Charles Bos : Citation Profile


Are you Charles Bos?

Vrije Universiteit Amsterdam (50% share)
Tinbergen Instituut (50% share)

8

H index

6

i10 index

261

Citations

RESEARCH PRODUCTION:

12

Articles

40

Papers

RESEARCH ACTIVITY:

   16 years (1998 - 2014). See details.
   Cites by year: 16
   Journals where Charles Bos has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 17 (6.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo94
   Updated: 2020-11-09    RAS profile: 2015-07-23    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Charles Bos.

Is cited by:

Gil-Alana, Luis (24)

van Dijk, Herman (15)

GUPTA, RANGAN (13)

Miller, Stephen (10)

Canarella, Giorgio (9)

Ruiz, Esther (9)

tansel, aysıt (9)

Ozdemir, Zeynel (9)

Balcilar, Mehmet (9)

Broto, Carmen (8)

MORANA, CLAUDIO (7)

Cites to:

Shephard, Neil (39)

Koopman, Siem Jan (22)

Bollerslev, Tim (22)

Rossi, Peter (14)

Engle, Robert (13)

van Dijk, Herman (13)

Harvey, Andrew (13)

Ruiz, Esther (11)

Ooms, Marius (11)

Doornik, Jurgen (11)

Andersen, Torben (10)

Main data


Where Charles Bos has published?


Journals with more than one article published# docs
International Journal of Forecasting3
Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute21
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute9

Recent works citing Charles Bos (2020 and 2019)


YearTitle of citing document
2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Okuda, Hiroshi ; Hashimoto, Gaku ; Chen, YU ; Katahira, Kei. In: Papers. RePEc:arx:papers:1902.02040.

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2020Transmission of a Resource Boom: The Case of Australia. (2020). Volkov, Vladimir ; Frymckibbin, Renee ; Dungey, Mardi. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:503-525.

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2019Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39.

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2019Importance sampling from posterior distributions using copula-like approximations. (2019). Tsionas, Mike ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:45-57.

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2019Multi-objective optimization using statistical models. (2019). Tsionas, Mike. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:1:p:364-378.

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2019Crude oil price shocks and hedging performance: A comparison of volatility models. (2019). Cho, Hoon ; Chun, Dohyun ; Kim, Jihun. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1132-1147.

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2020The regional Dutch disease effect within China: A spatial econometric investigation. (2020). Yang, Lili ; Li, Ding ; Tian, Zhihua ; Zhang, Yan ; Shao, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301067.

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2019Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Hashimoto, Gaku ; Chen, YU ; Katahira, Kei ; Okuda, Hiroshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:503-518.

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2020Modeling US historical time-series prices and inflation using alternative long-memory approaches. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1597-2.

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2019Iranian inflation: peristence and structural breaks. (2019). Gil-Alana, Luis A ; Nazari, Rouhollah ; Dadgar, Yadollah. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9446-x.

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2020Happiness and the Resource Curse. (2020). Papyrakis, Elissaios ; Murshed, Syed Mansoob ; Ali, Sabna. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:21:y:2020:i:2:d:10.1007_s10902-019-00080-3.

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2019Short-Run Forecasting of Core Inflation in Ukraine: a Combined ARMA Approach. (2019). Krukovets, Dmytro ; Verchenko, Olesia . In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2019:i:248:p:11-20.

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Works by Charles Bos:


YearTitleTypeCited
2007Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers.
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paper2
2007Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks.(2007) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2004State Space Models With a Common Stochastic Variance In: Journal of Business & Economic Statistics.
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article8
1999Adaptive polar sampling with an application to a Bayes measure of value-at-risk In: CORE Discussion Papers.
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paper7
1999Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 7
paper
2000ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK.(2000) In: Computing in Economics and Finance 2000.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
1999Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2004Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods In: CORE Discussion Papers RP.
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paper17
2004Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods.(2004) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 17
article
2003Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods.(2003) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 17
paper
2006The impact of Central Bank FX interventions on currency components In: CORE Discussion Papers RP.
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paper7
2007The Impact of Central Bank FX Interventions on Currency Components.(2007) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 7
article
2007The impact of Central Bank FX interventions on currency components.(2007) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 7
paper
2005The Impact of Central Bank FX Interventions on Currency Components.(2005) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2000Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers.
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paper17
1999Daily exchange rate behaviour and hedging of currency risk.(1999) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 17
paper
2000Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 17
paper
2000Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 17
article
1999Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 17
paper
2001Daily Exchange Rate Behaviour and Hedging of Currency Risk.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 17
paper
2014Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis.
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article7
2002Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting.
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article43
2001Inflation, Forecast Intervals and Long Memory Regression Models.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 43
paper
2004Time Series Modelling using TSMod 3.24 In: International Journal of Forecasting.
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article2
2003Time Series Modelling using TSMod 3.24.(2003) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2005On model selection criteria as a starting point for sequential detection of non-linearity In: International Journal of Forecasting.
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article0
2012Does the Canadian economy suffer from Dutch disease? In: Resource and Energy Economics.
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article36
2009Does the Canadian economy suffer from Dutch Disease?.(2009) In: CREA Discussion Paper Series.
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This paper has another version. Agregated cites: 36
paper
2009Does the Canadian Economy suffer from Dutch Disease?.(2009) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 36
paper
2003Explaining Adaptive Radial-Based Direction Sampling In: Econometric Institute Research Papers.
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paper0
1998Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces In: Econometric Institute Research Papers.
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paper0
1998Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces.(1998) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
1998Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers.
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paper80
1999Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics.
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This paper has another version. Agregated cites: 80
article
1998Long Memory and Level Shifts: Re-Analyzing Inflation Rates.(1998) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 80
paper
2000On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers.
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paper2
2001On the Variation of Hedging Decisions in Daily Currency Risk Management.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 2
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2002Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods In: Econometric Institute Research Papers.
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paper2
2004Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form In: Economics Papers.
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paper11
2006Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form.(2006) In: Econometric Reviews.
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This paper has another version. Agregated cites: 11
article
2004Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form.(2004) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
2012Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing In: Journal of Financial Econometrics.
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article8
2009Spot Variance Path Estimation and its Application to High Frequency Jump Testing.(2009) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 8
paper
2002Adaptive Polar Sampling In: Computing in Economics and Finance 2002.
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paper5
2002A Comparison of Marginal Likelihood Computation Methods In: Tinbergen Institute Discussion Papers.
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paper0
2002Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series In: Tinbergen Institute Discussion Papers.
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2007Dynamic Correlations and Optimal Hedge Ratios In: Tinbergen Institute Discussion Papers.
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paper2
2008Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility In: Tinbergen Institute Discussion Papers.
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2010Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production In: Tinbergen Institute Discussion Papers.
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2011A Bayesian Analysis of Unobserved Component Models using Ox In: Tinbergen Institute Discussion Papers.
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2011Relating Stochastic Volatility Estimation Methods In: Tinbergen Institute Discussion Papers.
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paper0
2013A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data In: Tinbergen Institute Discussion Papers.
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paper1

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