# Items where Author is "Meeks, R"

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**14**.

## 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

Meeks, R (2012) 'Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults.' Journal of Economic Dynamics and Control, 36 (4). pp. 568-584. ISSN 0165-1889

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

Meeks, R (2008) 'Financial crisis casts shadow over commercial real estate.' Economic Letter, 3 (12).

## Monograph

Meeks, R (2009) Credit market shocks: evidence from corporate spreads and defaults. UNSPECIFIED. Federal Reserve Bank of Dallas Working Papers.

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) The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. UNSPECIFIED. Nuffield College Economics Papers 2008-W05.

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.

Meeks, R (2006) Credit Shocks and Cycles: a Bayesian Calibration Approach. UNSPECIFIED. Nuffield College Economics Papers 2006-W11.

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

Bowsher, C and Meeks, R (2006) High Dimensional Yield Curves: Models and Forecasting. UNSPECIFIED. Nuffield College Economics Papers 2006-W12.

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.

Meeks, R (2004) Is collateralised borrowing an amplification mechanism? UNSPECIFIED. Money Macro and Finance Research Group.