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Charles S. Bos
Charles S. Bos
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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
1801999
Does the Canadian economy suffer from Dutch disease?
M Beine, CS Bos, S Coulombe
Resource and Energy Economics 34 (4), 468-492, 2012
1582012
Inflation, forecast intervals and long memory regression models
CS Bos, PH Franses, M Ooms
International Journal of Forecasting 18 (2), 243-264, 2002
1372002
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
722000
A comparison of marginal likelihood computation methods
CS Bos
Compstat: Proceedings in Computational Statistics, 111-116, 2002
702002
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
422022
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
402006
State space models with a common stochastic variance
SJ Koopman, CS Bos
Journal of Business & Economic Statistics 22 (3), 346-357, 2004
362004
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
342014
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
331999
Relating stochastic volatility estimation methods
CS Bos
Tinbergen Institute Discussion Paper, 2011
322011
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
312004
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
302012
Dynamic correlations and optimal hedge ratios
CS Bos, P Gould
Tinbergen Institute Discussion Paper, 2007
242007
Time Varying Parameter Models for Inflation and Exchange Rates
C Bos
162001
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
152007
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
CS Bos
Tinbergen Institute Discussion Paper, 2008
122008
Re-analyzing inflation rates: Evidence of long memory and level shifts
C Bos, PH Franses, M Ooms
Empirical Economics 24, 427-449, 1999
101999
A Bayesian analysis of unobserved component models using Ox
CS Bos
Journal of Statistical Software 41 (1), 1-24, 2011
92011
Long memory modelling of inflation with stochastic variance and structural breaks
CS Bos, SJ Koopman, M Ooms
Tinbergen Institute Discussion Paper, 2007
82007
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