| A new unit root test against ESTAR based on a class of modified statistics R Kruse Statistical Papers 52 (1), 71-85, 2011 | 292 | 2011 |
| Testing for a break in persistence under long‐range dependencies P Sibbertsen, R Kruse Journal of Time Series Analysis 30 (3), 263-285, 2009 | 105 | 2009 |
| Time-varying persistence in real oil prices and its determinant R Kruse, C Wegener Energy Economics 85, 104328, 2020 | 37 | 2020 |
| The walking debt crisis C Wegener, R Kruse, T Basse Journal of Economic Behavior & Organization 157, 382-402, 2019 | 37 | 2019 |
| When bubbles burst: econometric tests based on structural breaks J Breitung, R Kruse Statistical Papers 54 (4), 911-930, 2013 | 32 | 2013 |
| Interest rate convergence in the EMS prior to European Monetary Union M Frömmel, R Kruse Journal of Policy Modeling 37 (6), 990-1004, 2015 | 29 | 2015 |
| Testing for a rational bubble under long memory M Frömmel, R Kruse Quantitative Finance 12 (11), 1723-1732, 2012 | 26 | 2012 |
| Unit roots, non-linearities and structural breaks N Haldrup, R Kruse, T Teräsvirta, RT Varneskov Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013 | 20 | 2013 |
| Discriminating between fractional integration and spurious long memory N Haldrup, R Kruse CREATES Research Papers, 2014 | 16 | 2014 |
| What do we know about real exchange rate nonlinearities? R Kruse, M Frömmel, L Menkhoff, P Sibbertsen Empirical Economics 43 (2), 457-474, 2012 | 13 | 2012 |
| Can realized volatility improve the accuracy of Value-at-Risk forecasts R Kruse Leibniz University of Hannover Working Paper, 2006 | 13 | 2006 |
| A modified test against spurious long memory R Kruse Economics Letters 135, 34-38, 2015 | 11 | 2015 |
| Fractional integration versus level shifts: the case of realized asset correlations P Bertram, R Kruse, P Sibbertsen Statistical Papers 54 (4), 977-991, 2013 | 9 | 2013 |
| Join the club! Dynamics of global ESG indices convergence M Kerkemeier, R Kruse-Becher Finance Research Letters 49, 103085, 2022 | 8 | 2022 |
| Long memory and changing persistence R Kruse, P Sibbertsen Economics Letters 114 (3), 268-272, 2012 | 8 | 2012 |
| Comparing Predictive Accuracy under Long Memory, With an Application to Volatility Forecasting R Kruse, C Leschinski, M Will Journal of Financial Econometrics 17 (2), 180-228, 2019 | 7 | 2019 |
| The power of unit root tests against nonlinear local alternatives M Demetrescu, R Kruse Journal of Time Series Analysis 34 (1), 40-61, 2013 | 7 | 2013 |
| Forecasting long memory time series under a break in persistence F Heinen, P Sibbertsen, R Kruse Diskussionsbeitrag, 2009 | 7* | 2009 |
| A simple specification procedure for the transition function in persistent nonlinear time series models H Kaufmann, R Kruse, P Sibbertsen Recent Advances in Estimating Nonlinear Models: With Applications in …, 2014 | 6 | 2014 |
| Explosive behaviour and long memory with an application to European bond yield spreads R Kruse, C Wegener Scottish Journal of Political Economy 66 (1), 139-153, 2019 | 5 | 2019 |
