers the essential areas of real and monetary foreign-trade theory. Both traditional and more recent modelling approaches are presented, with particular attention being paid to the empirical relevance and applicability of the models.
Autor:
Bernd Kempa, Max Hanisch
Publikováno v:
The North American Journal of Economics and Finance. 42:70-88
We employ a multi-country non-stationary dynamic factor model to assess spillover effects and transmission channels of US supply and demand shocks on a variety of macroeconomic variables in individual non-US G7 countries. We find that trade, financia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::65519122aae00b2de04e5b4674c521dd
https://doi.org/10.1016/j.najef.2017.07.001
https://doi.org/10.1016/j.najef.2017.07.001
Publikováno v:
Journal of Macroeconomics. 53:42-56
We empirically identify global macroeconomic uncertainty using a dynamic factor model, where the conditional variances of all factors are modeled as stochastic volatility processes. Applying this methodology to OECD data, we find the early 1970s and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::42be82761715501e2aef337dacea4bd8
https://doi.org/10.1016/j.jmacro.2017.05.005
https://doi.org/10.1016/j.jmacro.2017.05.005
Publikováno v:
Empirical Economics. 55:471-494
A time-varying parameters Bayesian structural vector autoregression (TVP-BVAR) model with stochastic volatility is employed to characterize the monetary policy stance of the Bank of Canada (BoC) in terms of an interest rate rule linking the policy ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::70e25ff4245c39ccb1602df105331857
https://doi.org/10.1007/s00181-017-1305-7
https://doi.org/10.1007/s00181-017-1305-7
Autor:
Bernd Kempa, Nazmus Sadat Khan
Publikováno v:
International Review of Economics & Finance. 49:102-111
This paper employs a global vector autoregression model to analyze two-way spillover effects of public debt and growth between Germany as the largest economy of the euro zone and its core and periphery groups of countries. Using quarterly data over t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1721a38dbc66015b5d693d723cb333ee
https://doi.org/10.1016/j.iref.2017.01.024
https://doi.org/10.1016/j.iref.2017.01.024