Robinson Kruse : Citation Profile


Are you Robinson Kruse?

Rheinische Friedrich-Wilhelms-Universität Bonn (80% share)
Aarhus Universitet (10% share)
Universität zu Köln (10% share)

6

H index

4

i10 index

163

Citations

RESEARCH PRODUCTION:

15

Articles

35

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 14
   Journals where Robinson Kruse has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 19 (10.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr132
   Updated: 2019-08-10    RAS profile: 2019-03-08    
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Relations with other researchers


Works with:

Demetrescu, Matei (4)

Sibbertsen, Philipp (2)

Leschinski, Christian (2)

Ventosa-Santaulària, Daniel (2)

Christensen, Bent Jesper (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robinson Kruse.

Is cited by:

Sibbertsen, Philipp (15)

Wegener, Christoph (7)

Gil-Alana, Luis (7)

Cuestas, Juan (6)

GUPTA, RANGAN (6)

Canarella, Giorgio (5)

Rodrigues, Paulo (5)

Miller, Stephen (5)

Billio, Monica (4)

Leschinski, Christian (4)

Schmid, Kai (4)

Cites to:

Taylor, Robert (36)

Phillips, Peter (35)

Perron, Pierre (27)

Leybourne, Stephen (26)

Vogelsang, Timothy (26)

Sibbertsen, Philipp (19)

Granger, Clive (19)

Nielsen, Morten (16)

Cavaliere, Giuseppe (16)

Diebold, Francis (15)

Kiefer, Nicholas (14)

Main data


Where Robinson Kruse has published?


Journals with more than one article published# docs
Statistical Papers3
Economics Letters3
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Hannover Economic Papers (HEP) / Leibniz Universitt Hannover, Wirtschaftswissenschaftliche Fakultt9
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration3
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2
Annual Conference 2015 (Muenster): Economic Development - Theory and Policy / Verein fr Socialpolitik / German Economic Association2

Recent works citing Robinson Kruse (2019 and 2018)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2018Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

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2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244.

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2017Learning can generate long memory. (2017). Mavroeidis, Sophocles ; Chevillon, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:1-9.

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2018A multivariate test against spurious long memory. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Busch, Marie. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:33-49.

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2018Generating univariate fractional integration within a large VAR(1). (2018). Hecq, Alain ; Chevillon, Guillaume ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:54-65.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2017Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:129-139.

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2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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2019The walking debt crisis. (2019). Kruse, Robinson ; Wegener, Christoph ; Basse, Tobias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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2018Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests. (2018). Trachanas, Emmanouil ; Luo, Yun ; de Vita, Glauco. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:55-74.

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2019The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets. (2019). Mili, Mehdi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:187-200.

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2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

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2017The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-613.

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2018The Bias of Realized Volatility. (2018). Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-642.

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2019Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach. (2019). Nonejad, Nima. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9835-4.

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2017Eurozone debt crisis and bond yields convergence: evidence from the new EU countries. (2017). Koukouritakis, Minoas. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9208-3.

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2018Is it the natural rate or hysteresis hypothesis for unemployment in Newly Industrialized Economies?. (2018). Phiri, Andrew ; Moyo, Clement ; Khobai, hlalefang ; Nach, Mirada ; Nsenga, Dieu. In: Working Papers. RePEc:mnd:wpaper:1817.

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2018Robust analysis of convergence in per capita GDP in BRICS economies. (2018). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1822.

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2017Testing for a unit root against ESTAR stationarity. (2002). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/02.

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2018Is it the natural rate or hysteresis hypothesis for unemployment rates in Newly Industrialized Economies?. (2018). Phiri, Andrew ; Moyo, Clement ; Khobai, hlalefang ; Nach, Mirada ; Nsenga, Dieu. In: MPRA Paper. RePEc:pra:mprapa:86274.

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2018Robust analysis of convergence in per capita GDP in BRICS economies. (2018). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:86936.

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2019How Do Carbon Emissions Respond to Economic Shocks? Evidence from Low-, Middle- and High-Income Countries. (2019). Shahbaz, Muhammad ; Khraief, Naceur ; Hammoudeh, Shawkat. In: MPRA Paper. RePEc:pra:mprapa:93976.

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2018Are unemployment rates stationary for SEE10 countries? Evidence from linear and nonlinear dynamics. (2018). Lojanica, Nemanja ; Risti, Lela ; Obradovi, Saa. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:36:y:2018:i:2:p:559-583.

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2018Linear and Nonlinear Attractors in Purchasing Power Parity. (2018). Moosa, Imad A ; Ma, Ming. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0825.

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2018Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector. (2018). Hecq, Alain ; Cubadda, Gianluca ; Riccardo, Antonio. In: CEIS Research Paper. RePEc:rtv:ceisrp:445.

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2018Persistence of travel and leisure sector equity indices. (2018). Rodrigues, Paulo ; Andraz, Jorge ; Jorge, . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1276-8.

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2019Further evidence on the validity of purchasing power parity in selected African countries. (2019). Gyamfi, E N ; Appiah, E F. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9449-7.

