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Home | People | Charles Bos
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Charles Bos

Research Fellow

University
Vrije Universiteit Amsterdam
Researchgroup
Econometrics
Interests
financial econometrics, 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.

List of publications

C.S. Bos and P. Janus and S.J. Koopman. 2012. Spot Variance Path Estimation and its Application to High Frequency Jump Testing. Journal of Financial Econometrics, 10, 354--389, 1479-8409

M. Beine and C.S. Bos and S. Coulombe. 2012. Does the Canadian economy suffer from Dutch disease?. Resource and Energy Economics, 34, 468--492, 0928-7655

M. Beine and C.S. Bos and S. Laurent. 2007. The Impact of Central Bank FX Interventions on Currency Components. Journal of Financial Econometrics, 5, 154--183, 1479-8409

C.S. Bos and N. Shephard. 2006. Inference for adaptive Time series Models: Stochastic Volatility and Conditionally. Econometric Reviews, 25, 219--244, 0747-4938

C.S. Bos and A. Justel. 2005. On model selection criteria as a starting point for sequential detection of non-linearity. International Journal of Forecasting, 21, 749--754, 0169-2070

C.S. Bos and L.J. Bauwens and 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, 201--225, 0304-4076

S.J. Koopman and C.S. Bos. 2004. State space models with a common stochastic variance. Journal of Business and Economic Statistics, 22, 346--357, 0735-0015

C.S. Bos. 2004. Time Series Modelling using TSMod 3.24. International Journal of Forecasting, 20, 515--522, 0169-2070

M. Ooms and C.S. Bos and P.H. Franses. 2003. Inflation, Forecast Intervals and Long Memory Regression Models. International Journal of Forecasting, 18, 243--264, 0169-2070

Bos, Charles S. and Mahieu, Ronald J. and Van Dijk, Herman K.. 2000. Daily exchange rate behaviour and hedging of currency risk. Journal of Applied Econometrics, 15, 671--696, 0883-7252