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Clive Graham Bowsher

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Personal Details

First Name:Clive
Middle Name:Graham
Last Name:Bowsher
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RePEc Short-ID:pbo121
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Homepage:http://www.nuff.ox.ac.uk/economics/people/bowsher1.html
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Location: Oxford, United Kingdom
Homepage: http://www.finance.ox.ac.uk/
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Handle: RePEc:edi:frcoxuk (more details at EDIRC)
Location: Oxford, United Kingdom
Homepage: http://www.economics.ox.ac.uk/
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Postal: Manor Rd. Building, Oxford, OX1 3UQ
Handle: RePEc:edi:sfeixuk (more details at EDIRC)
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  1. Clive G. Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers 2008-W05, Economics Group, Nuffield College, University of Oxford.
  2. 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.
  3. Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Papers 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 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 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 W01/02, Institute for Fiscal Studies.
  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, 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, vol. 141(2), pages 876-912, December.
  3. Bowsher, Clive G., 2002. "On testing overidentifying restrictions in dynamic panel data models," Economics Letters, 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, vol. 73(3), pages 379-388, December.
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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