Charles Bos works at the Department of Econometrics and O.R as associate professor. Here he is committed to research on the topics of time series modelling, especially series with high frequency data and involving stochastic volatility. He is a fellow at the Tinbergen Institute.

He also teaches courses at the VU Amsterdam, the Tinbergen Institute, and for many years at CREATES, Aarhus university.

Part of the code he implements for his research is available from these pages. The code is written in Ox. For this language, Charles at times performs consulting for Timberlake on econometric computing problems.

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.

What's new

11/2/15 Updating OxUtils
1/3/14 Starting as program coordinator for the Bachelor of our education in Econometrics & Operations Research, helping to introduce a new and streamlined curriculum.
5/11/13 Moving office, updating course list, added page on computing resources at the department.
16/10/13 A new paper on using quantiles to test for jumps in high frequency data appeared in the TI discussion paper series.
28/8/13 Our article on the Dutch disease made it to the Top 5 of most downloaded articles in 2013 of Resource and Energy Economics! The article is freely accessible until 31/10/2013.
30/7/13 Minor update to the ReadArg routine in OxUtils
1/7/13 Starting today I'll be associate professor here at the Department of Econometrics and O.R.
1/3/13 Together with Michael Massmann and Siem Jan Koopman I'm currently doing the local organisation of the NESG2013 meeting of Dutch Econometricians.
5/12/12 The article on Long memory with stochastic variance is available as a preprint from CSDA
24/5/12 In Canada, a fierce discussion is going on concerning the oil extraction from the tar sands. Our article on Dutch Disease gets extensive media coverage. [IRPP lunch event] [Winnipeg Free Press] [Inside Climate News] [CBC radio 1] [National Post] [People's World] [The Star] [Rabble]
17/5/12 Also the article on Long memory with stochastic variance was accepted by Computational Statistics and Data Analysis.
4/5/12 The article Relating Stochastic Volatility Estimation Methods appeared in print. At the same time, the article Does the Canadian Economy Suffer from Dutch Disease? was accepted for publication in Resource and Energy Economics.
20/4/12 Updated GnuDraw to version 6.1