Details about Kevin Salyer

Access statistics for papers by Kevin Salyer.

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Short-id: psa37

Working Papers

2010

1. Malthus to Modernity: England’s First Fertility Transition, 1760-1800
   Working Papers, University of California, Davis, Department of Economics View citations (8)
2. 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

3. Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models
   Computing in Economics and Finance 2006, Society for Computational Economics
4. 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

5. 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)
6. Agency Costs and Investment Behavior
   Economics Series, Institute for Advanced Studies
7. 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

8. 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
9. 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)
10. 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)
11. 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)
12. 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

13. Calibration and Real Business Cycle Models: Two Unorthodox Tests
    Working Papers, California Davis - Institute of Governmental Affairs
14. 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

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

Journal Articles

2011

1. 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

2. 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

3. 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

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

2003

6. Some Fiscal Implications of Monetary Policy
   Bulletin of Economic Research, 2003, 55, (1), 21-36 View citations (2)
   See also Working Paper (2003)
7. 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

8. 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

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

1998

10. 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)
11. Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies
    Journal of Monetary Economics, 1998, 42, (3), 511-523 View citations (15)
12. 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

13. Calibration and Real Business Cycle Models: An Unorthodox Experiment
    Journal of Macroeconomics, 1997, 19, (1), 1-17 View citations (3)
14. 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

15. 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

16. 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)
17. The macroeconomics of self-fulfilling prophecies A review essay
    Journal of Monetary Economics, 1995, 35, (1), 215-242 View citations (9)

1994

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

1993

19. Time-Varying Technological Uncertainty and Asset Prices
    Canadian Journal of Economics, 1993, 26, (2), 392-416 View citations (4)

1991

20. The Timing of Markets and Monetary Transfers in Cash-in-Advance Economies
    Economic Inquiry, 1991, 29, (4), 762-73 View citations (2)

1990

21. 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

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

1988

23. Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note
    Review of Economic Studies, 1988, 55, (4), 667-68
24. 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)
25. Risk aversion and stock price volatility when dividends are difference stationary
    Economics Letters, 1988, 28, (3), 255-258
26. The characterization of savings under uncertainty: The case of serially correlated returns
    Economics Letters, 1988, 26, (1), 21-27

1987

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