7
H index
6
i10 index
251
Citations
Universität zu Köln (99% share) | 7 H index 6 i10 index 251 Citations RESEARCH PRODUCTION: 15 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 |
---|---|
Economics Letters | 3 |
Statistical Papers | 3 |
Year | Title of citing document |
---|---|
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 |
2023 | The Behaviour of Banking Stocks During the Financial Crisis and Recessions. Evidence from Changes?in?Changes Panel Data Estimations. (2019). Sarantidis, Antonios ; Asteriou, Dimitrios ; Pilbeam, Keith. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:1:p:154-179. Full description at Econpapers || Download paper |
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 |
2024 | Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Zhang, Feipeng ; Hong, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070. 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 |
2024 | Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). 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 |
2023 | Assessing consensus on nexus between natural gas consumption and economic growth. (2023). Olafuyi, Saburi G ; Okoro, Emeka E. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:187:y:2023:i:c:s1364032123005324. 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). Alexiou, Constantinos ; Vogiazas, Sofoklis ; Siddharth, Angad. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:4:p:96-:d:1379007. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Pathway to a Sustainable Energy Economy: Determinants of Electricity Infrastructure in Nigeria. (2024). Lawal, Adedoyin Isola ; Daniel, Linda Nalini ; Elsantil, Yasmeen ; Ahmed, Adel ; Oseni, Ezekiel ; Tabash, Mosab I. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:7:p:2953-:d:1368916. 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 |
2024 | Soccer Bubble: Is There a Speculative Bubble in the Price of International Soccer Players?. (2024). Addessi, Giorgio ; Auteri, Nicola ; 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 |
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 |
---|---|---|---|
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 | 19 |
2019 | The walking debt crisis.(2019) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
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 | 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 | |
2007 | Testing for a break in persistence under long-range dependencies In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 22 |
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 | 110 |
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: 110 | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team