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2018Sequential monitoring of portfolio betas. (2018). Golosnoy, Vasyl. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:2:d:10.1007_s00362-016-0783-6.

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2018The emergence of the RMB: A New Normal for Chinas exchange rate system?. (2018). Kunze, Frederik ; Spiwoks, Markus ; Wegener, Christoph ; Basse, Tobias. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:348.

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Works by Robinson Kruse:


YearTitleTypeCited
2009Interest rate convergence in the EMS prior to European Monetary Union In: CREATES Research Papers.
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2015Interest rate convergence in the EMS prior to European Monetary Union.(2015) In: Journal of Policy Modeling.
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This paper has another version. Agregated cites: 10
article
2009Interest rate convergence in the EMS prior to European Monetary Union.(2009) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 10
paper
2009What do we know about real exchange rate non-linearities? In: CREATES Research Papers.
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paper6
2010What do we know about real exchange rate nonlinearities?.(2010) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 6
paper
2012What do we know about real exchange rate nonlinearities?.(2012) In: Empirical Economics.
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This paper has another version. Agregated cites: 6
article
2009Forecasting long memory time series under a break in persistence In: CREATES Research Papers.
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paper3
2009Forecasting long memory time series under a break in persistence.(2009) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 3
paper
2010On European monetary integration and the persistence of real effective exchange rates In: CREATES Research Papers.
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paper0
2011On European monetary integration and the persistence of real effective exchange rates.(2011) In: Finance Research Letters.
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This paper has another version. Agregated cites: 0
article
2010Milestones of European Integration: Which matters most for Export Openness? In: CREATES Research Papers.
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paper3
2010Milestones of European Integration: Which matters most for Export Openness?.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2010Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701 In: CREATES Research Papers.
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paper3
2010Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency In: CREATES Research Papers.
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2010Long memory and changing persistence In: CREATES Research Papers.
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paper4
2012Long memory and changing persistence.(2012) In: Economics Letters.
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This paper has another version. Agregated cites: 4
article
2010Long memory and changing persistence.(2010) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 4
paper
2012The Power of Unit Root Tests Against Nonlinear Local Alternatives In: CREATES Research Papers.
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paper5
2013The power of unit root tests against nonlinear local alternatives.(2013) In: Journal of Time Series Analysis.
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This paper has another version. Agregated cites: 5
article
2012Unit roots, nonlinearities and structural breaks In: CREATES Research Papers.
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paper3
2013Unit roots, non-linearities and structural breaks.(2013) In: Chapters.
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This paper has another version. Agregated cites: 3
chapter
2012On tests for linearity against STAR models with deterministic trends In: CREATES Research Papers.
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2012On tests for linearity against STAR models with deterministic trends.(2012) In: Economics Letters.
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This paper has another version. Agregated cites: 0
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2012On tests for linearity against STAR models with deterministic trends.(2012) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 0
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2013Bias-corrected estimation in potentially mildly explosive autoregressive models In: CREATES Research Papers.
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2013Changes in persistence, spurious regressions and the Fisher hypothesis In: CREATES Research Papers.
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2017Changes in persistence, spurious regressions and the Fisher hypothesis.(2017) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 0
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2013A unified framework for testing in the linear regression model under unknown order of fractional integration In: CREATES Research Papers.
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2013A unified framework for testing in the linear regression model under unknown order of fractional integration.(2013) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 0
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2014Discriminating between fractional integration and spurious long memory In: CREATES Research Papers.
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paper9
2016Fixed-b Inference in the Presence of Time-Varying Volatility In: CREATES Research Papers.
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2016Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting In: CREATES Research Papers.
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paper2
2016Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting.(2016) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 2
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2017The Walking Debt Crisis In: CREATES Research Papers.
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2009Testing for a break in persistence under long-range dependencies In: Journal of Time Series Analysis.
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article30
2007Testing for a break in persistence under long-range dependencies.(2007) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 30
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2019Explosive behaviour and long memory with an application to European bond yield spreads In: Scottish Journal of Political Economy.
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2018Bias-corrected estimation for speculative bubbles in stock prices In: Economic Modelling.
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article1
2015A modified test against spurious long memory In: Economics Letters.
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article1
2018Measuring risk an explosive environment In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2018Measuring risk in an explosive environment In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008Rational bubbles and fractional integration In: Hannover Economic Papers (HEP).
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2008A new unit root test against ESTAR based on a class of modified statistics In: Hannover Economic Papers (HEP).
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2011A new unit root test against ESTAR based on a class of modified statistics.(2011) In: Statistical Papers.
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This paper has another version. Agregated cites: 61
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2012A simple specification procedure for the transition function in persistent nonlinear time series models In: Hannover Economic Papers (HEP).
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2011Testing for a rational bubble under long memory In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2012Testing for a rational bubble under long memory.(2012) In: Quantitative Finance.
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This paper has another version. Agregated cites: 3
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2013When bubbles burst: econometric tests based on structural breaks In: Statistical Papers.
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2013Fractional integration versus level shifts: the case of realized asset correlations In: Statistical Papers.
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2015Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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2015Testing heteroskedastic time series for normality In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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