Robinson Kruse

Aarhus University

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

  • Aarhus University

SCHOLARLY PAPERS

3

DOWNLOADS

298

TOTAL CITATIONS

12

Scholarly Papers (3)

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1.

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 137 (457,326)
Citation 4

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interest rates, convergence, changing persistence, EMS, EMU

2.

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 88 (626,982)
Citation 8

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

3.

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

CREATES Research Paper 2009-50
Number of pages: 27 Posted: 29 Oct 2009
Robinson Kruse, Michael Frömmel, Lukas Menkhoff and Philipp Sibbertsen
Aarhus University, Ghent University - Department of Financial Economics, Humboldt-Universität zu Berlin and University of Hannover
Downloads 73 (699,075)

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