7
H index
7
i10 index
294
Citations
Universität zu Köln (99% share) | 7 H index 7 i10 index 294 Citations RESEARCH PRODUCTION: 16 Articles 35 Papers 1 Chapters RESEARCH ACTIVITY:
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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 |
|---|---|
| Economics Letters | 3 |
| Statistical Papers | 3 |
| Journal of Time Series Analysis | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Is there convergence or divergence in per capita energy consumption in sub-Saharan African countries?. (2024). Tıraşoğlu, Muhammed ; Tiraolu, Muhammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:129-140. Full description at Econpapers || Download paper |
| 2024 | Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087. Full description at Econpapers || Download paper |
| 2024 | Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402. Full description at Econpapers || Download paper |
| 2025 | Assessment of the causal links between energy, technologies, and economic growth in China: An application of wavelet coherence and hybrid quantile causality approaches. (2025). Ullah, Assad ; Chen, Yufeng ; Ur, Zia. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s030626192401852x. Full description at Econpapers || Download paper |
| 2025 | Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999. Full description at Econpapers || Download paper |
| 2025 | Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308. Full description at Econpapers || Download paper |
| 2024 | Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070. Full description at Econpapers || Download paper |
| 2024 | Evidence on the stationarity of electricity consumption in India. (2024). Tran, Nhan ; Sahu, Naresh Chandra ; van Le, Chon. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000596. Full description at Econpapers || Download paper |
| 2024 | Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Chaâbane, Najeh ; Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70. Full description at Econpapers || Download paper |
| 2024 | On the resilience of cryptocurrencies: A quantile-frequency analysis of bitcoin and ethereum reactions in times of inflation and financial instability. (2024). Chaâbane, Najeh ; Chaabane, Najeh ; Arfaoui, Nadia ; Sahut, Jean-Michel ; Gaies, Brahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000953. Full description at Econpapers || Download paper |
| 2024 | Exchange Rate Regimes in India: Central Bank Interventions and Purchasing Power Parity in the Context of ASEAN Currencies. (2024). Vogiazas, Sofoklis ; Alexiou, Constantinos ; Siddharth, Angad. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:4:p:96-:d:1379007. Full description at Econpapers || Download paper |
| 2025 | Investigating the Asymmetric Impact of Renewable and Non-Renewable Energy Production on the Reshaping of Future Energy Policy and Economic Growth in Greece Using the Extended Cobb–Douglas Production Function. (2025). Dritsaki, Chaido. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:20:p:5394-:d:1770275. Full description at Econpapers || Download paper |
| 2024 | Is the Metaverse Dead? Insights from Financial Bubble Analysis. (2024). Frank, Pascal ; Rudolf, Markus. In: FinTech. RePEc:gam:jfinte:v:3:y:2024:i:2:p:17-323:d:1406300. Full description at Econpapers || Download paper |
| 2024 | Realized Volatility Spillover Connectedness among the Leading European Currencies after the End of the Sovereign-Debt Crisis: A QVAR Approach. (2024). Tzeremes, Panayiotis ; Stoupos, Nikolaos ; Nerantzidis, Michail. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:337-:d:1450003. Full description at Econpapers || Download paper |
| 2024 | Electricity Capacity Convergence in G20 Countries: New Findings from New Tests. (2024). Doan, Ebru. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:19:p:8411-:d:1487230. Full description at Econpapers || Download paper |
| 2024 | Pathway to a Sustainable Energy Economy: Determinants of Electricity Infrastructure in Nigeria. (2024). Elsantil, Yasmeen ; Tabash, Mosab I ; Daniel, Linda Nalini ; Oseni, Ezekiel ; Ahmed, Adel ; Lawal, Adedoyin Isola. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:7:p:2953-:d:1368916. Full description at Econpapers || Download paper |
| 2024 | Relationship between External Debt and Economic Growth: An Econometric Analysis of the Turkish Economy. (2024). Yavuz, Yamur ; Polat, Mehmetsiddik. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:11:y:2024:i:2:p:334-354. Full description at Econpapers || Download paper |
| 2024 | New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices. (2024). Li, Yanglin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10381-8. Full description at Econpapers || Download paper |
| 2024 | Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches. (2024). Ahmad, Yamin ; Lo, Ming Chien ; Check, Adam. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10397-0. Full description at Econpapers || Download paper |
| 2024 | Capital issuances and premium growth in the property–liability insurance industry: evidence from the financial crisis and COVID-19 recession. (2024). Berry-Stolzle, Thomas R ; Esson, Meghan Irene. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:1:d:10.1057_s41288-022-00283-5. Full description at Econpapers || Download paper |
