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Details about Roland Meeks

Homepage:https://sites.google.com/site/rolandmeeks/
Postal address:Bank of England (HO2A-C) Threadneedle Street London EC2A 8AH
Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Roland Meeks.

Last updated 2017-09-26. Update your information in the RePEc Author Service.

Short-id: pme172


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Working Papers

2014

  1. Shadow banks and macroeconomic instability
    Bank of England working papers, Bank of England Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads View citations (18)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2013) Downloads View citations (4)

2009

  1. Credit market shocks: evidence from corporate spreads and defaults
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (9)

2008

  1. Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves
    Working Papers, Federal Reserve Bank of Dallas Downloads
  2. The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (6)
    Also in Working Papers, Federal Reserve Bank of Dallas (2008) Downloads View citations (4)
    OFRC Working Papers Series, Oxford Financial Research Centre (2008) Downloads View citations (7)

    See also Journal Article in Journal of the American Statistical Association (2008)

2006

  1. Credit Shocks and Cycles: a Bayesian Calibration Approach
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (2)
  2. High Dimensional Yield Curves: Models and Forecasting
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (4)
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2006) Downloads View citations (3)
  3. The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (4)

2004

  1. Is collateralised borrowing an amplification mechanism?
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads

Journal Articles

2017

  1. Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy
    European Economic Review, 2017, 95, (C), 125-141 Downloads

2013

  1. Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization
    Applied Mathematical Finance, 2013, 20, (2), 137-166 Downloads

2012

  1. Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults
    Journal of Economic Dynamics and Control, 2012, 36, (4), 568-584 Downloads View citations (43)

2008

  1. Financial crisis casts shadow over commercial real estate
    Economic Letter, 2008, 3, (dec) Downloads View citations (3)
  2. The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve
    Journal of the American Statistical Association, 2008, 103, (484), 1419-1437 Downloads View citations (11)
    See also Working Paper (2008)
 
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