Details about Kevin Salyer

Access statistics for papers by Kevin Salyer.

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Short-id: psa37

Working Papers

2019

1. Time-Varying Risk Shocks and the Zero Lower Bound
   VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association View citations (1)
2. Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs
   ERES, European Real Estate Society (ERES)

2013

3. A Search-Theoretic Model of the Term Premium
   Working Papers, University of California, Davis, Department of Economics View citations (19)
   See also Journal Article A search-theoretic model of the term premium, Theoretical Economics, Econometric Society (2016) View citations (46) (2016)

2010

4. Risk Shocks and Housing Markets
   2010 Meeting Papers, Society for Economic Dynamics
   Also in Economics Series, Institute for Advanced Studies (2010) View citations (2)
   Working Papers, University of California, Davis, Department of Economics (2010)

2006

5. A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE
   ERES, European Real Estate Society (ERES)
6. Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models
   Computing in Economics and Finance 2006, Society for Computational Economics
7. Time-Varying Uncertainty and the Credit Channel
   Working Papers, University of California, Davis, Department of Economics
   Also in Economics Series, Institute for Advanced Studies (2002)
   Working Papers, University of California, Davis, Department of Economics (2004)
   Computing in Economics and Finance 2002, Society for Computational Economics (2002) View citations (6)
   See also Journal Article TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL, Bulletin of Economic Research, Wiley Blackwell (2008) View citations (21) (2008)

2005

8. A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models
   Working Papers, University of California, Davis, Department of Economics View citations (2)
   See also Journal Article A new algorithm for solving dynamic stochastic macroeconomic models, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (7) (2010)
9. Agency Costs and Investment Behavior
   Economics Series, Institute for Advanced Studies View citations (1)
10. Macroeconomic Priorities and Crash States
    Working Papers, University of California, Davis, Department of Economics
    See also Journal Article Macroeconomic priorities and crash states, Economics Letters, Elsevier (2007) View citations (10) (2007)

2003

11. A New Application of Taylor Rules: Model Evaluation
    Working Papers, University of California, Davis, Department of Economics
    Also in Department of Economics, California Davis - Department of Economics
12. 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
    See also Journal Article Calibration and the volatility of labor: a cautionary note, Economics Letters, Elsevier (2002) View citations (1) (2002)
13. Some Fiscal Implications of Monetary Policy
    Working Papers, University of California, Davis, Department of Economics View citations (1)
    See also Journal Article Some Fiscal Implications of Monetary Policy, Bulletin of Economic Research, Wiley Blackwell (2003) View citations (3) (2003)
14. 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 (2)
    See also Journal Article Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles, Review of Political Economy, Taylor & Francis Journals (1998) View citations (6) (1998)
15. The Response of Term Rates to Monetary Policy Uncertainty
    Working Papers, University of California, Davis, Department of Economics View citations (18)
    Also in Department of Economics, California Davis - Department of Economics View citations (3)
    See also Journal Article The Response of Term Rates to Monetary Policy Uncertainty, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2003) View citations (25) (2003)

1993

16. Calibration and Real Business Cycle Models: Two Unorthodox Tests
    Working Papers, California Davis - Institute of Governmental Affairs
17. Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution
    Working Papers, California Davis - Institute of Governmental Affairs
    See also Journal Article Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution, Economic Inquiry, Western Economic Association International (1995) View citations (3) (1995)

1991

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

Journal Articles

2020

1. Risk shocks with time-varying higher moments
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (2), 20

2016

2. A search-theoretic model of the term premium
   Theoretical Economics, 2016, 11, (3) View citations (46)
   See also Working Paper A Search-Theoretic Model of the Term Premium, Working Papers (2013) View citations (19) (2013)

2014

3. Risk shocks and housing supply: A quantitative analysis
   Journal of Economic Dynamics and Control, 2014, 45, (C), 194-219 View citations (18)

2011

4. 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

5. A new algorithm for solving dynamic stochastic macroeconomic models
   Journal of Economic Dynamics and Control, 2010, 34, (3), 388-403 View citations (7)
   See also Working Paper A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models, Working Papers (2005) View citations (2) (2005)

2008

6. TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL
   Bulletin of Economic Research, 2008, 60, (4), 375-403 View citations (21)
   See also Working Paper Time-Varying Uncertainty and the Credit Channel, Working Papers (2006) (2006)

2007

7. Macroeconomic priorities and crash states
   Economics Letters, 2007, 94, (1), 64-70 View citations (10)
   See also Working Paper Macroeconomic Priorities and Crash States, Working Papers (2005) (2005)
8. Taking the Monetary Implications of a Monetary Model Seriously
   Economics Bulletin, 2007, 5, (21), 1-7 View citations (6)

2003

9. Some Fiscal Implications of Monetary Policy
   Bulletin of Economic Research, 2003, 55, (1), 21-36 View citations (3)
   See also Working Paper Some Fiscal Implications of Monetary Policy, Working Papers (2003) View citations (1) (2003)
10. The Response of Term Rates to Monetary Policy Uncertainty
    Review of Economic Dynamics, 2003, 6, (4), 941-962 View citations (25)
    See also Working Paper The Response of Term Rates to Monetary Policy Uncertainty, Working Papers (2003) View citations (18) (2003)

2002

11. Calibration and the volatility of labor: a cautionary note
    Economics Letters, 2002, 77, (2), 265-269 View citations (1)
    See also Working Paper Calibration and the Volatility of Labor: A Cautionary Note, Working Papers (2003) (2003)

2001

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

1998

13. Crash states and the equity premium: Solving one puzzle raises another
    Journal of Economic Dynamics and Control, 1998, 22, (6), 955-965 View citations (5)
14. Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies
    Journal of Monetary Economics, 1998, 42, (3), 511-523 View citations (18)
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 (6)
    See also Working Paper TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES, Working Papers (2003) (2003)

1997

16. Calibration and Real Business Cycle Models: An Unorthodox Experiment
    Journal of Macroeconomics, 1997, 19, (1), 1-17 View citations (6)
17. The Limits of Business Cycle Research: Assessing the Real Business Cycle Model
    Oxford Review of Economic Policy, 1997, 13, (3), 34-54 View citations (23)

1996

18. 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

19. Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution
    Economic Inquiry, 1995, 33, (4), 672-91 View citations (3)
    See also Working Paper Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution, Working Papers (1993) (1993)
20. The macroeconomics of self-fulfilling prophecies A review essay
    Journal of Monetary Economics, 1995, 35, (1), 215-242 View citations (9)

1994

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

1993

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

1991

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

1990

24. 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 (6)

1989

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

1988

26. Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note
    The Review of Economic Studies, 1988, 55, (4), 667-668
27. 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 (2)
28. Risk aversion and stock price volatility when dividends are difference stationary
    Economics Letters, 1988, 28, (3), 255-258
29. The characterization of savings under uncertainty: The case of serially correlated returns
    Economics Letters, 1988, 26, (1), 21-27