| 2025 | Currency harmonisation in the Southern African Development Community: a pathway to addressing the PPP puzzle. (2025). Zonda, Joe Maganga ; Tarigan, Dinarti. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04496-6. Full description at Econpapers || Download paper |
| 2025 | Do business and consumer confidence in China respond to energy-related uncertainty? A quantile-based analysis. (2025). Chen, Jiang ; Sun, Meiping ; Dogan, Mesut ; Riaz, Adeel ; Ullah, Assad. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05300-1. Full description at Econpapers || Download paper |
| 2024 | Soccer Bubble: Is There a Speculative Bubble in the Price of International Soccer Players?. (2024). Auteri, Nicola ; Addessi, Giorgio ; Pancotto, Francesca. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:5:p:535-556. Full description at Econpapers || Download paper |
| 2024 | Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors. (2024). Payne, James ; Lee, Junsoo. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:1:p:67-103. Full description at Econpapers || Download paper |
| 2024 | Asymmetric Effect of Fiscal Deficit on Current Account Deficit: Evidence from India. (2024). Sharma, Vishal ; Fatima, Sana ; Adil, Masudul Hasan ; Mittal, Ashok. In: Vision. RePEc:sae:vision:v:28:y:2024:i:4:p:480-493. Full description at Econpapers || Download paper |
| 2024 | Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals. (2024). McNeil, James. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02481-z. Full description at Econpapers || Download paper |
| 2024 | A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis. (2024). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Aruchunan, Elayaraja. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02540-5. Full description at Econpapers || Download paper |
| 2024 | The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x. Full description at Econpapers || Download paper |
| 2024 | Persistence of shocks on non-renewable and renewable energy consumption: evidence from 15 leading countries with Fourier unit root test. (2024). Il, Nilgn ; Baygin, Burcu Kiran. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:3:d:10.1007_s10668-023-02944-4. Full description at Econpapers || Download paper |
| 2025 | Symmetric and asymmetric GARCH estimations of the impact of macroeconomic uncertainties on stock market dynamics in Tanzania. (2025). Mirau, Silas ; Sinkwembe, Emmanuel ; Kasumo, Christian ; Guambe, Calisto ; Peter, Michael. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00632-5. Full description at Econpapers || Download paper |
| 2024 | Modeling the Relationship Between Environmental Regulations and Stock Market Growth in China: Evidence Beyond Symmetry. (2024). Zhao, Xinshun ; Qayyum, Unbreen ; Kamal, Muhammad Abdul ; Ullah, Assad ; Sayed, Aamir Aijaz. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01259-z. Full description at Econpapers || Download paper |
| 2025 | Riding the Green Wave: How Clean Energy Is Reshaping China’s Stock Market. (2025). Kamal, Muhammad Abdul ; Ullah, Assad ; Ye, Chenghui ; Dogan, Mesut ; Qureshi, Fiza. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02064-y. Full description at Econpapers || Download paper |
| 2025 | Mineral rents, renewable energy, and real growth nexus: evidence from top-rich countries in minerals across East-Central African regions. (2025). Wang, Deyun ; Qiaosheng, WU ; Namahoro, Jean Pierre. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:2:d:10.1007_s13563-025-00487-w. Full description at Econpapers || Download paper |
| 2024 | Impact of COVID-19 and lockdown stringency on foreign institutional investment in India: evidence from wavelet coherence and spectral causality approaches. (2024). Ullah, Assad ; Kamal, Muhammad Abdul ; Syed, Aamir Aijaz. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01754-0. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Interest rate convergence in the EMS prior to European Monetary Union In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 15 |
| 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: 15 | 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: 15 | paper | |
| 2009 | What do we know about real exchange rate non-linearities? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | 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: 10 | 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 | 1 |
| 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: 1 | 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 | 21 |
| 2019 | The walking debt crisis.(2019) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2009 | Testing for a break in persistence under long‐range dependencies In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 47 |
| 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: 47 | 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 | 3 |
| 2018 | Bias-corrected estimation for speculative bubbles in stock prices In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 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 | 122 |
| 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: 122 | 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 | 7 |
| 2012 | Testing for a rational bubble under long memory.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2013 | When bubbles burst: econometric tests based on structural breaks In: Statistical Papers. [Full Text][Citation analysis] | article | 17 |
| 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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