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Excess volatility of real exchange rates in the EMS : some evidence from structural VARs

Kempa, Bernd - In: Applied economics 32 (2000) 1, pp. 73-79

Persistent link: https://www.econbiz.de/10001466817

How important are nominal shocks in driving real exchange rates?

Kempa, Bernd - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 2, pp. 192-204

Persistent link: https://www.econbiz.de/10002683563

Towards resolving the exchange rate volatility puzzle

Gaab, Werner; Kempa, Bernd - In: Integration, Währung und Wachstum - Dimensionen …, (pp. 229-242). 2002

Persistent link: https://www.econbiz.de/10001709170

The international transmission channels of US supply and demand shocks : evidence from a non-stationary dynamic factor model for the G7 countries

Hanisch, Max; Kempa, Bernd - In: The North American journal of economics and finance : a … 42 (2017), pp. 70-88

Persistent link: https://www.econbiz.de/10011938077

Global macroeconomic repercussions of US trade restrictions : evidence from a GVAR model

Kempa, Bernd; Khan, Nazmus Sadat - In: International economic journal 33 (2019) 4, pp. 649-661

Persistent link: https://www.econbiz.de/10012201681

Real Exchange Rate Convergence in the Euro Area : Evidence from a Dynamic Factor Model

Kempa, Bernd; Börger, Carina - 2023

We apply a dynamic factor model using Bayesian methods to estimate andcompare the dynamics of real exchange rate (RER) convergence of the originalEuropean monetary union (EMU) member countries both before and after theintroduction of the euro with those of a larger sample of European countries....

Persistent link: https://www.econbiz.de/10014257626