Details about Kevin Salyer

Access statistics for papers by Kevin Salyer.

Last updated 2009-03-26. Update your information in the RePEc Author Service.

Short-id: psa37

Working Papers

2006

1. Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models
   Computing in Economics and Finance 2006, Society for Computational Economics
2. Time-Varying Uncertainty and the Credit Channel
   Working Papers, University of California at Davis, Department of Economics
   Also in Economics Series, Institute for Advanced Studies (2002)
   Computing in Economics and Finance 2002, Society for Computational Economics (2002) View citations

2005

3. A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models
   Working Papers, University of California at Davis, Department of Economics
4. Agency Costs and Investment Behavior
   Economics Series, Institute for Advanced Studies
5. Macroeconomic Priorities and Crash States
   Working Papers, University of California at Davis, Department of Economics
   See also Journal Article in Economics Letters (2007)

2001

6. Calibration and the Volatility of Labor: A Cautionary Note
   Working Papers, University of California at Davis, Department of Economics
   Also in Department of Economics, California Davis - Department of Economics
   See also Journal Article in Economics Letters (2002)
7. Some Fiscal Implications of Monetary Policy
   Working Papers, University of California at Davis, Department of Economics View citations
   See also Journal Article in Bulletin of Economic Research (2003)
8. The Response of Term Rates to Monetary Policy Uncertainty
   Working Papers, University of California at Davis, Department of Economics View citations
   Also in Department of Economics, California Davis - Department of Economics View citations
   See also Journal Article in Review of Economic Dynamics (2003)

2000

9. A New Application of Taylor Rules: Model Evaluation
   Working Papers, University of California at Davis, Department of Economics
   Also in Department of Economics, California Davis - Department of Economics

1993

10. Calibration and Real Business Cycle Models: Two Unorthodox Tests
    Working Papers, California Davis - Institute of Governmental Affairs
11. Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution
    Working Papers, California Davis - Institute of Governmental Affairs
    See also Journal Article in Economic Inquiry (1995)

1991

12. Modeling Liquidity: Implications for The Term Structure of Nominal Interest Rates
    Working Papers, California Davis - Institute of Governmental Affairs
13. Monetary Policy, Risk Premia and Interest Rates
    Working Papers, California Davis - Institute of Governmental Affairs

Undated

14. TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES
    Department of Economics, California Davis - Department of Economics View citations

Journal Articles

2007

1. Macroeconomic priorities and crash states
   Economics Letters, 2007, 94, (1), 64-70 View citations
   See also Working Paper (2005)
2. Taking the Monetary Implications of a Monetary Model Seriously
   Economics Bulletin, 2007, 5, (21), 1-7 View citations

2003

3. Some Fiscal Implications of Monetary Policy
   Bulletin of Economic Research, 2003, 55, (1), 21-36 View citations
   See also Working Paper (2001)
4. The Response of Term Rates to Monetary Policy Uncertainty
   Review of Economic Dynamics, 2003, 6, (4), 941-962 View citations
   See also Working Paper (2001)

2002

5. Calibration and the volatility of labor: a cautionary note
   Economics Letters, 2002, 77, (2), 265-269
   See also Working Paper (2001)

2001

6. A Note on Modelling Money Demand in Growing Economies
   Bulletin of Economic Research, 2001, 53, (1), 53-60

1998

7. Crash states and the equity premium: Solving one puzzle raises another
   Journal of Economic Dynamics and Control, 1998, 22, (6), 955-965 View citations
8. Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies
   Journal of Monetary Economics, 1998, 42, (3), 511-523 View citations

1997

9. Calibration and Real Business Cycle Models: An Unorthodox Experiment
   Journal of Macroeconomics, 1997, 19, (1), 1-17 View citations
10. The Limits of Business Cycle Research: Assessing the Real Business Cycle Model
    Oxford Review of Economic Policy, 1997, 13, (3), 34-54 View citations

1996

11. Interpreting a stochastic monetary growth model as a modified social planner's problem
    Journal of Economic Dynamics and Control, 1996, 20, (4), 681-689

1995

12. Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution
    Economic Inquiry, 1995, 33, (4), 672-91
    See also Working Paper (1993)
13. The macroeconomics of self-fulfilling prophecies A review essay
    Journal of Monetary Economics, 1995, 35, (1), 215-242 View citations

1994

14. The term structure of interest rates within a production economy: A parametric example
    Journal of Macroeconomics, 1994, 16, (4), 729-734 View citations

1993

15. Time-Varying Technological Uncertainty and Asset Prices
    Canadian Journal of Economics, 1993, 26, (2), 392-416 View citations

1991

16. The Timing of Markets and Monetary Transfers in Cash-in-Advance Economies
    Economic Inquiry, 1991, 29, (4), 762-73 View citations

1990

17. The Term Structure and Time Series Properties of Nominal Interest Rates: Implications from Theory
    Journal of Money, Credit and Banking, 1990, 22, (4), 478-90

1989

18. Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money
    Economic Inquiry, 1989, 27, (3), 387-409

1988

19. Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note
    Review of Economic Studies, 1988, 55, (4), 667-68
20. Overlapping Generations and Representative Agent Models of the Equity Premia: Implications from a Growing Economy
    Canadian Journal of Economics, 1988, 21, (3), 565-78 View citations
21. Risk aversion and stock price volatility when dividends are difference stationary
    Economics Letters, 1988, 28, (3), 255-258
22. The characterization of savings under uncertainty: The case of serially correlated returns
    Economics Letters, 1988, 26, (1), 21-27

1987

23. The Effects of Inflation-Induced Tax Increases on Stock and Housing Prices
    Scandinavian Journal of Economics, 1987, 89, (4), 421-34