Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johanesson, M., Kirchler, M., Razen, M., Weitzel, U., Vladimirov, V., Caskurlu, T. and co-authors, O. (2024). Nonstandard Errors The Journal of Finance, :.
Charles Bos
University
Vrije Universiteit Amsterdam
E-mail
Research field
Data Science and Econometrics
Interests
Time Series Econometrics
Website
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
Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johanesson, M., Kirchler, M., Razen, M., Weitzel, U., Vladimirov, V., Caskurlu, T. and co-authors, O. (2024). Nonstandard Errors The Journal of Finance, :.
Tomori, F., Ansink, E., Houba, H., Hagerty, N. and Bos, CharlesS. (2024). Market power in California's water market American Journal of Agricultural Economics, 106(3):1274--1299.
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.