Access Statistics for Peter Damian Spencer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99 0 0 0 327 0 1 1 897
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 0 118 0 0 0 415
Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities 0 0 1 107 0 2 4 391
Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK 0 0 0 191 0 0 1 676
Coronametrics: The UK turns the corner 0 0 0 6 0 0 1 59
Coupon Bond Valuation with a Non-Affine Discount Yield Model 0 0 1 327 1 1 3 1,820
Estimating the term structure with linear regressions: Getting to the roots of the problem 0 1 3 29 0 1 9 76
How to better align the U.K.’s corporate tax structure with national objectives 1 1 1 34 1 1 3 124
Intertemporal Substitution, Time Preference and Portfolio Hedging Behavior in a Continuous Time Stochastic Model of the Economy 0 0 0 0 1 1 2 275
Macro volatility in a model of the UK Gilt edged bond market 0 0 0 75 0 0 1 294
Modeling US bank CDS spreads during the Global Financial Crisis with a deferred filtration pricing model 0 0 0 40 0 0 1 193
Modeling the Covid-19 Epidemic Using Time Series Econometrics 0 0 0 62 0 0 1 88
Overseas unspanned factors and domestic bond returns 0 0 0 9 0 0 0 37
Stochastic Volatility in a Macro-Finance Model of the US Term Structure of Interest Rates 1961-2004 0 0 0 57 0 0 0 159
The Meiselman forward interest rate revision regression as an Affine Term Structure Model 0 0 0 48 0 0 2 189
The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models 0 0 0 59 0 0 0 151
The behavior of the hazard rate in the Gaussian structural default model under asymmetric information 0 0 0 12 0 0 0 64
The information in the joint term structures of bond yields 0 0 0 8 0 0 3 50
UK Macroeconomic Volatility and the Welfare Costs of Inflation 0 0 0 22 0 0 0 122
UK Macroeconomic Volatility and the Welfare Costs of Inflation 0 0 0 71 0 0 0 139
UK macroeconomic volatility and the term structure of interest rates 0 0 0 27 0 0 0 102
Total Working Papers 1 2 6 1,629 3 7 32 6,321


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of the Demand for British Government Stocks by Non-Bank Residents, 1967-77 0 0 0 5 0 0 0 51
AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS 0 0 0 62 0 0 1 176
An Admissible Macro-Finance Model of the US Treasury Market 0 0 0 2 0 0 0 39
An Arbitrage‐free Model of the Yield Gap 0 0 0 0 0 0 1 2
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 87 0 0 0 346
Bank Regulation, Credit Rationing and the Determination of Money Market Interest Rates 0 0 0 0 0 0 0 77
Bounded Shooting: A Method for Solving Large Non-Linear Econometric Models under the Assumption of Consistent Expectations 0 0 0 0 1 1 2 68
Can National Banking Systems Compete?. A Comment on the Paper by Hans-Werner Sinn 0 0 0 1 0 0 0 65
E-money: Will it Take Off? 0 1 1 106 1 2 2 296
Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem 0 0 2 3 0 1 6 9
Financial Innovation and Divisia Monetary Aggregates: Comment on Ford, Peng, Mullineux (1992) 0 0 0 0 0 0 0 1
Financial Innovation and Divisia Monetary Aggregates: Comment on Ford, Peng, Mullineux (1992) 0 0 0 0 0 0 1 95
Housing, Wages and UK Labour Markets: Comments 0 0 0 0 0 0 0 42
How to Make the Central Bank Look Good: A Reply 0 0 0 14 0 0 0 59
Modeling the Covid‐19 epidemic using time series econometrics 0 0 0 1 0 0 3 6
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 1 1 50 1 2 3 212
Monetary integration and currency substitution in the EMS: The case for a European monetary aggregate 0 0 0 41 0 0 1 180
Official Intervention in the Foreign Exchange Market 0 0 0 33 1 1 1 134
Oil prices in the real economy 0 0 5 9 2 3 14 24
Optimal Control of Heteroscedastic Macroeconomic Models 0 0 0 3 0 0 0 15
Portfolio Disequilibrium: Implications for the Divisia Approach to Monetary Aggregation 0 0 0 0 1 5 22 368
Precautionary and Speculative Aspects of the Behaviour of Banks in the United Kingdom under Competition and Credit Control, 1972-1980 0 0 0 10 0 0 0 50
Speculative and precautionary balances as complements in the portfolio: The case of the U.K. banking sector 1972-1980 0 0 0 12 0 0 0 51
Stochastic Volatility in a Macro-Finance Model of the U.S. Term Structure of Interest Rates 1961-2004 0 0 0 88 1 1 1 209
Stochastic Volatility in a Macro‐Finance Model of the U.S. Term Structure of Interest Rates 1961–2004 0 0 0 0 0 0 0 6
The Effect of Oil Discoveries on the British Economy-Theoretical Ambiguities and the Consistent Expectations Simulation Approach 0 0 0 32 0 0 0 106
The Impact of Information and Communications Technology Investment on UK Productive Potential 1986–2000: New Statistical Methods and Tests 0 0 0 1 0 0 0 3
The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default 0 0 1 11 0 0 2 52
The advantages of using excess returns to model the term structure 0 0 1 39 0 0 3 138
The demand for liquid assets in Germany and the United Kingdom 0 0 0 1 0 0 1 244
The information in joint term structures of bond yields 0 0 0 4 0 0 2 11
UK Macroeconomic Volatility and the Term Structure of Interest Rates 0 0 0 23 1 1 1 78
US bank credit spreads during the financial crisis 0 1 1 20 0 1 2 69
Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction 0 2 4 4 0 2 5 5
Total Journal Articles 0 5 16 662 9 20 74 3,287


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Structure and Regulation of Financial Markets 0 0 0 0 0 2 5 222
Total Books 0 0 0 0 0 2 5 222


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exchange Rates, Interest Rates and the Mobility of Capital 0 0 0 0 0 0 0 1
Open-Economy Macroeconomics: Theory without Evidence 0 0 0 0 0 0 0 2
Regulation of the payments market and the prospect for digital money 0 0 0 4 0 1 4 41
Total Chapters 0 0 0 4 0 1 4 44


Statistics updated 2025-03-03