Robinson Kruse : Citation Profile


Are you Robinson Kruse?

Universität zu Köln (99% share)
Aarhus Universitet (1% share)

6

H index

4

i10 index

192

Citations

RESEARCH PRODUCTION:

16

Articles

35

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 16
   Journals where Robinson Kruse has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 20 (9.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr132
   Updated: 2020-09-14    RAS profile: 2019-12-06    
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Relations with other researchers


Works with:

Demetrescu, Matei (3)

Leschinski, Christian (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 (21)

Gil-Alana, Luis (7)

Rodrigues, Paulo (7)

Wegener, Christoph (7)

GUPTA, RANGAN (6)

Cuestas, Juan (6)

Phiri, Andrew (5)

Billio, Monica (5)

Canarella, Giorgio (5)

solarin, sakiru (5)

Leschinski, Christian (5)

Cites to:

Taylor, Robert (36)

Phillips, Peter (35)

Perron, Pierre (27)

Leybourne, Stephen (26)

Vogelsang, Timothy (23)

Granger, Clive (19)

Sibbertsen, Philipp (19)

Cavaliere, Giuseppe (16)

Nielsen, Morten (16)

Diebold, Francis (15)

Andrews, Donald (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
Annual Conference 2015 (Muenster): Economic Development - Theory and Policy / Verein fr Socialpolitik / German Economic Association2
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Robinson Kruse (2020 and 2019)


YearTitle of citing document
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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2019Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16.

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2019Unemployment hysteresis analysis for OECD countries. (2019). Tiraolu, Muhammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:53-62.

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2019Unemployment hysteresis analysis for OECD countries. (2019). Tiraolu, Muhammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:53-62.

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2020Nexus between Economic Volatility, Trade Openness and FDI: An Application of ARDL, NARDL and Asymmetric Causality. (2020). Karim, Salma ; Qamruzzaman, MD. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:790-807.

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2020Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-03.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2020Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests. (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Heshmati, Almas ; Azam, Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301050.

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2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

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2020Nonlinear unit root and nonlinear causality in natural gas - economic growth nexus: Evidence from Nigeria. (2020). Galadima, Mukhtar Danladi ; Aminu, Abubakar Wambai. In: Energy. RePEc:eee:energy:v:190:y:2020:i:c:s0360544219321103.

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2020The memory of stock return volatility: Asset pricing implications. (2020). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s138641811830140x.

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2020Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adewuyi, Adeolu O ; Adeboye, Olusegun S. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

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2020A new mechanism for anticipating price exuberance. (2020). Moreira, Afonso M ; Martins, Luis F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221.

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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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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

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2019Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration. (2019). Sibbertsen, Philipp ; Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-660.

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2019Investigation of the Validity of Purchasing Power Parity Hypothesis with Fourier Unit Root Tests: The Case of Turkey. (2019). Aydın, Mücahit. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:30:y:2019:i:0:p:35-48.

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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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2020Net Foreign Asset Positions, Capital Flows and GDP Spillovers. (2020). Czudaj, Robert ; Beckmann, Joscha. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09563-5.

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2019Towards resolving the Purchasing Power Parity (PPP) ‘puzzle’ in Newly Industrialized Countries (NIC’s). (2019). Phiri, Andrew ; de Villiers, David. In: Working Papers. RePEc:mnd:wpaper:1908.

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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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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Working Papers. RePEc:ptu:wpaper:w201912.

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2019Did long-memory of liquidity signal the European sovereign debt crisis?. (2019). Li, Youwei ; Yang, Y C ; Hamill, P A ; Sun, Z ; Vigne, S A. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2850-y.

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2019Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany. (2019). Sibbertsen, Philipp ; Nguyen, Duc Khuong ; Wegener, Christoph ; Basse, Tobias. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-019-03326-8.

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2020Economic volatility and sovereign yields’ determinants: a time-varying approach. (2020). Jalles, Joao ; Afonso, Antonio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1540-6.

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2019Debt sustainability, structural breaks and nonlinear fiscal adjustment: empirical evidence from Algeria. (2019). BENBOUZIANE, Mohamed ; Chekouri, Sidi Mohamed ; Chibi, Abderrahim. In: International Review of Economics. RePEc:spr:inrvec:v:66:y:2019:i:4:d:10.1007_s12232-019-00327-8.

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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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2019The dynamics of fiscal policy in Algeria: sustainability and structural change. (2019). BENBOUZIANE, Mohamed ; Chibi, Abderrahim ; Chekouri, Sidi Mohamed. In: Journal of Economic Structures. RePEc:spr:jecstr:v:8:y:2019:i:1:d:10.1186_s40008-019-0161-3.

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2019Modelling the relationship between financing by Islamic banking system and environmental quality: evidence from bootstrap autoregressive distributive lag with Fourier terms. (2019). Solarin, Sakiru Adebola. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:53:y:2019:i:6:d:10.1007_s11135-019-00904-7.

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2020Lack of fit test for long memory regression models. (2020). Wang, Lihong. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:3:d:10.1007_s00362-017-0974-9.

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2019Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests. (2019). Levent, Erdas Mehmet. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:19:y:2019:i:4:p:399-428:n:8.

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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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paper11
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: 11
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: 11
paper
2009What do we know about real exchange rate non-linearities? In: CREATES Research Papers.
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paper7
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: 7
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: 7
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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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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paper2
2010Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency In: CREATES Research Papers.
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paper0
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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paper6
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: 6
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2012Unit roots, nonlinearities and structural breaks In: CREATES Research Papers.
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2013Unit roots, non-linearities and structural breaks.(2013) In: Chapters.
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This paper has another version. Agregated cites: 3
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2012On tests for linearity against STAR models with deterministic trends In: CREATES Research Papers.
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paper0
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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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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2019The walking debt crisis.(2019) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 4
article
2009Testing for a break in persistence under long‐range dependencies In: Journal of Time Series Analysis.
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2007Testing for a break in persistence under long-range dependencies.(2007) In: Hannover Economic Papers (HEP).
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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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article2
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.(2018) 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: 76
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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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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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