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Personal profile

Personal information

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.


He is committed to research on the topics of time series modelling, especially series with high frequency data and involving stochastic volatility.


Ancillary activities

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Ancillary activities are updated daily

Education/Academic qualification

PhD, Erasmus Universiteit Rotterdan

1 Sep 199613 Sep 2001

Fingerprint Dive into the research topics where C.S. Bos is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Time series Engineering & Materials Science
Stochastic Volatility Mathematics
Inflation Mathematics
State-space Model Mathematics
Long Memory Mathematics
Space Form Mathematics
Maximum Likelihood Method Mathematics
State Space Mathematics

Research Output 2000 2014

Long memory with stochastic variance model: A resursive analysis for U.S. inflation

Bos, C. S., Koopman, S. J. & Ooms, M., 2014, In : Computational Statistics and Data Analysis. 76, August, p. 144-157

Research output: Contribution to JournalArticleAcademicpeer-review

Long Memory
Time series
Data storage equipment

A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data

Bos, C. S. & Janus, P., 2013, Amsterdam: Tinbergen Institute, 39 p. (TI Discussion Paper; no. 13-155/III).

Research output: Working paperProfessional

Developments in Measuring and Modeling Financial Volatility

Janus, P., 2012, Amsterdam: Thela Thesis/TI.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access

Does the Canadian economy suffer from Dutch disease?

Beine, M., Bos, C. S. & Coulombe, S., 2012, In : Resource and Energy Economics. 34, 4, p. 468-492

Research output: Contribution to JournalArticleAcademicpeer-review

Dutch disease
Exchange rates

Relating stochastic volatility estimation methods

Bos, C. S., 2012, Relating stochastic volatility estimation methods. Bauwens, L., Hafner, C. M. & Laurent, S. (eds.). New York: Wiley, p. 147-174

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Activities 2003 2011

  • 5 Lecture / Presentation

Advanced Programming in Quantitative Economics

C.S. Bos (Speaker)
16 Aug 2011

Activity: Lecture / PresentationAcademic

Does the Canadian economy suffer from Dutch disease?

C.S. Bos (Speaker), M. Beine (Speaker), S Coulombe (Speaker)
16 Oct 2009

Activity: Lecture / PresentationAcademic

Does the Canadian economy suffer from Dutch disease?

C.S. Bos (Speaker), M. Beine (Speaker), S. Coulombe (Speaker)
24 Aug 2009

Activity: Lecture / PresentationAcademic

Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form

C.S. Bos (Speaker), N. Shephard (Speaker)
15 Dec 2003

Activity: Lecture / PresentationAcademic