Details about Kevin Salyer

Access statistics for papers by Kevin Salyer.

Last updated 2008-01-03. 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

2005

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

2002

3. 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)

1993

4. Calibration and Real Business Cycle Models: Two Unorthodox Tests
   Working Papers, California Davis - Institute of Governmental Affairs
5. 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

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

Undated

8. A New Application of Taylor Rules: Model Evaluation
   Department of Economics, California Davis - Department of Economics
9. Calibration and the Volatility of Labor: A Cautionary Note
   Department of Economics, California Davis - Department of Economics
   See Also Journal Article in Economics Letters (2002)
10. 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
11. The Response of Term Rates to Monetary Policy Uncertainty
    Department of Economics, California Davis - Department of Economics 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 View citations
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
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

2002

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

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. 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

10. 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

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

1993

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

1991

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

1990

15. 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

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

1988

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

1987

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