Details about David E. Spencer

Access statistics for papers by David E. Spencer.

Last updated 2023-08-06. Update your information in the RePEc Author Service.

Short-id: psp118

Working Papers

2012

1. Real Wages and Monetary Policy: A DSGE Approach
   BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory
   Also in MPRA Paper, University Library of Munich, Germany (2012)
   See also Journal Article Real wages and monetary policy: a DSGE approach, Journal of Economic Studies, Emerald Group Publishing Limited (2015) (2015)
2. State-Level Evidence on the Cyclicality of Real Wages
   BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory

2010

3. Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions, Journal of Macroeconomics, Elsevier (2011) View citations (5) (2011)

Journal Articles

2015

1. Real wages and monetary policy: a DSGE approach
   Journal of Economic Studies, 2015, 42, (5), 734-752
   See also Working Paper Real Wages and Monetary Policy: A DSGE Approach, BYU Macroeconomics and Computational Laboratory Working Paper Series (2012) (2012)
2. State-Level Variation in the Real Wage Response to Monetary Policy
   Annals of Economics and Finance, 2015, 16, (1), 1-17 View citations (1)

2011

3. Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions
   Journal of Macroeconomics, 2011, 33, (4), 582-594 View citations (5)
   See also Working Paper Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions, MPRA Paper (2010) View citations (1) (2010)

2004

4. Output Gap Uncertainty and Monetary Policy During the 1970s
   The B.E. Journal of Macroeconomics, 2004, 4, (1), 20 View citations (1)

1998

5. The Relative Stickiness of Wages and Prices
   Economic Inquiry, 1998, 36, (1), 120-37 View citations (24)

1993

6. Developing a Bayesian vector autoregression forecasting model
   International Journal of Forecasting, 1993, 9, (3), 407-421 View citations (24)

1990

7. Price Prediction Errors and Real Activity: A Reassessment
   Economic Inquiry, 1990, 28, (4), 658-81 View citations (10)

1989

8. Does Money Matter? The Robustness of Evidence from Vector Autoregressions
   Journal of Money, Credit and Banking, 1989, 21, (4), 442-54 View citations (25)

1985

9. Money Demand and the Price Level
   The Review of Economics and Statistics, 1985, 67, (3), 490-96 View citations (5)

1983

10. Stock Returns, Real Activity, Inflation, and Money: Comment
    American Economic Review, 1983, 73, (3), 463-70 View citations (27)

1982

11. The Stability of the Demand for Money: Evidence from the Post-1973 Period: A Reply
    The Review of Economics and Statistics, 1982, 64, (2), 358-69

1981

12. A Limited Information Specification Test [Specification Tests in Econometrics]
    Econometrica, 1981, 49, (4), 1079-85 View citations (16)

1980

13. The Stability of the Demand for Money: Evidence from the Post-1973 Period
    The Review of Economics and Statistics, 1980, 62, (3), 455-59 View citations (1)

1979

14. Estimation of a dynamic system of seemingly unrelated regressions with autoregressive disturbances
    Journal of Econometrics, 1979, 10, (2), 227-241 View citations (4)
15. Forecasting economic series: C.W.J. Granger and Paul Newbold. New York: Academic Press, 1977; pp. xii + 333. $24.25
    Journal of Macroeconomics, 1979, 1, (3), 318-319