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 1 3 6 902
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 1 1 1 119 4 4 6 421
Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities 0 0 0 107 3 5 7 397
Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK 0 0 0 191 6 6 6 682
Coronametrics: The UK turns the corner 0 0 0 6 1 1 4 63
Coupon Bond Valuation with a Non-Affine Discount Yield Model 0 0 0 327 0 1 3 1,822
Estimating the term structure with linear regressions: Getting to the roots of the problem 0 0 1 29 1 3 5 80
How to better align the U.K.’s corporate tax structure with national objectives 0 0 2 35 3 5 9 132
Intertemporal Substitution, Time Preference and Portfolio Hedging Behavior in a Continuous Time Stochastic Model of the Economy 0 0 0 0 2 4 6 280
Macro volatility in a model of the UK Gilt edged bond market 0 0 0 75 2 2 4 298
Modeling US bank CDS spreads during the Global Financial Crisis with a deferred filtration pricing model 0 0 0 40 0 2 3 196
Modeling the Covid-19 Epidemic Using Time Series Econometrics 0 0 0 62 2 4 5 93
Overseas unspanned factors and domestic bond returns 0 0 0 9 0 1 1 38
Stochastic Volatility in a Macro-Finance Model of the US Term Structure of Interest Rates 1961-2004 0 0 0 57 0 2 2 161
The Meiselman forward interest rate revision regression as an Affine Term Structure Model 0 0 0 48 2 3 3 192
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 3 3 3 67
The information in the joint term structures of bond yields 0 0 0 8 1 5 8 58
UK Macroeconomic Volatility and the Welfare Costs of Inflation 0 0 0 22 0 0 1 123
UK Macroeconomic Volatility and the Welfare Costs of Inflation 0 0 0 71 1 2 2 141
UK macroeconomic volatility and the term structure of interest rates 0 0 0 27 1 4 4 106
Total Working Papers 1 1 5 1,632 33 60 88 6,403

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 1 2 53
AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS 0 0 0 62 4 5 7 183
An Admissible Macro-Finance Model of the US Treasury Market 0 0 0 2 1 2 2 41
An Arbitrage‐free Model of the Yield Gap 0 0 1 1 0 0 1 3
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 87 2 6 8 354
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 0 2 3 70
Can National Banking Systems Compete?. A Comment on the Paper by Hans-Werner Sinn 0 0 0 1 1 3 3 68
E-money: Will it Take Off? 0 0 1 106 2 3 5 299
Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem 0 0 0 3 3 6 11 19
Financial Innovation and Divisia Monetary Aggregates: Comment on Ford, Peng, Mullineux (1992) 0 0 0 0 0 0 1 96
Financial Innovation and Divisia Monetary Aggregates: Comment on Ford, Peng, Mullineux (1992) 0 0 0 0 1 3 3 4
Housing, Wages and UK Labour Markets: Comments 0 0 0 0 0 0 1 43
How to Make the Central Bank Look Good: A Reply 0 0 0 14 3 3 5 64
Modeling the Covid‐19 epidemic using time series econometrics 0 0 0 1 1 3 3 9
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 0 50 0 1 2 213
Monetary integration and currency substitution in the EMS: The case for a European monetary aggregate 0 0 0 41 0 2 3 183
Official Intervention in the Foreign Exchange Market 0 0 0 33 0 1 4 137
Oil prices in the real economy 0 0 5 14 1 3 12 33
Optimal Control of Heteroscedastic Macroeconomic Models 0 0 0 3 1 3 4 19
Portfolio Disequilibrium: Implications for the Divisia Approach to Monetary Aggregation 0 0 0 0 0 0 4 370
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 1 4 54
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 1 52
Stochastic Volatility in a Macro-Finance Model of the U.S. Term Structure of Interest Rates 1961-2004 0 0 0 88 1 1 2 210
Stochastic Volatility in a Macro‐Finance Model of the U.S. Term Structure of Interest Rates 1961–2004 0 0 0 0 0 1 1 7
The Effect of Oil Discoveries on the British Economy-Theoretical Ambiguities and the Consistent Expectations Simulation Approach 0 0 0 32 1 2 3 109
The Impact of Information and Communications Technology Investment on UK Productive Potential 1986–2000: New Statistical Methods and Tests 0 0 0 1 1 1 2 5
The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default 0 0 0 11 0 4 4 56
The advantages of using excess returns to model the term structure 0 0 0 39 2 4 4 142
The demand for liquid assets in Germany and the United Kingdom 0 0 0 1 1 1 3 247
The information in joint term structures of bond yields 0 0 0 4 2 4 4 15
UK Macroeconomic Volatility and the Term Structure of Interest Rates 0 0 0 23 1 2 3 80
US bank credit spreads during the financial crisis 0 0 1 20 1 3 4 72
Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction 0 0 5 7 3 5 15 18
Total Journal Articles 0 0 13 671 33 76 134 3,405

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 1 5 11 232
Total Books 0 0 0 0 1 5 11 232

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 1 3 3 4
Open-Economy Macroeconomics: Theory without Evidence 0 0 0 0 0 0 2 4
Regulation of the payments market and the prospect for digital money 0 0 0 4 0 1 2 42
Total Chapters 0 0 0 4 1 4 7 50

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Statistics updated 2026-01-09