Items where Author is "Bowsher, CG"
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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. DOI https://doi.org/10.1080/1350486x.2012.666120
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. DOI https://doi.org/10.1198/016214508000000922
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.
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.