Charles S. Bos

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Herman Koene van DijkErasmus University, Tinbergen InstituteVerified email at ese.eur.nl
Marius OomsAssociate Professor of Econometrics VU University AmsterdamVerified email at feweb.vu.nl
Siem Jan KoopmanProfessor of Econometrics, Vrije Universiteit AmsterdamVerified email at vu.nl
Michel BeineUniversity of LuxembourgVerified email at uni.lu
Luc BauwensProfessor of Economics, Université catholique de LouvainVerified email at uclouvain.be
Philip Hans FransesErasmus School of EconomicsVerified email at ese.eur.nl
Rutger van OestBI Norwegian Business SchoolVerified email at bi.no
Neil ShephardFrank B. Baird Jr, Professor of Science, Dept of Economics & Dept of Statistics, Harvard UniversityVerified email at fas.harvard.edu
Serge CoulombeDepartment of Economics, University of OttawaVerified email at uottawa.ca
Sébastien LaurentAMSE, IAE, Aix-Marseille UniversitéVerified email at iae-aix.com
Nick HagertyAssistant Professor, Montana State UniversityVerified email at montana.edu
Erik AnsinkDepartment of Spatial Economics, Vrije Universiteit AmsterdamVerified email at vu.nl
Harold HoubaAssociate Professor of Economic Theory, Vrije Universiteit AmsterdamVerified email at vu.nl
Françeska TomoriComplutense University of MadridVerified email at ucm.es
Ana JustelUniversidad Autonoma de MadridVerified email at uam.es

Charles S. Bos

Dept. of Finance, Vrije Universiteit Amsterdam

Verified email at vu.nl - Homepage


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Long memory and level shifts: Re-analyzing inflation rates CS Bos, PH Franses, M Ooms Empirical Economics 24, 427-449, 1999	182	1999
Does the Canadian economy suffer from Dutch disease? M Beine, CS Bos, S Coulombe Resource and Energy Economics 34 (4), 468-492, 2012	167	2012
Inflation, forecast intervals and long memory regression models CS Bos, PH Franses, M Ooms International Journal of Forecasting 18 (2), 243-264, 2002	136	2002
Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...	95	2022
A comparison of marginal likelihood computation methods CS Bos Compstat: Proceedings in Computational Statistics, 111-116, 2002	73	2002
Daily exchange rate behaviour and hedging of currency risk CS Bos, RJ Mahieu, HK Van Dijk Journal of Applied Econometrics 15 (6), 671-696, 2000	72	2000
Inference for adaptive time series models: Stochastic volatility and conditionally Gaussian state space form CS Bos, N Shephard Econometric Reviews 25 (2-3), 219-244, 2006	41	2006
Relating stochastic volatility estimation methods CS Bos Tinbergen Institute Discussion Paper, 2011	36	2011
State space models with a common stochastic variance SJ Koopman, CS Bos Journal of Business & Economic Statistics 22 (3), 346-357, 2004	35	2004
Long memory with stochastic variance model: A recursive analysis for US inflation CS Bos, SJ Koopman, M Ooms Computational Statistics & Data Analysis 76, 144-157, 2014	34	2014
Adaptive polar sampling with an application to a Bayes measure of Value-at-Risk L Bauwens, C Bos, H Van Dijk Discussion paper/Tinbergen Institute, 1999	33	1999
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods L Bauwens, CS Bos, HK Van Dijk, RD Van Oest Journal of Econometrics 123 (2), 201-225, 2004	31	2004
Spot variance path estimation and its application to high-frequency jump testing CS Bos, P Janus, SJ Koopman Journal of financial econometrics 10 (2), 354-389, 2012	30	2012
Dynamic correlations and optimal hedge ratios CS Bos, P Gould Tinbergen Institute Discussion Paper, 2007	25	2007
The impact of central bank FX interventions on currency components M Beine, CS Bos, S Laurent Journal of Financial Econometrics 5 (1), 154-183, 2007	16	2007
Time Varying Parameter Models for Inflation and Exchange Rates C Bos	16	2001
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility CS Bos Tinbergen Institute Discussion Paper, 2008	11	2008
Re-analyzing inflation rates: Evidence of long memory and level shifts C Bos, PH Franses, M Ooms Empirical Economics 24, 427-449, 1999	9	1999
A Bayesian analysis of unobserved component models using Ox CS Bos Journal of Statistical Software 41 (1), 1-24, 2011	8	2011
Long memory modelling of inflation with stochastic variance and structural breaks CS Bos, SJ Koopman, M Ooms Tinbergen Institute Discussion Paper, 2007	8	2007

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