Ausgewählte Publikationen

  • [2025] Oil price expectations in explosive phases, Robinson Kruse-Becher und Philip Letixerant, Energy Economics 152, Article 108906, [Link]
  • [2025] Adaptive Now- and Forecasting of Global Temperatures Under Smooth Structural Changes, Robinson Kruse-Becher, Environmetrics 36(6), e70033, [Link]
  • [2025] Local Predictability in High Dimensions, Philipp Adämmer, Sven Lehmann und Rainer Alexander Schüssler, Journal of Business & Economic Statistics 40, 186-200, [Link]
  • [2025] Regime-specific exchange rate predictability, Robinson Kruse-Becher, Joscha Beckmann und Marco Kerkemeier, Journal of Economic Dynamics and Control 176, Article 105095, [Link]
  • [2025] Is U.S. real output growth non-normal? A tale of time-varying location and scale, Matei Demetrescu und Robinson Kruse-Becher, Journal of Economic Dynamics and Control 171, Article 105032, [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]
  • [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]
  • [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(2), 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]
  • [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]
  • [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 | 17.12.2025