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Clive Graham Bowsher

Personal Details

First Name:Clive
Middle Name:Graham
Last Name:Bowsher
Suffix:
RePEc Short-ID:pbo121
http://www.nuff.ox.ac.uk/economics/people/bowsher1.html

Affiliation

(in no particular order)

Economics Group, Nuffield College
Department of Economics
Oxford University

Oxford, United Kingdom
http://www.nuffield.ox.ac.uk/Research/Economics-Group/Pages/Economics.aspx




RePEc:edi:egpoxuk (more details at EDIRC)

Finance Research Centre
Oxford University

Oxford, United Kingdom
http://www.finance.ox.ac.uk/




RePEc:edi:frcoxuk (more details at EDIRC)

Department of Economics
Oxford University

Oxford, United Kingdom
http://www.economics.ox.ac.uk/



Manor Rd. Building, Oxford, OX1 3UQ
RePEc:edi:sfeixuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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. Stephen 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.

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, 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2006-04-01 2006-10-14 2008-04-29 2008-05-05
  2. NEP-FIN: Finance (4) 2003-03-10 2004-12-02 2006-04-01 2006-10-14
  3. NEP-FMK: Financial Markets (4) 2003-03-10 2004-12-12 2006-04-01 2006-10-14
  4. NEP-FOR: Forecasting (3) 2006-10-14 2008-04-29 2008-05-05
  5. NEP-CFN: Corporate Finance (2) 2003-03-10 2006-04-01
  6. NEP-MAC: Macroeconomics (2) 2006-10-14 2008-05-05
  7. NEP-MON: Monetary Economics (2) 2006-10-14 2008-05-05
  8. NEP-ETS: Econometric Time Series (1) 2008-11-11
  9. NEP-ICT: Information & Communication Technologies (1) 2006-04-01
  10. NEP-MIC: Microeconomics (1) 2004-10-18
  11. NEP-RMG: Risk Management (1) 2003-03-10

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