7
H index
6
i10 index
255
Citations
Universität zu Köln (99% share) | 7 H index 6 i10 index 255 Citations RESEARCH PRODUCTION: 16 Articles 35 Papers 1 Chapters RESEARCH ACTIVITY: 12 years (2007 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pkr132 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robinson Kruse. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 3 |
Statistical Papers | 3 |
Journal of Time Series Analysis | 2 |
Year | Title of citing document |
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2023 | ARE SHOCKS TO ELECTRICITY CONSUMPTION PERMANENT OR TRANSITORY? EVIDENCE FROM A PANEL STATIONARITY TEST WITH GRADUAL STRUCTURAL BREAKS FOR 25 OECD COUNTRIES. (2023). Kara, Murat S ; Husein, Jamal G. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_3. Full description at Econpapers || Download paper |
2023 | Agricultural carbon footprint, energy utilization and economic quality: What causes what, and where?. (2023). Zhao, Minjuan ; Kipperberg, Gorm ; Sauer, Johannes ; Khan, Sufyan Ullah ; Cui, YU. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pa:s036054422301280x. Full description at Econpapers || Download paper |
2023 | Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818. Full description at Econpapers || Download paper |
2023 | Can bonds hedge stock market risks? Green bonds vs conventional bonds. (2023). Yoon, Seong-Min ; Nie, Siyue ; Xiong, Youlin ; Dong, Xiyong. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200544x. Full description at Econpapers || Download paper |
2023 | The Power of the Imperial Envoy: The Impact of Central Government Onsite Environmental Supervision Policy on Corporate Green Innovation. (2023). Xue, Rui ; Zhang, Shu ; Hu, Shiyang ; Li, Yulei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007565. Full description at Econpapers || Download paper |
2023 | The response of money market funds to the COVID-19 pandemic. (2023). Winters, Drew B ; Baig, Ahmed ; Allen, Kyle D. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001630. Full description at Econpapers || Download paper |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | A dynamic analysis of the demand for life insurance during the 2008 financial crisis: evidence from the panel Survey of Consumer Finances. (2023). Wang, Ning. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:4:d:10.1057_s41288-021-00262-2. Full description at Econpapers || Download paper |
2023 | Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | Interest rate convergence in the EMS prior to European Monetary Union In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 14 |
2015 | Interest rate convergence in the EMS prior to European Monetary Union.(2015) In: Journal of Policy Modeling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2009 | Interest rate convergence in the EMS prior to European Monetary Union.(2009) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2009 | What do we know about real exchange rate non-linearities? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 9 |
2010 | What do we know about real exchange rate nonlinearities?.(2010) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2012 | What do we know about real exchange rate nonlinearities?.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2009 | Forecasting long memory time series under a break in persistence In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
2009 | Forecasting long memory time series under a break in persistence.(2009) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2010 | On European monetary integration and the persistence of real effective exchange rates In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | On European monetary integration and the persistence of real effective exchange rates.(2011) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2010 | Milestones of European Integration: Which matters most for Export Openness? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | Milestones of European Integration: Which matters most for Export Openness?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2010 | Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701 In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Long memory and changing persistence In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Long memory and changing persistence.(2012) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2010 | Long memory and changing persistence.(2010) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2012 | The Power of Unit Root Tests Against Nonlinear Local Alternatives In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
2013 | The power of unit root tests against nonlinear local alternatives.(2013) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2012 | Unit roots, nonlinearities and structural breaks In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Unit roots, non-linearities and structural breaks.(2013) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | chapter | |
2012 | On tests for linearity against STAR models with deterministic trends In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | On tests for linearity against STAR models with deterministic trends.(2012) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2012 | On tests for linearity against STAR models with deterministic trends.(2012) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Bias-corrected estimation in potentially mildly explosive autoregressive models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Changes in persistence, spurious regressions and the Fisher hypothesis In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Changes in persistence, spurious regressions and the Fisher hypothesis.(2017) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2013 | A unified framework for testing in the linear regression model under unknown order of fractional integration In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | A unified framework for testing in the linear regression model under unknown order of fractional integration.(2013) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | Discriminating between fractional integration and spurious long memory In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 11 |
2016 | Fixed-b Inference in the Presence of Time-Varying Volatility In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting.(2016) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2017 | The Walking Debt Crisis In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 18 |
2019 | The walking debt crisis.(2019) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2009 | Testing for a break in persistence under long?range dependencies In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 45 |
2007 | Testing for a break in persistence under long-range dependencies.(2007) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2019 | Explosive behaviour and long memory with an application to European bond yield spreads In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
2018 | Bias-corrected estimation for speculative bubbles in stock prices In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2015 | A modified test against spurious long memory In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2018 | Measuring risk an explosive environment In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 0 |
2018 | Measuring risk in an explosive environment.(2018) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | Rational bubbles and fractional integration In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
2008 | A new unit root test against ESTAR based on a class of modified statistics In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 97 |
2011 | A new unit root test against ESTAR based on a class of modified statistics.(2011) In: Statistical Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | article | |
2012 | A simple specification procedure for the transition function in persistent nonlinear time series models In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 2 |
2011 | Testing for a rational bubble under long memory In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 6 |
2012 | Testing for a rational bubble under long memory.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2013 | When bubbles burst: econometric tests based on structural breaks In: Statistical Papers. [Full Text][Citation analysis] | article | 14 |
2013 | Fractional integration versus level shifts: the case of realized asset correlations In: Statistical Papers. [Full Text][Citation analysis] | article | 7 |
2015 | Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 0 |
2015 | Testing heteroskedastic time series for normality In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 0 |
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