Robinson Kruse
Names
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Robinson |
| last: |
Kruse |
Identifer
Contact
Affiliations
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Universität zu Köln
/ Wirtschafts- und Sozialwissenschaftliche Fakultät (weight: 99%)
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Aarhus Universitet
/ Institut for Økonomi
/ Center for Research in Econometric Analysis of Time Series (CREATES) (weight: 1%)
Research profile
author of:
- Interest rate convergence in the EMS prior to European Monetary Union (RePEc:aah:create:2009-23)
by Michael Frömmel & Robinson Kruse - What do we know about real exchange rate non-linearities? (RePEc:aah:create:2009-50)
by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen - Forecasting long memory time series under a break in persistence (RePEc:aah:create:2009-53)
by Florian Heinen & Philipp Sibbertsen & Robinson Kruse - On European monetary integration and the persistence of real effective exchange rates (RePEc:aah:create:2010-26)
by Robinson Kruse - Milestones of European Integration: Which matters most for Export Openness? (RePEc:aah:create:2010-27)
by Robinson Kruse & Sanne Hiller - Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701 (RePEc:aah:create:2010-28)
by Robinson Kruse - Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency (RePEc:aah:create:2010-36)
by Robinson Kruse & Rickard Sandberg - Long memory and changing persistence (RePEc:aah:create:2010-42)
by Robinson Kruse & Philipp Sibbertsen - The Power of Unit Root Tests Against Nonlinear Local Alternatives (RePEc:aah:create:2012-01)
by Matei Demetrescu & Robinson Kruse - Unit roots, nonlinearities and structural breaks (RePEc:aah:create:2012-14)
by Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov - On tests for linearity against STAR models with deterministic trends (RePEc:aah:create:2012-20)
by Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen - Bias-corrected estimation in potentially mildly explosive autoregressive models (RePEc:aah:create:2013-10)
by Hendrik Kaufmannz & Robinson Kruse - Changes in persistence, spurious regressions and the Fisher hypothesis (RePEc:aah:create:2013-11)
by Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega - A unified framework for testing in the linear regression model under unknown order of fractional integration (RePEc:aah:create:2013-35)
by Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen - Discriminating between fractional integration and spurious long memory (RePEc:aah:create:2014-19)
by Niels Haldrup & Robinson Kruse - Fixed-b Inference in the Presence of Time-Varying Volatility (RePEc:aah:create:2016-01)
by Matei Demetrescu & Christoph Hanck & Robinson Kruse - Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting (RePEc:aah:create:2016-17)
by Robinson Kruse & Christian Leschinski & Michael Will - The Walking Debt Crisis (RePEc:aah:create:2017-06)
by Tobias Basse & Robinson Kruse & Christoph Wegener - Testing for a break in persistence under long‐range dependencies (RePEc:bla:jtsera:v:30:y:2009:i:3:p:263-285)
by Philipp Sibbertsen & Robinson Kruse - The power of unit root tests against nonlinear local alternatives (RePEc:bla:jtsera:v:34:y:2013:i:1:p:40-61)
by Matei Demetrescu & Robinson Kruse - Explosive behaviour and long memory with an application to European bond yield spreads (RePEc:bla:scotjp:v:66:y:2019:i:1:p:139-153)
by Robinson Kruse & Christoph Wegener - Changes in persistence, spurious regressions and the Fisher hypothesis (RePEc:bpj:sndecm:v:21:y:2017:i:3:p:28:n:1)
by Kruse Robinson & Ventosa-Santaulària Daniel & Noriega Antonio E. - Bias-corrected estimation for speculative bubbles in stock prices (RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364)
by Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph - Long memory and changing persistence (RePEc:eee:ecolet:v:114:y:2012:i:3:p:268-272)
by Kruse, Robinson & Sibbertsen, Philipp - On tests for linearity against STAR models with deterministic trends (RePEc:eee:ecolet:v:117:y:2012:i:1:p:268-271)
