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 1 328 0 1 16 913
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 1 119 0 1 14 430
Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities 0 0 0 107 0 2 16 407
Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK 0 0 0 191 0 0 12 688
Coronametrics: The UK turns the corner 0 1 1 7 0 1 12 71
Coupon Bond Valuation with a Non-Affine Discount Yield Model 0 1 1 328 0 2 12 1,832
Estimating the term structure with linear regressions: Getting to the roots of the problem 0 1 1 30 0 3 14 91
How to better align the U.K.’s corporate tax structure with national objectives 0 1 1 36 0 2 15 142
Intertemporal Substitution, Time Preference and Portfolio Hedging Behavior in a Continuous Time Stochastic Model of the Economy 0 0 0 0 0 0 6 282
Labour force composition and UK productivity 0 1 9 9 1 8 21 21
Macro volatility in a model of the UK Gilt edged bond market 0 0 0 75 0 1 14 309
Modeling US bank CDS spreads during the Global Financial Crisis with a deferred filtration pricing model 0 1 1 41 0 1 6 200
Modeling the Covid-19 Epidemic Using Time Series Econometrics 0 1 1 63 0 2 13 102
Overseas unspanned factors and domestic bond returns 0 0 0 9 0 0 8 45
Stochastic Volatility in a Macro-Finance Model of the US Term Structure of Interest Rates 1961-2004 0 0 0 57 0 1 10 169
The Meiselman forward interest rate revision regression as an Affine Term Structure Model 0 1 1 49 0 1 12 201
The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models 0 1 1 60 0 1 9 160
The behavior of the hazard rate in the Gaussian structural default model under asymmetric information 0 1 1 13 0 2 11 75
The information in the joint term structures of bond yields 0 0 0 8 0 2 14 66
UK Macroeconomic Volatility and the Welfare Costs of Inflation 0 0 0 71 0 1 3 142
UK Macroeconomic Volatility and the Welfare Costs of Inflation 0 0 0 22 0 0 6 128
UK macroeconomic volatility and the term structure of interest rates 0 1 1 28 0 3 11 113
Total Working Papers 0 11 21 1,651 1 35 255 6,587

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 1 1 4 56
AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS 0 0 0 62 0 0 9 186
An Admissible Macro-Finance Model of the US Treasury Market 0 0 0 2 1 1 14 53
An Arbitrage‐free Model of the Yield Gap 0 0 1 1 0 0 5 7
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 87 0 0 21 367
Bank Regulation, Credit Rationing and the Determination of Money Market Interest Rates 0 0 0 0 1 1 6 83
Bounded Shooting: A Method for Solving Large Non-Linear Econometric Models under the Assumption of Consistent Expectations 0 0 0 0 0 0 3 71
Can National Banking Systems Compete?. A Comment on the Paper by Hans-Werner Sinn 0 0 0 1 0 0 6 71
E-money: Will it Take Off? 0 0 0 106 0 0 10 306
Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem 0 0 0 3 0 0 7 20
Financial Innovation and Divisia Monetary Aggregates: Comment on Ford, Peng, Mullineux (1992) 0 0 0 0 0 1 7 8
Financial Innovation and Divisia Monetary Aggregates: Comment on Ford, Peng, Mullineux (1992) 0 0 0 0 1 1 9 104
Housing, Wages and UK Labour Markets: Comments 0 0 0 0 0 0 5 47
How to Make the Central Bank Look Good: A Reply 0 0 0 14 0 0 8 69
Measuring the Impact of Unconventional Monetary Policies on the U.S. Banking and Bond Markets at the Lower Bound 0 0 0 0 1 3 4 4
Modeling the Covid‐19 epidemic using time series econometrics 0 0 0 1 1 2 11 17
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 0 50 0 2 12 224
Monetary integration and currency substitution in the EMS: The case for a European monetary aggregate 0 0 0 41 1 2 7 188
Official Intervention in the Foreign Exchange Market 0 0 0 33 1 1 6 142
Oil prices in the real economy 0 0 1 15 0 2 13 43
Optimal Control of Heteroscedastic Macroeconomic Models 0 0 0 3 0 1 9 25
Portfolio Disequilibrium: Implications for the Divisia Approach to Monetary Aggregation 0 0 0 0 0 0 3 373
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 4 55
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 2 54
Stochastic Volatility in a Macro-Finance Model of the U.S. Term Structure of Interest Rates 1961-2004 0 0 0 88 0 1 7 216
Stochastic Volatility in a Macro‐Finance Model of the U.S. Term Structure of Interest Rates 1961–2004 0 0 0 0 1 2 8 14
The Effect of Oil Discoveries on the British Economy-Theoretical Ambiguities and the Consistent Expectations Simulation Approach 0 0 0 32 0 0 5 112
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 6 10
The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default 0 0 0 11 0 4 14 66
The advantages of using excess returns to model the term structure 0 0 0 39 0 0 10 148
The demand for liquid assets in Germany and the United Kingdom 0 0 0 1 0 0 6 251
The information in joint term structures of bond yields 0 0 1 5 0 1 17 28
UK Macroeconomic Volatility and the Term Structure of Interest Rates 0 0 0 23 0 1 9 87
US bank credit spreads during the financial crisis 0 0 0 20 0 0 12 81
Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction 0 0 1 7 1 2 17 27
Total Journal Articles 0 0 4 673 10 29 296 3,613

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 1 14 240
Total Books 0 0 0 0 0 1 14 240

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 1 4 5
Open-Economy Macroeconomics: Theory without Evidence 0 0 0 0 0 0 4 7
Regulation of the payments market and the prospect for digital money 0 0 0 4 0 1 6 47
Total Chapters 0 0 0 4 0 2 14 59

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Statistics updated 2026-08-07