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Robinson Kruse

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Personal Details

First Name:Robinson
Middle Name:
Last Name:Kruse
Suffix:
RePEc Short-ID:pkr132
[This author has chosen not to make the email address public]
http://www.rug.nl/staff/y.r.kruse/
Groningen, Netherlands
http://www.rug.nl/research/som-ri/

: 31 50 363 3749
31 50 363 3720
PO Box 800, 9700 AV Groningen
RePEc:edi:sorugnl (more details at EDIRC)
Groningen, Netherlands
http://www.eco.rug.nl/ectrie/

: 050-363 3815
050-363 3720
Postbus 800, 9700 AV Groningen
RePEc:edi:verugnl (more details at EDIRC)
Groningen, Netherlands
http://www.rug.nl/feb/

: +31 50 363 7185
+31 50 363 3720
PO Box 800, 9700 AV Groningen
RePEc:edi:ferugnl (more details at EDIRC)
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  1. Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016. "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers 2016-01, Department of Economics and Business Economics, Aarhus University.
  2. Kruse, Robinson & Leschinski, Christian & Will, Michael, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," Hannover Economic Papers (HEP) dp-571, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  3. Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015. "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112916, Verein für Socialpolitik / German Economic Association.
  4. Demetrescu, Matei & Kruse, Robinson, 2015. "Testing heteroskedastic time series for normality," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113221, Verein für Socialpolitik / German Economic Association.
  5. Niels Haldrup & Robinson Kruse, 2014. "Discriminating between fractional integration and spurious long memory," CREATES Research Papers 2014-19, Department of Economics and Business Economics, Aarhus University.
  6. Hendrik Kaufmannz & Robinson Kruse, 2013. "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers 2013-10, Department of Economics and Business Economics, Aarhus University.
  7. Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013. "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers 2013-11, Department of Economics and Business Economics, Aarhus University.
  8. Christensen, Bent Jesper & Kruse, Robinson & Sibbertsen, Philipp, 2013. "A unified framework for testing in the linear regression model under unknown order of fractional integration," Hannover Economic Papers (HEP) dp-519, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  9. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012. "Unit roots, nonlinearities and structural breaks," CREATES Research Papers 2012-14, Department of Economics and Business Economics, Aarhus University.
  10. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012. "A simple specification procedure for the transition function in persistent nonlinear time series models," Hannover Economic Papers (HEP) dp-500, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  11. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012. "On tests for linearity against STAR models with deterministic trends," Hannover Economic Papers (HEP) dp-492, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  12. Matei Demetrescu & Robinson Kruse, 2012. "The Power of Unit Root Tests Against Nonlinear Local Alternatives," CREATES Research Papers 2012-01, Department of Economics and Business Economics, Aarhus University.
  13. M. Frömmel & R. Kruse, 2011. "Testing for a rational bubble under long memory," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/722, Ghent University, Faculty of Economics and Business Administration.
  14. Robinson Kruse & Philipp Sibbertsen, 2010. "Long memory and changing persistence," CREATES Research Papers 2010-42, Department of Economics and Business Economics, Aarhus University.
  15. Robinson Kruse, 2010. "On European monetary integration and the persistence of real effective exchange rates," CREATES Research Papers 2010-26, Department of Economics and Business Economics, Aarhus University.
  16. Robinson Kruse & Rickard Sandberg, 2010. "Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency," CREATES Research Papers 2010-36, Department of Economics and Business Economics, Aarhus University.
  17. Robinson Kruse & Sanne Hiller, 2010. "Milestones of European Integration: Which matters most for Export Openness?," CREATES Research Papers 2010-27, Department of Economics and Business Economics, Aarhus University.
  18. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009. "What do we know about real exchange rate non-linearities?," CREATES Research Papers 2009-50, Department of Economics and Business Economics, Aarhus University.
