# Items where Author is "Bowsher, CG"

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**8**.

## Article

Bowsher, CG and Meeks, R (2013) 'Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization.' Applied Mathematical Finance, 20 (2). pp. 137-166. ISSN 1350-486X

Bowsher, CG and Meeks, R (2008) 'The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve.' Journal of the American Statistical Association, 103 (484). pp. 1419-1437. ISSN 0162-1459

## Monograph

Bowsher, CG and Meeks, R (2008) The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. UNSPECIFIED. Nuffield College Economics Papers 2008-W05.

Bowsher, CG and Meeks, R (2008) The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. UNSPECIFIED. OFRC Working Papers Series 2008fe24.

Bowsher, CG and Meeks, R (2008) Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves. UNSPECIFIED. Federal Reserve Bank of Dallas Working Papers.

Bowsher, CG and Meeks, R (2008) The dynamics of economics functions: modelling and forecasting the yield curve. UNSPECIFIED. Federal Reserve Bank of Dallas Working Papers.

Bowsher, CG and Meeks, R (2006) High Dimensional Yield Curves: Models and Forecasting. UNSPECIFIED. OFRC Working Papers Series 2006fe11.

Bowsher, CG and Meeks, R (2006) The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure. UNSPECIFIED. Nuffield College Economics Papers 2006-W05.