Follow
David Spencer
David Spencer
Professor Emeritus of Economics, Brigham Young University
Verified email at byu.edu
Title
Cited by
Cited by
Year
A limited information specification test
DE Spencer, KN Berk
Econometrica: Journal of the Econometric Society, 1079-1085, 1981
2221981
Developing a Bayesian vector autoregression forecasting model
DE Spencer
International Journal of Forecasting 9 (3), 407-421, 1993
1351993
Does money matter? The robustness of evidence from vector autoregressions
DE Spencer
Journal of Money, Credit and Banking 21 (4), 442-454, 1989
1161989
Stock returns, real activity, inflation, and money: comment
R Ram, DE Spencer
The American Economic Review 73 (3), 463-470, 1983
1031983
Statistical inference in multiperiod event studies
I Karafiath, DE Spencer
Review of Quantitative Finance and Accounting 1, 353-371, 1991
741991
The stability of the demand for money: Evidence from the post-1973 period
GS Laumas, DE Spencer
The Review of Economics and Statistics, 455-459, 1980
671980
The relative stickiness of wages and prices
DE Spencer
Economic Inquiry 36 (1), 120-137, 1998
391998
Money demand and the price level
DE Spencer
The Review of Economics and Statistics, 490-496, 1985
381985
Price prediction errors and real activity: A reassessment
JA Gray, DE Spencer
Economic Inquiry 28 (4), 658-681, 1990
261990
Estimation of a dynamic system of seemingly unrelated regressions with autoregressive disturbances
DE Spencer
Journal of econometrics 10 (2), 227-241, 1979
241979
Does contractual wage rigidity play a role in determining real activity?
JA Gray, M Kandil, DE Spencer
Southern Economic Journal, 1042-1057, 1992
221992
Interpreting the Cyclical Behavior of the Price Level in the US
DE Spencer
Southern Economic Journal, 95-105, 1996
211996
Testing the Specification of Economic Learning Equations
JF Chizmar, DE Spencer
The Journal of Economic Education 11 (2), 45-49, 1980
211980
The St. Louis equation and reverse causation: the evidence reexamined
YP Mehra, DE Spencer
Southern Economic Journal, 1104-1120, 1979
201979
Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions
KL Phillips, DE Spencer
Journal of Macroeconomics 33 (4), 582-594, 2011
142011
Assessing the validity of the standardized cumulative prediction error and alternative test statistics
I Karafiath, DE Spencer
Massachusetts Institute of Technology Boston, MA Working Paper, 1988
81988
Output gap uncertainty and monetary policy during the 1970s
DE Spencer
Contributions in Macroeconomics 4 (1), 20121015, 2004
52004
Price prediction errors and real economic activity
JA Gray, D Spencer
Economic Inquiry 28, 658-681, 1990
41990
Evaluation of Econometric Models
DE Spencer
Southern Economic Journal 48 (3), 841-843, 1982
41982
The Stability of the Demand for Money: Evidence from the Post-1973 Period: A Reply
GS Laumas, D Spencer
The Review of Economics and Statistics 64 (2), 358-69, 1982
31982
The system can't perform the operation now. Try again later.
Articles 1–20