Robinson Kruse

Aarhus University

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

SCHOLARLY PAPERS

6

DOWNLOADS

132

CITATIONS
Rank 8,653

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Top 8,653

in Total Papers Citations

64

Scholarly Papers (6)

1.

Forecasting Long Memory Time Series Under a Break in Persistence

CREATES Research Paper 2009-53
Number of pages: 31 Posted: 19 Nov 2009
Philipp Sibbertsen and Robinson Kruse
University of Hannover and Aarhus University
Downloads 50 (383,019)
Citation 55

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Long memory time series, Break in persistence, Structural change, Simulation, Forecasting competition

2.

Interest Rate Convergence in the EMS Prior to European Monetary Union

CREATES Research Paper 2009-23
Number of pages: 28 Posted: 03 Jun 2009
Michael Frömmel and Robinson Kruse
Ghent University - Department of Financial Economics and Aarhus University
Downloads 46 (396,710)
Citation 3

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interest rates, convergence, changing persistence, EMS, EMU

3.

What Do We Know About Real Exchange Rate Non-Linearities?

CREATES Research Paper 2009-50
Number of pages: 27 Posted: 29 Oct 2009
Aarhus University, Ghent University - Department of Financial Economics, German Institute for Economic Research (DIW Berlin) and University of Hannover
Downloads 33 (447,168)
Citation 1

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real exchange rates, unit root test, ESTAR, Markov Switching, PPP

4.

Testing for a Break in Persistence Under Long-Range Dependencies

Journal of Time Series Analysis, Vol. 30, Issue 3, pp. 263-285, May 2009
Number of pages: 23 Posted: 27 Apr 2009
Robinson Kruse and Philipp Sibbertsen
Aarhus University and University of Hannover
Downloads 2 (629,823)
Citation 8
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5.

The Power of Unit Root Tests Against Nonlinear Local Alternatives

Journal of Time Series Analysis, Vol. 34, Issue 1, pp. 40-61, 2013
Number of pages: 22 Posted: 23 Dec 2012
Matei Demetrescu and Robinson Kruse
Goethe University Frankfurt - Faculty of Economics and Business Administration and Aarhus University
Downloads 1 (642,532)
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Nonlinear models, stochastic trend, near integration, persistent nonlinearity, local power, C12 (Hypothesis Testing), C22 (Time‐Series Models)

6.

Explosive Behaviour and Long Memory with an Application to European Bond Yield Spreads

Scottish Journal of Political Economy, Vol. 66, Issue 1, pp. 139-153, 2019
Number of pages: 15 Posted: 07 Jan 2019
Robinson Kruse and Christoph Wegener
Aarhus University and IPAG Business School
Downloads 0 (660,854)
Citation 2
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