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Home | People | Charles Bos
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Charles Bos

Faculty

University
Vrije Universiteit Amsterdam
Research field
Data Science
Interests
Time Series Econometrics

Biography

Charles Bos works at the Department of Econometrics and O.R as associate professor. He obtained a PhD from the Erasmus University with a thesis on Time Varying Parameter Models for Inflation and Exchange Rates. After defending the PhD, he worked as a research officer at Nuffield College, Oxford University, and later obtained a VENI research grant from the NWO, the Dutch Science foundation. He is a fellow at the Tinbergen Institute.

Publications

Bos, C., Koopman, S. and Ooms, M. (2014). Long memory with stochastic variance model: A resursive analysis for U.S. inflation Computational Statistics and Data Analysis, 76(August):144--157.

Bos, C., Janus, P. and Koopman, S. (2012). Spot Variance Path Estimation and its Application to High Frequency Jump Testing Journal of Financial Econometrics, 10(2):354--389.

Beine, M., Bos, C. and Coulombe, S. (2012). Does the Canadian economy suffer from Dutch disease? Resource and Energy Economics, 34(4):468--492.

Beine, M., Bos, C. and Laurent, S. (2007). The Impact of Central Bank FX Interventions on Currency Components Journal of Financial Econometrics, 5(1):154--183.

Bos, C. and Shephard, N. (2006). Inference for adaptive Time series Models: Stochastic Volatility and Conditionally Econometric Reviews, 25(2-3):219--244.

Bos, C. and Justel, A. (2005). On model selection criteria as a starting point for sequential detection of non-linearity International Journal of Forecasting, 21(4):749--754.

Bos, C. (2004). Time Series Modelling using TSMod 3.24 International Journal of Forecasting, 20(3):515--522.

Bos, C., Bauwens, L., van Dijk, H.K. and van Oest, R.D. (2004). Adaptive Radial-based Direction Sampling: Some Flexible and Robust Monte Carlo Integration Methods Journal of Econometrics, 123(2):201--225.

Koopman, S. and Bos, C. (2004). State space models with a common stochastic variance Journal of Business and Economic Statistics, 22(3):346--357.

Ooms, M., Bos, C. and Franses, P. (2003). Inflation, Forecast Intervals and Long Memory Regression Models International Journal of Forecasting, 18(2):243--264.

Bos, CharlesS., Mahieu, RonaldJ. and Van Dijk, HermanK. (2000). Daily exchange rate behaviour and hedging of currency risk Journal of Applied Econometrics, 15(6):671--696.