Thanks for the responses. In case anybody is interested, I came up with the 
following implementation. Since (at least in this simple implementation) 
there is an obvious symmetry between explicit renaming and implicit 
renaming I added the er-macro-transformer also. They seem to work 
correctly. One minor difference to the ir-macro-transformer in Chicken 
though is that parameters also need to be injected (which kind of logically 
makes sense).

I am not exactly sure whether datum->syntax and syntax->datum go through 
the entire expression but if they do, the implementation will be very 
inefficient. (If anybody knows more on that, I would be interested.)

Implementation:

#lang racket

(provide (for-syntax ir-macro-transformer er-macro-transformer))

(begin-for-syntax
  (require (for-syntax (only-in racket/base lambda syntax with-syntax)))
  (define-syntax ir-macro-transformer 
    (lambda (stx)
      (with-syntax ([(_ proc) stx])
        #'(lambda (x)
            (datum->syntax #'proc (proc (syntax->datum x) (lambda (v) 
(datum->syntax x v))))))))
  (define-syntax er-macro-transformer 
    (lambda (stx)
      (with-syntax ([(_ proc) stx])
        #'(lambda (x)
            (datum->syntax x (proc (syntax->datum x) (lambda (v) 
(datum->syntax #'proc v)))))))))

Examples:

; loop example from Shu-Hung's post is now working as expected

(define-syntax loop
  (ir-macro-transformer
   (lambda (expr inject)
     (let ((body (cdr expr)))
       `(call-with-current-continuation
         (lambda (,(inject 'exit))
           (let f () (begin .,(inject body)) (f))))))))   ; notice the 
(inject body) here... dropping the inject will break the code

;=> 543210

; the following suggests that the lexical environments work as they should

(let ([x 1]
      [y 2])
  (swap! x y)
  x)

=> 2

(define t 3)

(define-syntax tripple
  (ir-macro-transformer
   (lambda (expr inject)
     (let ([a (cadr expr)])
       `(* t ,(inject a))))))

(let ([t 29]
      [* -])
  (tripple 2))

;=> 6

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