Details about Kevin Salyer
Access statistics for papers by Kevin Salyer.
Last updated 2013-04-11. Update your information in the RePEc Author Service.
Short-id: psa37
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Working Papers
2010
- Malthus to Modernity: England’s First Fertility Transition, 1760-1800
Working Papers, University of California, Davis, Department of Economics View citations (8)
- Risk Shocks and Housing Markets
Working Papers, University of California at Davis, Department of Economics 
Also in Economics Series, Institute for Advanced Studies (2010) View citations (1) Working Papers, University of California, Davis, Department of Economics  2010 Meeting Papers, Society for Economic Dynamics (2010)  Working Papers, University of California, Davis, Department of Economics (2010)
2006
- Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models
Computing in Economics and Finance 2006, Society for Computational Economics
- Time-Varying Uncertainty and the Credit Channel
Working Papers, University of California at Davis, Department of Economics 
Also in Working Papers, University of California, Davis, Department of Economics (2006)  Economics Series, Institute for Advanced Studies (2002)  Working Papers, University of California at Davis, Department of Economics (2002)  Computing in Economics and Finance 2002, Society for Computational Economics (2002) View citations (3) Working Papers, University of California, Davis, Department of Economics (2004) View citations (4)
See also Journal Article in Bulletin of Economic Research (2008)
2005
- A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models
Working Papers, University of California, Davis, Department of Economics View citations (2)
Also in Working Papers, University of California at Davis, Department of Economics (2005) View citations (2)
See also Journal Article in Journal of Economic Dynamics and Control (2010)
- Agency Costs and Investment Behavior
Economics Series, Institute for Advanced Studies
- Macroeconomic Priorities and Crash States
Working Papers, University of California at Davis, Department of Economics 
Also in Working Papers, University of California, Davis, Department of Economics (2005) 
See also Journal Article in Economics Letters (2007)
2003
- A New Application of Taylor Rules: Model Evaluation
Working Papers, University of California, Davis, Department of Economics 
Also in Working Papers, University of California at Davis, Department of Economics (2000)  Department of Economics, California Davis - Department of Economics
- Calibration and the Volatility of Labor: A Cautionary Note
Working Papers, University of California, Davis, Department of Economics 
Also in Department of Economics, California Davis - Department of Economics  Working Papers, University of California at Davis, Department of Economics (2001) 
See also Journal Article in Economics Letters (2002)
- Some Fiscal Implications of Monetary Policy
Working Papers, University of California, Davis, Department of Economics 
Also in Working Papers, University of California at Davis, Department of Economics (2001) View citations (3)
See also Journal Article in Bulletin of Economic Research (2003)
- TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES
Working Papers, University of California, Davis, Department of Economics 
Also in Department of Economics, California Davis - Department of Economics View citations (3)
See also Journal Article in Review of Political Economy (1998)
- The Response of Term Rates to Monetary Policy Uncertainty
Working Papers, University of California, Davis, Department of Economics View citations (2)
Also in Working Papers, University of California at Davis, Department of Economics (2001) View citations (2) Department of Economics, California Davis - Department of Economics View citations (4)
See also Journal Article in Review of Economic Dynamics (2003)
1993
- Calibration and Real Business Cycle Models: Two Unorthodox Tests
Working Papers, California Davis - Institute of Governmental Affairs
- 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
- Modeling Liquidity: Implications for The Term Structure of Nominal Interest Rates
Working Papers, California Davis - Institute of Governmental Affairs
- Monetary Policy, Risk Premia and Interest Rates
Working Papers, California Davis - Institute of Governmental Affairs View citations (1)
Journal Articles
2011
- Rationale Erklärungen für Immobilienpreis‐Bubbles: Die Auswirkungen von Risikoschocks auf die Wohnimmobilienpreisvolatilität und die Volatilität von Investitionen in Wohnimmobilien
Perspektiven der Wirtschaftspolitik, 2011, 12, (2), 151-169 View citations (1)
2010
- A new algorithm for solving dynamic stochastic macroeconomic models
Journal of Economic Dynamics and Control, 2010, 34, (3), 388-403 
See also Working Paper (2005)
2008
- TIME-VARYING UNCERTAINTY AND THE CREDIT CHANNEL
Bulletin of Economic Research, 2008, 60, (4), 375-403 View citations (4)
See also Working Paper (2006)
2007
- Macroeconomic priorities and crash states
Economics Letters, 2007, 94, (1), 64-70 View citations (5)
See also Working Paper (2005)
- Taking the Monetary Implications of a Monetary Model Seriously
Economics Bulletin, 2007, 5, (21), 1-7 View citations (2)
2003
- Some Fiscal Implications of Monetary Policy
Bulletin of Economic Research, 2003, 55, (1), 21-36 View citations (2)
See also Working Paper (2003)
- The Response of Term Rates to Monetary Policy Uncertainty
Review of Economic Dynamics, 2003, 6, (4), 941-962 View citations (10)
See also Working Paper (2003)
2002
- Calibration and the volatility of labor: a cautionary note
Economics Letters, 2002, 77, (2), 265-269 View citations (1)
See also Working Paper (2003)
2001
- A Note on Modelling Money Demand in Growing Economies
Bulletin of Economic Research, 2001, 53, (1), 53-60
1998
- Crash states and the equity premium: Solving one puzzle raises another
Journal of Economic Dynamics and Control, 1998, 22, (6), 955-965 View citations (4)
- Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies
Journal of Monetary Economics, 1998, 42, (3), 511-523 View citations (15)
- Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles
Review of Political Economy, 1998, 10, (3), 299-327 View citations (1)
See also Working Paper (2003)
1997
- Calibration and Real Business Cycle Models: An Unorthodox Experiment
Journal of Macroeconomics, 1997, 19, (1), 1-17 View citations (3)
- The Limits of Business Cycle Research: Assessing the Real Business Cycle Model
Oxford Review of Economic Policy, 1997, 13, (3), 34-54 View citations (5)
1996
- 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
- Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution
Economic Inquiry, 1995, 33, (4), 672-91 View citations (1)
See also Working Paper (1993)
- The macroeconomics of self-fulfilling prophecies A review essay
Journal of Monetary Economics, 1995, 35, (1), 215-242 View citations (9)
1994
- The term structure of interest rates within a production economy: A parametric example
Journal of Macroeconomics, 1994, 16, (4), 729-734
1993
- Time-Varying Technological Uncertainty and Asset Prices
Canadian Journal of Economics, 1993, 26, (2), 392-416 View citations (4)
1991
- The Timing of Markets and Monetary Transfers in Cash-in-Advance Economies
Economic Inquiry, 1991, 29, (4), 762-73 View citations (2)
1990
- 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 View citations (1)
1989
- Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money
Economic Inquiry, 1989, 27, (3), 387-409
1988
- Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note
Review of Economic Studies, 1988, 55, (4), 667-68
- 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 (1)
- Risk aversion and stock price volatility when dividends are difference stationary
Economics Letters, 1988, 28, (3), 255-258
- The characterization of savings under uncertainty: The case of serially correlated returns
Economics Letters, 1988, 26, (1), 21-27
1987
- The Effects of Inflation-Induced Tax Increases on Stock and Housing Prices
Scandinavian Journal of Economics, 1987, 89, (4), 421-34 View citations (1)
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