PETER SPENCER - York Research Database

Accepting PhD Students

18 Article
1 Other report
1 Working paper

Measuring the impact of unconventional monetary policies on the US banking and bond markets at the lower bound
Spencer, P., 11 Sept 2024, (E-pub ahead of print) In: Journal of Money Credit and Banking. 30 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File
Unconventional monetary policies and the yield curve: Estimating non-affine term structure models with unspanned macro risk by factor extraction
Golinski, A. & Spencer, P., 1 Mar 2024, In: Review of Asset Pricing Studies. 14, 1, p. 119-152 34 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File
Oil Prices in the Real Economy
Shu, H. & Spencer, P., 21 May 2023, (E-pub ahead of print) In: Journal of Applied Econometrics. 38, 6, p. 878-897
Research output: Contribution to journal › Article › peer-review

Open Access
File

1 CPD delivery
1 Panel
1 Types of External academic engagement - Research and Teaching at External Organisation
1 Media (Press)
More
- 1 Invited talk

Column on The Housing market and the Economy
Spencer, P. (Interviewee)
10 Apr 2016
Activity: Other › Media (Press)
CPD talk
Spencer, P. (Presenter)
15 Oct 2014
Activity: Consultancy › CPD delivery
Academic consultant
Spencer, P. (Member)
29 May 2013 → …
Activity: Other › Types of External academic engagement - Research and Teaching at External Organisation

Oil prices in the real economy
Spencer, P. (Creator) & Shu, H. (Creator), The JAE Data Archive directory , 21 May 2023
DOI: 10.15456/jae.2023111.1841452153, https://journaldata.zbw.eu/dataset/oil-prices-in-the-real-economy-replication-data
Dataset