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Robinson Kruse-Becher

Robinson Kruse-Becher - Chair of Financial Econometrics

Research focuses

Time Series Econometrics, Forecasting, Empirical Finance

Curriculum vitae

  • Since 2017 Professor at the Faculty of Management, Economics and Social Sciences, University of Cologne, Germany
  • Since 2011 International Research Fellow, CREATES, Aarhus University, Denmark
  • 2015 - 2017 Assistant Professor, Rijksuniversiteit Groningen, The Netherlands
  • 2011 - 2015 Assistant Professor, Leibniz University Hannover, Germany
  • 2008 - 2011 Post-Doc, CREATES, Aarhus University, Denmark

Selected publications

  • Comparing predictive accuracy under long memory (with Christian Leschinski and Michael Will, conditionally accepted at the Journal of Financial Econometrics)
  • The walking debt crisis, with Christoph Wegener and Tobias Basse, forthcoming in the Journal of Economic Behaviour & Organization
  • The power of unit root tests against nonlinear local alternatives, with Matei Demetrescu, Journal of Time Series Analysis 34 (2013), 40-61
  • Testing for a rational bubble under long memory, with Michael Frömmel, Quantitative Finance 12 (2012), 1723-1732
  • Testing for a break in persistence under long-range dependencies, with Philipp Sibbertsen, Journal of Time Series Analysis 30 (2009), 263-285