Ausgewählte Publikationen

  • [2024] Time-Varying US Government Spending Anticipation in Real Time, Pascal Goemans und Robinson Kruse-Becher, Journal of Forecasting, [Link]
  • [2023] Robust Fixed-b Inference in the Presence of Time-Varying Volatility, Christoph Hanck (Uni Duisburg-Essen), Matei Demetrescu (TU Dortmund) und Robinson Kruse-Becher, Econometrics and Statistics, [Link]
  • [2023] The impact of public consumption and investment in the euro area during periods of high and normal uncertainty, Pascal Goemans, Economic Modelling, 126, Article 106370, [Link]
  • [2023] Improving financial volatility nowcasts, Robinson Kruse-Becher und Yuze Liu, European Journal of Finance 30(2), 101-126, [Link]
  • [2022] Join the club! Dynamics of global ESG indices convergence, Marco Kerkemeier und Robinson Kruse-Becher, Finance Research Letters 49, Article 103085, [Link]
  • [2022] Robust inference under time-varying volatility: A real-time evaluation of professional forecasters, Matei Demetrescu (TU Dortmund), Christoph Hanck (Universität Duisburg-Essen) und Robinson Kruse-Becher, Journal of Applied Econometrics 37(5), 1010-1030, [Link]
  • [2022] Historical evidence for larger government spending multipliers in uncertain times than in slumps, Pascal Goemans, Economic Inquiry 60(3), 1164-1185, [Link]
  • [2021] Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US: a SEIVAR-based analysis, Ansgar Belke und Pascal Goemans, Journal of Economic Studies 49(4), 623-646, [Link]
  • [2020] Forecasting with supervised factor models, Simon Lineu Umbach, Empirical Economics, 58, 169-190, [Link]
  • [2020] Time-varying persistence in real oil prices and its determinant, Robinson Kruse-Becher und Christoph Wegener, Energy Economics 85, Article 104328, [Link]
  • [2019] Comparing predictive accuracy under long memory, with an application to volatility forecasting, Robinson Kruse-Becher, Christian Leschinski und Michael Will, Journal of Financial Econometrics, 17, 180–228, [Link]
  • [2019] The walking debt crisis, Christoph Wegener, Robinson Kruse-Becher und Tobias Basse und Christoph Wegener, Journal of Economic Behavior & Organization 157, 382-402, [Link]
  • [2018] Bias-corrected estimation for speculative bubbles in stock prices, Robinson Kruse-Becher, Hendrik Kaufmann und Christoph Wegener, Economic Modelling 73, 354-364, [Link]
  • [2015] A modified test against spurious long memory, Robinson Kruse-Becher, Economics Letters 135, 34-38, [Link]
  • [2014] Linearity testing for trending data with an application of the wild bootstrap, Robinson Kruse-Becher and Rickard Sandberg, Essays in Nonlinear Time Series Econometrics: A Festschrift for Timo Teräsvirta, edited by Mika Meitz, Pentti Saikkonen and Niels Haldrup, Oxford University Press, 57-89, [Link]
  • [2013] Unit roots, structural breaks, and non-linearities, Niels Haldrup, Robinson Kruse-Becher,Timo Teräsvirta and Rasmus Varneskov, in: N. Hashimzade and M. Thornton, Eds., Handbook on Empirical Macroeconomics. Handbook of Research Methods and Applications series, Edward Elgar Publishing Ltd., 61-94, [Link]
  • [2013] The power of unit root tests against nonlinear local alternatives, Matei Demetrescu und Robinson Kruse-Becher, Journal of Time Series Analysis 34, 40-61, [Link]
  • [2013] When bubbles burst: Econometric tests based on structural breaks, Jörg Breitung und Robinson Kruse-Becher, Statistical Papers 54, Special Issue on Structural Breaks, 911-930, [Link]
  • [2012] Testing for a rational bubble under long memory, Michael Frömmel und Robinson Kruse-Becher, Quantitative Finance 12, 1723-1732, [Link]
  • [2012] What do we know about real exchange rate nonlinearity?, Robinson Kruse-Becher, Michael Frömmel, Lukas Menkhoff und Philipp Sibbertsen, Empirical Economics 43, 457-474, [Link]
  • [2011] A new unit root test against ESTAR based on a class of modified statistics, Robinson Kruse-Becher, Statistical Papers 52, 71-85, [Link]
  • [2009] Testing for a break in persistence under long-range dependencies, Philipp Sibbertsen und Robinson Kruse-Becher, Journal of Time Series Analysis 30, 263-285, [Link]
 
Lehrstuhl für Angewandte Statistik | 20.11.2024