  19. Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson, 2009. "Forecasting long memory time series under a break in persistence," Hannover Economic Papers (HEP) dp-433, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  20. Michael Frömmel & Robinson Kruse, 2009. "Interest rate convergence in the EMS prior to European Monetary Union," CREATES Research Papers 2009-23, Department of Economics and Business Economics, Aarhus University.
  21. Kruse, Robinson, 2008. "A new unit root test against ESTAR based on a class of modified statistics," Hannover Economic Papers (HEP) dp-398, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  22. Kruse, Robinson, 2008. "Rational bubbles and fractional integration," Hannover Economic Papers (HEP) dp-394, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  23. Sibbertsen, Philipp & Kruse, Robinson, 2007. "Testing for a break in persistence under long-range dependencies," Hannover Economic Papers (HEP) dp-381, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  24. Robinson Kruse, . "Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701," CREATES Research Papers 2010-28, Department of Economics and Business Economics, Aarhus University.
  1. Frömmel, Michael & Kruse, Robinson, 2015. "Interest rate convergence in the EMS prior to European Monetary Union," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 990-1004.
  2. Kruse, Robinson, 2015. "A modified test against spurious long memory," Economics Letters, Elsevier, vol. 135(C), pages 34-38.
  3. Jörg Breitung & Robinson Kruse, 2013. "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, vol. 54(4), pages 911-930, November.
  4. Matei Demetrescu & Robinson Kruse, 2013. "The power of unit root tests against nonlinear local alternatives," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 40-61, 01.
  5. Philip Bertram & Robinson Kruse & Philipp Sibbertsen, 2013. "Fractional integration versus level shifts: the case of realized asset correlations," Statistical Papers, Springer, vol. 54(4), pages 977-991, November.
  6. Michael Frömmel & Robinson Kruse, 2012. "Testing for a rational bubble under long memory," Quantitative Finance, Taylor & Francis Journals, vol. 12(11), pages 1723-1732, November.
  7. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012. "On tests for linearity against STAR models with deterministic trends," Economics Letters, Elsevier, vol. 117(1), pages 268-271.
  8. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012. "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, vol. 43(2), pages 457-474, October.
  9. Kruse, Robinson & Sibbertsen, Philipp, 2012. "Long memory and changing persistence," Economics Letters, Elsevier, vol. 114(3), pages 268-272.
  10. Kruse, Robinson, 2011. "On European monetary integration and the persistence of real effective exchange rates," Finance Research Letters, Elsevier, vol. 8(1), pages 45-50, March.
  11. Robinson Kruse, 2011. "A new unit root test against ESTAR based on a class of modified statistics," Statistical Papers, Springer, vol. 52(1), pages 71-85, February.
  12. Philipp Sibbertsen & Robinson Kruse, 2009. "Testing for a break in persistence under long-range dependencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 263-285, 05.
  1. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2013. "Unit roots, non-linearities and structural breaks," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 4, pages 61-94 Edward Elgar Publishing.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (23) 2007-11-24 2008-05-17 2009-11-07 2009-11-21 2009-12-05 2010-09-03 2010-09-03 2010-09-11 2012-01-18 2012-01-18 2012-02-20 2012-05-02 2012-05-22 2012-09-03 2013-04-20 2013-04-20 2013-11-09 2013-11-16 2014-07-13 2016-01-18 2016-02-17 2016-02-17 2016-05-28. Author is listed
  2. NEP-ECM: Econometrics (22) 2007-11-24 2008-05-17 2009-11-07 2009-11-21 2009-12-05 2010-09-03 2010-09-03 2010-09-11 2010-10-23 2012-01-18 2012-01-18 2012-02-20 2012-05-02 2012-09-03 2013-04-20 2013-04-20 2013-11-16 2014-07-13 2016-01-18 2016-02-17 2016-02-17 2016-05-28. Author is listed
  3. NEP-ORE: Operations Research (5) 2008-05-17 2012-01-18 2012-05-02 2016-02-17 2016-05-28. Author is listed
  4. NEP-CBA: Central Banking (4) 2009-06-03 2009-11-07 2009-12-19 2010-10-23
  5. NEP-EEC: European Economics (3) 2010-07-10 2010-07-10 2010-10-16
  6. NEP-FOR: Forecasting (3) 2009-11-21 2009-12-05 2016-05-28
  7. NEP-MON: Monetary Economics (3) 2009-06-03 2009-12-19 2010-07-10
  8. NEP-OPM: Open Economy Macroeconomics (3) 2009-11-07 2010-07-10 2010-10-23
  9. NEP-IFN: International Finance (2) 2008-05-17 2009-11-07
  10. NEP-INT: International Trade (2) 2010-07-10 2010-10-16
  11. NEP-RMG: Risk Management (1) 2016-05-28

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