Advanced Search
MyIDEAS: Login

Charles S. Bos

Contents:

This is information that was supplied by Charles Bos in registering through RePEc. If you are Charles S. Bos , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Charles
Middle Name: S.
Last Name: Bos
Suffix:

RePEc Short-ID: pbo94

Email:
Homepage: http://www.tinbergen.nl/~cbos/
Postal Address: Dept. of Econometrics & O.R. Vrije Universiteit Amsterdam De Boelelaan 1105 1081 HV Amsterdam The Netherlands
Phone: +31 20 598 60 23

Affiliation

Afdeling Econometrie
Faculteit der Economische Wetenschappen en Bedrijfskunde
Vrije Universiteit
Location: Amsterdam, Netherlands
Homepage: http://www.feweb.vu.nl/ectrie/
Email:
Phone: (020 59)86010
Fax: (020 59)86020
Postal: De Boelelaan 1105, 1081 HV Amsterdam
Handle: RePEc:edi:ectvunl (more details at EDIRC)

Works

as in new window

Working papers

  1. Charles S. Bos, 2011. "A Bayesian Analysis of Unobserved Component Models using Ox," Tinbergen Institute Discussion Papers 11-048/4, Tinbergen Institute.
  2. Charles S. Bos, 2011. "Relating Stochastic Volatility Estimation Methods," Tinbergen Institute Discussion Papers 11-049/4, Tinbergen Institute.
  3. Charles S. Bos & Siem Jan Koopman, 2010. "Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production," Tinbergen Institute Discussion Papers 10-017/4, Tinbergen Institute.
  4. Michel Beine & Charles S. Bos & Serge Coulombe, 2009. "Does the Canadian Economy suffer from Dutch Disease?," Tinbergen Institute Discussion Papers 09-096/4, Tinbergen Institute.
  5. Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009. "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers 09-110/4, Tinbergen Institute.
  6. Charles S. Bos, 2008. "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers 08-011/4, Tinbergen Institute.
  7. C.S. Bos & S.J. Koopman & M. Ooms, 2007. "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers 07-099/4, Tinbergen Institute.
  8. Charles S. Bos & Phillip Gould, 2007. "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers 07-025/4, Tinbergen Institute.
  9. Michel Beine & Charles S. Bos & Sebastian Laurent, 2005. "The Impact of Central Bank FX Interventions on Currency Components," Tinbergen Institute Discussion Papers 05-103/4, Tinbergen Institute.
  10. Charles S. Bos & Neil Shephard, 2004. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers 2004-W02, Economics Group, Nuffield College, University of Oxford.
  11. Neil Shephard & Charles S. Bos, 2004. "Inference for adaptive time series models: stochastic volatility and conditionally Gaussian state space form," Economics Series Working Papers 2004-W02, University of Oxford, Department of Economics.
  12. Bauwens, L. & Bos, C.S. & Dijk, H.K. van & Oest, R.D. van, 2003. "Explaining Adaptive Radial-Based Direction Sampling," Econometric Institute Report EI 2003-37, Erasmus University Rotterdam, Econometric Institute.
  13. Charles S. Bos, 2003. "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers 03-091/4, Tinbergen Institute.
  14. Bauwens, L. & Bos, C.S. & Dijk, H.K. van & Oest, R.D. van, 2003. "Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods," Econometric Institute Report EI 2003-22, Erasmus University Rotterdam, Econometric Institute.
  15. Charles S. Bos, 2002. "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers 02-084/4, Tinbergen Institute.
  16. Bauwens, L. & Bos, C.S. & Dijk, H.K. van & Oest, R.D. van, 2002. "Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods," Econometric Institute Report EI 2002-27, Erasmus University Rotterdam, Econometric Institute.
  17. Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002. "Adaptive Polar Sampling," Computing in Economics and Finance 2002 307, Society for Computational Economics.
  18. Siem Jan Koopman & Charles S. Bos, 2002. "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers 02-113/4, Tinbergen Institute.
  19. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001. "On the Variation of Hedging Decisions in Daily Currency Risk Management," Tinbergen Institute Discussion Papers 01-018/4, Tinbergen Institute.
  20. Charles S. Bos & Philip Hans Franses & Marius Ooms, 2001. "Inflation, Forecast Intervals and Long Memory Regression Models," Tinbergen Institute Discussion Papers 01-029/4, Tinbergen Institute.
  21. Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999. "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers 99-082/4, Tinbergen Institute.
  22. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers 99-078/4, Tinbergen Institute.
  23. Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1998. "Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces," Tinbergen Institute Discussion Papers 98-071/4, Tinbergen Institute.
  24. Charles S. Bos & Philip Hans Franses & Marius Ooms, 1998. "Long Memory and Level Shifts: Re-Analyzing Inflation Rates," Tinbergen Institute Discussion Papers 98-039/4, Tinbergen Institute.

