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Clive Graham Bowsher

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This is information that was supplied by Clive Bowsher in registering through RePEc. If you are Clive Graham Bowsher , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Clive
Middle Name: Graham
Last Name: Bowsher
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RePEc Short-ID: pbo121

Email:
Homepage: http://www.nuff.ox.ac.uk/economics/people/bowsher1.html
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Affiliation

(in no particular order)

Works

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Working papers

  1. Clive G. Bowsher & Roland Meeks, 2008. "Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves," Working Papers, Federal Reserve Bank of Dallas 0811, Federal Reserve Bank of Dallas.
  2. Clive G. Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers, Economics Group, Nuffield College, University of Oxford 2008-W05, Economics Group, Nuffield College, University of Oxford.
  3. Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford 2006-W12, Economics Group, Nuffield College, University of Oxford.
  4. Clive G. Bowsher, 2004. "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," Economics Papers, Economics Group, Nuffield College, University of Oxford 2004-W21, Economics Group, Nuffield College, University of Oxford.
  5. Clive Bowsher, 2002. "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford 2002-W22, Economics Group, Nuffield College, University of Oxford.
  6. Steve Bond & Clive Bowsher & Frank Windmeijer, 2001. "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers, Institute for Fiscal Studies W01/02, Institute for Fiscal Studies.

Articles

  1. Bowsher, Clive G. & Meeks, Roland, 2008. "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 103(484), pages 1419-1437.
  2. Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, Elsevier, vol. 141(2), pages 876-912, December.
  3. Bowsher, Clive G., 2002. "On testing overidentifying restrictions in dynamic panel data models," Economics Letters, Elsevier, Elsevier, vol. 77(2), pages 211-220, October.
  4. Bond, Stephen & Bowsher, Clive & Windmeijer, Frank, 2001. "Criterion-based inference for GMM in autoregressive panel data models," Economics Letters, Elsevier, Elsevier, vol. 73(3), pages 379-388, December.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2003-03-10 2006-04-01
  2. NEP-ECM: Econometrics (4) 2006-04-01 2006-10-14 2008-04-29 2008-05-05. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2008-11-11
  4. NEP-FIN: Finance (4) 2003-03-10 2004-12-02 2006-04-01 2006-10-14. Author is listed
  5. NEP-FMK: Financial Markets (4) 2003-03-10 2004-12-12 2006-04-01 2006-10-14. Author is listed
  6. NEP-FOR: Forecasting (3) 2006-10-14 2008-04-29 2008-05-05. Author is listed
  7. NEP-ICT: Information & Communication Technologies (1) 2006-04-01
  8. NEP-MAC: Macroeconomics (2) 2006-10-14 2008-05-05
  9. NEP-MIC: Microeconomics (1) 2004-10-18
  10. NEP-MON: Monetary Economics (2) 2006-10-14 2008-05-05
  11. NEP-RMG: Risk Management (1) 2003-03-10

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