by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp - A modified test against spurious long memory (RePEc:eee:ecolet:v:135:y:2015:i:c:p:34-38)
by Kruse, Robinson - On European monetary integration and the persistence of real effective exchange rates (RePEc:eee:finlet:v:8:y:2011:i:1:p:45-50)
by Kruse, Robinson - The walking debt crisis (RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402)
by Wegener, Christoph & Kruse, Robinson & Basse, Tobias - Interest rate convergence in the EMS prior to European Monetary Union (RePEc:eee:jpolmo:v:37:y:2015:i:6:p:990-1004)
by Frömmel, Michael & Kruse, Robinson - Unit roots, non-linearities and structural breaks (RePEc:elg:eechap:14327_4)
by Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov - Measuring risk an explosive environment (RePEc:hal:cesptp:halshs-01896907)
by Dominique Guegan & Kruse-Becher Robin & Hans-Jörg Mettenheim, Von & Wegener Christoph - Measuring risk in an explosive environment (RePEc:hal:cesptp:halshs-01917661)
by Dominique Guegan & Kruse-Becher Robin & Hans-Jörg Mettenheim, Von & Wegener Christoph - Testing for a break in persistence under long-range dependencies (RePEc:han:dpaper:dp-381)
by Sibbertsen, Philipp & Kruse, Robinson - Rational bubbles and fractional integration (RePEc:han:dpaper:dp-394)
by Kruse, Robinson - A new unit root test against ESTAR based on a class of modified statistics (RePEc:han:dpaper:dp-398)
by Kruse, Robinson - Forecasting long memory time series under a break in persistence (RePEc:han:dpaper:dp-433)
by Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson - Long memory and changing persistence (RePEc:han:dpaper:dp-455)
by Kruse, Robinson & Sibbertsen, Philipp - On tests for linearity against STAR models with deterministic trends (RePEc:han:dpaper:dp-492)
by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp - A simple specification procedure for the transition function in persistent nonlinear time series models (RePEc:han:dpaper:dp-500)
by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp - A unified framework for testing in the linear regression model under unknown order of fractional integration (RePEc:han:dpaper:dp-519)
by Christensen, Bent Jesper & Kruse, Robinson & Sibbertsen, Philipp - Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting (RePEc:han:dpaper:dp-571)
by Kruse, Robinson & Leschinski, Christian & Will, Michael - Milestones of European Integration: Which matters most for Export Openness? (RePEc:hhs:aareco:2010_007)
by Hiller, Sanne & Kruse, Robinson - Interest rate convergence in the EMS prior to European Monetary Union (RePEc:rug:rugwps:09/610)
by M. Frömmel & R. Kruse - What do we know about real exchange rate nonlinearities? (RePEc:rug:rugwps:10/667)
by R. Kruse & M. Frömmel & L. Menkhoff & P. Sibbertsen - Testing for a rational bubble under long memory (RePEc:rug:rugwps:11/722)
by M. Frömmel & R. Kruse - What do we know about real exchange rate nonlinearities? (RePEc:spr:empeco:v:43:y:2012:i:2:p:457-474)
by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen - A new unit root test against ESTAR based on a class of modified statistics (RePEc:spr:stpapr:v:52:y:2011:i:1:p:71-85)
by Robinson Kruse - When bubbles burst: econometric tests based on structural breaks (RePEc:spr:stpapr:v:54:y:2013:i:4:p:911-930)
by Jörg Breitung & Robinson Kruse - Fractional integration versus level shifts: the case of realized asset correlations (RePEc:spr:stpapr:v:54:y:2013:i:4:p:977-991)
by Philip Bertram & Robinson Kruse & Philipp Sibbertsen - Testing for a rational bubble under long memory (RePEc:taf:quantf:v:12:y:2012:i:11:p:1723-1732)
by Michael Frömmel & Robinson Kruse - Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility (RePEc:zbw:vfsc15:112916)
by Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson - Testing heteroskedastic time series for normality (RePEc:zbw:vfsc15:113221)
by Demetrescu, Matei & Kruse, Robinson