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Details about Robinson Kruse

Homepage:http://www.statistik.uni-bonn.de/mitarbeiter/kruse-becher/
Workplace:Wirtschaftswissenschaftlicher Fachbereich (Economics Department), Rheinische Friedrich-Wilhelms-Universität Bonn (University of Bonn), (more information at EDIRC)
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)
Wirtschafts- und Sozialwissenschaftliche Fakultät (Faculty of Social and Economic Sciences), Universität zu Köln (University of Cologne), (more information at EDIRC)

Access statistics for papers by Robinson Kruse.

Last updated 2019-03-08. Update your information in the RePEc Author Service.

Short-id: pkr132


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Working Papers

2018

  1. Measuring risk an explosive environment
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018)

2017

  1. The Walking Debt Crisis
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

2016

  1. Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2016) Downloads View citations (2)
  2. Fixed-b Inference in the Presence of Time-Varying Volatility
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads

2015

  1. Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility
    Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads
  2. Testing heteroskedastic time series for normality
    Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads

2014

  1. Discriminating between fractional integration and spurious long memory
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (9)

2013

  1. A unified framework for testing in the linear regression model under unknown order of fractional integration
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) Downloads
  2. Bias-corrected estimation in potentially mildly explosive autoregressive models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
  3. Changes in persistence, spurious regressions and the Fisher hypothesis
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2017)

2012

  1. A simple specification procedure for the transition function in persistent nonlinear time series models
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (2)
  2. On tests for linearity against STAR models with deterministic trends
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads

    See also Journal Article in Economics Letters (2012)
  3. The Power of Unit Root Tests Against Nonlinear Local Alternatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)
    See also Journal Article in Journal of Time Series Analysis (2013)
  4. Unit roots, nonlinearities and structural breaks
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)
    See also Chapter (2013)

2011

  1. Testing for a rational bubble under long memory
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads View citations (3)
    See also Journal Article in Quantitative Finance (2012)

2010

  1. Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
  2. Long memory and changing persistence
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (2)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2010) Downloads

    See also Journal Article in Economics Letters (2012)
  3. Milestones of European Integration: Which matters most for Export Openness?
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    Also in Working Papers, University of Aarhus, Aarhus School of Business, Department of Economics (2010) Downloads View citations (3)
  4. On European monetary integration and the persistence of real effective exchange rates
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    See also Journal Article in Finance Research Letters (2011)
  5. What do we know about real exchange rate nonlinearities?
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads View citations (4)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) Downloads View citations (1)

    See also Journal Article in Empirical Economics (2012)

2009

  1. Forecasting long memory time series under a break in persistence
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (5)
    Also in Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2009) Downloads View citations (5)
  2. Interest rate convergence in the EMS prior to European Monetary Union
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (8)
    Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2009) Downloads View citations (8)

    See also Journal Article in Journal of Policy Modeling (2015)

2008

  1. A new unit root test against ESTAR based on a class of modified statistics
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (1)
    See also Journal Article in Statistical Papers (2011)
  2. Rational bubbles and fractional integration
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads

2007

  1. Testing for a break in persistence under long-range dependencies
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (22)
    See also Journal Article in Journal of Time Series Analysis (2009)

Undated

  1. Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)

Journal Articles

2019

  1. Explosive behaviour and long memory with an application to European bond yield spreads
    Scottish Journal of Political Economy, 2019, 66, (1), 139-153 Downloads

2018

  1. Bias-corrected estimation for speculative bubbles in stock prices
    Economic Modelling, 2018, 73, (C), 354-364 Downloads View citations (1)

2017

  1. Changes in persistence, spurious regressions and the Fisher hypothesis
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (3), 28 Downloads
    See also Working Paper (2013)

2015

  1. A modified test against spurious long memory
    Economics Letters, 2015, 135, (C), 34-38 Downloads View citations (3)
  2. Interest rate convergence in the EMS prior to European Monetary Union
    Journal of Policy Modeling, 2015, 37, (6), 990-1004 Downloads View citations (4)
    See also Working Paper (2009)

2013

  1. Fractional integration versus level shifts: the case of realized asset correlations
    Statistical Papers, 2013, 54, (4), 977-991 Downloads View citations (4)
  2. The power of unit root tests against nonlinear local alternatives
    Journal of Time Series Analysis, 2013, 34, (1), 40-61 Downloads View citations (3)
    See also Working Paper (2012)
  3. When bubbles burst: econometric tests based on structural breaks
    Statistical Papers, 2013, 54, (4), 911-930 Downloads View citations (14)

2012

  1. Long memory and changing persistence
    Economics Letters, 2012, 114, (3), 268-272 Downloads View citations (2)
    See also Working Paper (2010)
  2. On tests for linearity against STAR models with deterministic trends
    Economics Letters, 2012, 117, (1), 268-271 Downloads
    See also Working Paper (2012)
  3. Testing for a rational bubble under long memory
    Quantitative Finance, 2012, 12, (11), 1723-1732 Downloads View citations (2)
    See also Working Paper (2011)
  4. What do we know about real exchange rate nonlinearities?
    Empirical Economics, 2012, 43, (2), 457-474 Downloads View citations (3)
    See also Working Paper (2010)

2011

  1. A new unit root test against ESTAR based on a class of modified statistics
    Statistical Papers, 2011, 52, (1), 71-85 Downloads View citations (62)
    See also Working Paper (2008)
  2. On European monetary integration and the persistence of real effective exchange rates
    Finance Research Letters, 2011, 8, (1), 45-50 Downloads
    See also Working Paper (2010)

2009

  1. Testing for a break in persistence under long‐range dependencies
    Journal of Time Series Analysis, 2009, 30, (3), 263-285 Downloads View citations (27)
    See also Working Paper (2007)

Chapters

2013

  1. Unit roots, non-linearities and structural breaks
    Chapter 4 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 61-94 Downloads View citations (1)
    See also Working Paper (2012)
 
Page updated 2019-10-16