Articles

  1. Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(2), pages 354-389.
  2. Beine, Michel & Bos, Charles S. & Coulombe, Serge, 2012. "Does the Canadian economy suffer from Dutch disease?," Resource and Energy Economics, Elsevier, vol. 34(4), pages 468-492.
  3. Michel Beine & Charles S. Bos & Sébastien Laurent, 2007. "The Impact of Central Bank FX Interventions on Currency Components," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(1), pages 154-183.
  4. Charles Bos & Neil Shephard, 2006. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Econometric Reviews, Taylor and Francis Journals, vol. 25(2-3), pages 219-244.
  5. Bos, Charles S. & Justel, Ana, 2005. "On model selection criteria as a starting point for sequential detection of non-linearity," International Journal of Forecasting, Elsevier, vol. 21(4), pages 749-754.
  6. Koopman S.J. & Bos C.S., 2004. "State Space Models With a Common Stochastic Variance," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 346-357, July.
  7. Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004. "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, vol. 123(2), pages 201-225, December.
  8. Bos, Charles S, 2004. "Time Series Modelling using TSMod 3.24," International Journal of Forecasting, Elsevier, vol. 20(3), pages 515-522.
  9. Bos, Charles S. & Franses, Philip Hans & Ooms, Marius, 2002. "Inflation, forecast intervals and long memory regression models," International Journal of Forecasting, Elsevier, vol. 18(2), pages 243-264.
  10. Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 671-696.
  11. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999. "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, vol. 24(3), pages 427-449.
  12. Charles S. Bos, . "A Bayesian Analysis of Unobserved Component Models Using Ox," Journal of Statistical Software, American Statistical Association, vol. 41(i13).

NEP Fields

19 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2008-02-23 2008-06-27
  2. NEP-CFN: Corporate Finance (1) 2001-05-02
  3. NEP-CMP: Computational Economics (2) 2002-12-02 2004-04-25
  4. NEP-ECM: Econometrics (12) 1999-12-01 1999-12-01 2002-12-10 2002-12-18 2004-03-03 2004-04-25 2004-04-25 2008-02-23 2008-06-21 2010-05-15 2011-02-26 2011-03-26. Author is listed
  5. NEP-ENE: Energy Economics (1) 2010-05-15
  6. NEP-ETS: Econometric Time Series (8) 2002-12-17 2004-02-29 2004-04-25 2004-04-25 2008-06-21 2008-06-27 2010-05-15 2011-03-26. Author is listed
  7. NEP-FIN: Finance (3) 1999-12-01 2004-04-25 2004-04-25
  8. NEP-FMK: Financial Markets (4) 2001-05-02 2001-05-02 2006-01-24 2008-06-21
  9. NEP-IFN: International Finance (4) 1999-12-01 2001-05-02 2001-05-02 2006-01-24
  10. NEP-MAC: Macroeconomics (4) 2006-01-24 2008-02-23 2008-06-21 2008-06-27
  11. NEP-MON: Monetary Economics (3) 2006-01-24 2008-02-23 2008-06-27
  12. NEP-MST: Market Microstructure (2) 2008-06-21 2010-05-15
  13. NEP-ORE: Operations Research (2) 2008-02-23 2011-03-26
  14. NEP-RMG: Risk Management (1) 2002-12-17

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Charles Bos should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.