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Roland Meeks

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This is information that was supplied by Roland Meeks in registering through RePEc. If you are Roland Meeks , 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: Roland
Middle Name:
Last Name: Meeks
Suffix:

RePEc Short-ID: pme172

Email: [This author has chosen not to make the email address public]
Homepage: http://sites.google.com/site/rolandmeeks
Postal Address:
Phone:

Affiliation

(95%) Economics Department
University of Essex
Location: Colchester, United Kingdom
Homepage: http://www.essex.ac.uk/economics/
Email:
Phone: +44-1206-872728
Fax: +44-1206-872724
Postal: Wivenhoe Park, COLCHESTER. CO4 3SQ
Handle: RePEc:edi:edessuk (more details at EDIRC)
(5%) Bank of England
Location: London, United Kingdom
Homepage: http://www.bankofengland.co.uk/
Email:
Phone: +44 (020) 7601 4444
Fax: +44 (020) 7601 5460
Postal: Threadneedle Street, London EC2R 8AH
Handle: RePEc:edi:boegvuk (more details at EDIRC)

Works

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Working papers

  1. Roland Meeks, 2009. "Credit market shocks: evidence from corporate spreads and defaults," Working Papers 0906, Federal Reserve Bank of Dallas.
  2. Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.
  3. 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 0811, Federal Reserve Bank of Dallas.
  4. Clive G. Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," OFRC Working Papers Series 2006fe11, Oxford Financial Research Centre.
  5. Roland Meeks, 2006. "Credit Shocks and Cycles: a Bayesian Calibration Approach," Economics Papers 2006-W11, Economics Group, Nuffield College, University of Oxford.
  6. Clive G. Bowsher & Roland Meeks, 2006. "The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure," Economics Papers 2006-W05, Economics Group, Nuffield College, University of Oxford.
  7. Roland Meeks, 2004. "Is collateralised borrowing an amplification mechanism?," Money Macro and Finance (MMF) Research Group Conference 2003 64, Money Macro and Finance Research Group.

Articles

  1. Meeks, Roland, 2012. "Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 568-584.
  2. 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, vol. 103(484), pages 1419-1437.
  3. Roland Meeks, 2008. "Financial crisis casts shadow over commercial real estate," Economic Letter, Federal Reserve Bank of Dallas, issue Dec.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (1) 2006-10-14
  2. NEP-ECM: Econometrics (3) 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 (2) 2006-06-17 2006-10-14. Author is listed
  5. NEP-FMK: Financial Markets (3) 2006-06-17 2006-10-14 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-MAC: Macroeconomics (3) 2006-10-14 2006-10-14 2008-05-05. Author is listed
  8. NEP-MON: Monetary Economics (3) 2006-06-17 2006-10-14 2008-05-05. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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