8
H index
7
i10 index
284
Citations
Vrije Universiteit Amsterdam (50% share) | 8 H index 7 i10 index 284 Citations RESEARCH PRODUCTION: 13 Articles 43 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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: | Cites to: |
Journals with more than one article published | # docs |
---|---|
International Journal of Forecasting | 3 |
Journal of Financial Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Tinbergen Institute Discussion Papers / Tinbergen Institute | 22 |
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute | 9 |
Year | Title of citing document |
---|---|
2021 | Decoupling the short- and long-term behavior of stochastic volatility. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger. In: Papers. RePEc:arx:papers:1610.00332. Full description at Econpapers || Download paper |
2021 | Curse or blessing: how does natural resource dependence affect city?level economic development in China?. (2021). Ai, Hongshan ; Liu, Zhiqiang ; Xie, Xuan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:2:p:413-448. Full description at Econpapers || Download paper |
2020 | Transmission 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. Full description at Econpapers || Download paper |
2021 | An effcient exact Bayesian method For state space models with stochastic volatility. (2021). Yu-Fan, Huang. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:10:n:6. Full description at Econpapers || Download paper |
2020 | Measuring core inflation in the euro area. (2000). MORANA, CLAUDIO. In: Working Paper Series. RePEc:ecb:ecbwps:20000036. Full description at Econpapers || Download paper |
2021 | The effects of FX-interventions on forecasters disagreement: A mixed data sampling view. (2021). Iregui, Ana ; Holmes, Mark ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001285. Full description at Econpapers || Download paper |
2020 | On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. (2020). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | Income inequality and oil resources: Panel evidence from the United States. (2021). GUPTA, RANGAN ; Clance, Matthew ; Chisadza, Carolyn ; Berisha, Edmond. In: Energy Policy. RePEc:eee:enepol:v:159:y:2021:i:c:s0301421521004699. Full description at Econpapers || Download paper |
2021 | Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Shafiullah, Muhammad ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000192. Full description at Econpapers || Download paper |
2021 | Revisiting the Dutch disease thesis from the perspective of value-added trade. (2021). Lin, Jin-Xu ; Chang, Kuei-Feng. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001173. Full description at Econpapers || Download paper |
2021 | Oil boom, exchange rate and sectoral output: An empirical analysis of Dutch disease in oil-rich countries. (2021). Benhin, James ; Alssadek, Marwan. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003718. Full description at Econpapers || Download paper |
2021 | Intra-federal effects of oil prices: Evidence from Canada. (2021). Hu, Baiding ; Vatsa, Puneet. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003755. Full description at Econpapers || Download paper |
2021 | Is employment globalizing?. (2021). Mehta, Aashish ; Felipe, Jesus ; Chen, Liming. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:74-92. Full description at Econpapers || Download paper |
2020 | Modeling 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. Full description at Econpapers || Download paper |
2020 | Happiness 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. Full description at Econpapers || Download paper |
2020 | Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data. (2020). Wang, Weining ; Mustafayeva, Konul. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020025. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2007 | Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
2007 | Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks.(2007) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2004 | State Space Models With a Common Stochastic Variance In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 8 |
1999 | Adaptive polar sampling with an application to a Bayes measure of value-at-risk In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 7 |
1999 | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2000 | ADAPTIVE 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 | |
1999 | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2004 | Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 17 |
2004 | Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2003 | Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods.(2003) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2006 | The impact of Central Bank FX interventions on currency components In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 8 |
2007 | The Impact of Central Bank FX Interventions on Currency Components.(2007) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2005 | The Impact of Central Bank FX Interventions on Currency Components.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2007 | The impact of Central Bank FX interventions on currency components.(2007) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2000 | Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 17 |
1999 | Daily exchange rate behaviour and hedging of currency risk.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
1999 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2001 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2014 | Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 10 |
2002 | Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 45 |
2001 | Inflation, Forecast Intervals and Long Memory Regression Models.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2004 | Time Series Modelling using TSMod 3.24 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2003 | Time Series Modelling using TSMod 3.24.(2003) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2005 | On model selection criteria as a starting point for sequential detection of non-linearity In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2012 | Does the Canadian economy suffer from Dutch disease? In: Resource and Energy Economics. [Full Text][Citation analysis] | article | 45 |
2009 | Does the Canadian economy suffer from Dutch Disease?.(2009) In: DEM Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2009 | Does the Canadian Economy suffer from Dutch Disease?.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2003 | Explaining Adaptive Radial-Based Direction Sampling In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces In: Econometric Institute Research Papers. [Citation analysis] | paper | 0 |
1998 | Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1998 | Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 82 |
1999 | Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
1998 | Long Memory and Level Shifts: Re-Analyzing Inflation Rates.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2000 | On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
2001 | On the Variation of Hedging Decisions in Daily Currency Risk Management.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2002 | Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 0 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | A Bayesian Analysis of Unobserved Component Models Using Ox In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 3 |
2011 | A Bayesian Analysis of Unobserved Component Models using Ox.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2004 | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form In: Economics Papers. [Full Text][Citation analysis] | paper | 12 |
2006 | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form.(2006) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2004 | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form.(2004) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2012 | Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 9 |
2009 | Spot Variance Path Estimation and its Application to High Frequency Jump Testing.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2002 | Adaptive Polar Sampling In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 5 |
2002 | A Comparison of Marginal Likelihood Computation Methods In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Dynamic Correlations and Optimal Hedge Ratios In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Relating Stochastic Volatility Estimation Methods In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Market power in Californias water market In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team