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Details about Kevin Salyer

E-mail:
Homepage:http://www.econ.ucdavis.edu/faculty/kdsalyer/index.html
Postal address:Kevin D. Salyer One Shields Avenue Department of Economics University of California Davis, CA 95616
Workplace:Economics Department, University of California-Davis, (more information at EDIRC)

Access statistics for papers by Kevin Salyer.

Last updated 2008-01-03. Update your information in the RePEc Author Service.

Short-id: psa37


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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

2005

  1. Agency Costs and Investment Behavior
    Economics Series, Institute for Advanced Studies Downloads

2002

  1. Time Varying Uncertainty and the Credit Channel
    Computing in Economics and Finance 2002, Society for Computational Economics View citations
    Also in
    Economics Series, Institute for Advanced Studies (2002) Downloads

1993

  1. Calibration and Real Business Cycle Models: Two Unorthodox Tests
    Working Papers, California Davis - Institute of Governmental Affairs
  2. 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

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

Undated

  1. A New Application of Taylor Rules: Model Evaluation
    Department of Economics, California Davis - Department of Economics Downloads
  2. Calibration and the Volatility of Labor: A Cautionary Note
    Department of Economics, California Davis - Department of Economics Downloads
    See Also Journal Article in Economics Letters (2002)
  3. TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES
    Department of Economics, California Davis - Department of Economics Downloads View citations
  4. The Response of Term Rates to Monetary Policy Uncertainty
    Department of Economics, California Davis - Department of Economics Downloads View citations
    See Also Journal Article in Review of Economic Dynamics (2003)

Journal Articles

2007

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

2003

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

2002

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

2001

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

1998

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

1997

  1. 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

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

1995

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

1993

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

1991

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

1990

  1. 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 Downloads

1989

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

1988

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

1987

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