Dr Clive Bowsher

Publications

Bowsher, C.G. and R. Meeks. The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. To appear in the Journal of the American Statistical Association, 2008.

Bowsher, C.G. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models. Journal of Econometrics, 2007: 141, 876-912.

Bowsher, C.G. On Testing Overidentifying Restrictions in Dynamic Panel Data Models. Economics Letters 77, 211-220.

Bond, S., C.G. Bowsher and F. Windmeijer. Criterion-Based Inference for GMM in Autoregressive Panel Data Models. Economics Letters 73, 379-388.

Working Papers

Bowsher, C.G. and R. Meeks (2008). Dynamics of the Yield Curve Under the Expectations Theory of the Term Structure. To appear here.

Bowsher, C.G (2004). Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange. Nuffield College Economics Discussion Paper 2004-W21.

Biographical Sketch

August 2008 -	MRC Special Fellowship in Biomedical Informatics and Senior Research Associate in Statistics Statistical Laboratory (Dept of Pure Mathematics & Mathematical Statistics), University of Cambridge
October 2003 - July 2008	Research Fellow in Econometrics, Nuffield College, University of Oxford
July 2006 - July 2008	British Academy Postdoctoral Fellowship, Department of Economics, University of Oxford
2004-05	On leave from academia
2004	D. Phil. Economics, Nuffield College, University of Oxford 'Papers in Multivariate Dynamic Econometric Modelling' Awarded Edgeworth Prize for outstanding doctoral thesis in Economics, University of Oxford. Thesis supervisor: Professor Neil Shephard. Nuffield College and ESRC doctoral research studentships (2000-03)
1998-2000	M. Phil. Economics, University College, University of Oxford Thesis title – 'Finite Sample Properties of Alternative Methods of Inference in Dynamic Panel Data Models.' Proxime accesserunt for the George Webb Medley Thesis Prize.
1997-98	Postgraduate Certificate in Economics with Mathematical Economics, Birkbeck College, University of London (with Distinction)
1995-97	Passed the Final Examination of the Institute of Chartered Accountants in England and Wales in Dec 97. Employed by the Corporate Finance and Audit sections of Deloitte & Touche from Oct 95 to Dec 97.
1992-95	MA Natural Sciences (Biochemistry), St. John's College, University of Cambridge
1991-92	Studied piano performance at the Birmingham Conservatoire of Music

Professional Activities

Referee for the Econometrics Journal, International Journal of Forecasting, Journal of Applied Econometrics, Journal of Econometrics, Journal of Financial Econometrics, and the Oxford Bulletin of Economics and Statistics.

Convenor of the Oxford Forecasting and Decision Analysis Group 2006-08 (with Dr Jennifer Castle).
Invited papers: European Winter Meeting of the Econometric Society 2003, and Warwick Frontiers in Finance Conference 2006.
Editorial Assistant, Econometrics Journal (Oct 2000 to Sept 2003).
International Society for Bayesian Analysis (ISBA).

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