Access Statistics for Kevin Salyer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models 0 0 1 4 0 1 17 46
A New Application of Taylor Rules: Model Evaluation 0 0 0 381 1 2 10 1,260
A New Application of Taylor Rules: Model Evaluation 0 0 0 3 0 2 11 31
A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE 0 0 0 4 0 3 9 33
A Search-Theoretic Model of the Term Premium 0 0 0 1 0 2 15 49
Agency Costs and Investment Behavior 0 0 0 142 0 4 13 541
Calibration and Real Business Cycle Models: Two Unorthodox Tests 0 0 0 1 0 1 7 510
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 52 1 2 12 306
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 1 0 5 16 25
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 3 6 277
Macroeconomic Priorities and Crash States 0 0 0 0 0 3 14 36
Modeling Liquidity: Implications for The Term Structure of Nominal Interest Rates 0 0 0 0 0 0 4 417
Monetary Policy, Risk Premia and Interest Rates 0 0 0 0 0 1 5 353
Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models 0 0 0 0 0 3 18 173
Risk Shocks and Housing Markets 0 0 0 94 0 3 11 300
Risk Shocks and Housing Markets 0 0 0 1 0 2 8 20
Risk Shocks and Housing Markets 0 0 0 4 0 3 12 65
Some Fiscal Implications of Monetary Policy 0 0 0 1 0 3 9 28
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 268 0 0 3 878
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 2 0 4 11 26
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 0 3 9 424
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 0 9 26 60
Time Varying Uncertainty and the Credit Channel 0 0 0 0 0 3 13 216
Time-Varying Risk Shocks and the Zero Lower Bound 0 0 0 30 0 2 14 49
Time-Varying Uncertainty and the Credit Channel 0 0 0 1 1 5 8 23
Time-Varying Uncertainty and the Credit Channel 0 0 0 6 0 6 25 50
Time-Varying Uncertainty and the Credit Channel 0 0 0 100 1 3 10 451
Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs 0 0 0 29 0 0 3 47
Total Working Papers 0 0 1 1,253 4 78 319 6,694

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Modelling Money Demand in Growing Economies 0 0 0 0 0 1 2 163
A new algorithm for solving dynamic stochastic macroeconomic models 0 0 0 30 0 3 22 164
A search-theoretic model of the term premium 0 0 0 18 0 1 12 101
Calibration and Real Business Cycle Models: An Unorthodox Experiment 0 0 0 120 0 1 10 305
Calibration and the volatility of labor: a cautionary note 0 0 0 9 0 1 7 69
Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note 0 0 0 15 0 1 8 57
Crash states and the equity premium: Solving one puzzle raises another 0 0 0 23 0 0 4 93
Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money 0 0 0 0 0 0 8 226
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 0 4 203
Interpreting a stochastic monetary growth model as a modified social planner's problem 0 0 0 51 0 0 6 192
Macroeconomic priorities and crash states 0 0 0 24 0 2 25 133
Overlapping Generations and Representative Agent Models of the Equity Premia: Implications from a Growing Economy 0 0 0 17 0 1 8 209
Rationale Erklärungen für Immobilienpreis‐Bubbles: Die Auswirkungen von Risikoschocks auf die Wohnimmobilienpreisvolatilität und die Volatilität von Investitionen in Wohnimmobilien 0 0 0 26 0 1 12 122
Risk aversion and stock price volatility when dividends are difference stationary 0 0 0 14 0 0 3 41
Risk shocks and housing supply: A quantitative analysis 0 0 0 30 0 0 16 120
Risk shocks with time-varying higher moments 0 0 1 18 1 6 16 74
Some Fiscal Implications of Monetary Policy 0 0 0 36 0 1 4 254
Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies 0 0 0 50 0 0 4 161
TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL 0 0 0 64 1 3 15 163
Taking the Monetary Implications of a Monetary Model Seriously 0 0 0 6 1 4 13 55
Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles 0 0 0 12 1 5 10 61
The Limits of Business Cycle Research: Assessing the Real Business Cycle Model 0 0 0 0 0 3 28 746
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 1 4 11 591
The Term Structure and Time Series Properties of Nominal Interest Rates: Implications from Theory 0 0 0 60 0 2 6 261
The Timing of Markets and Monetary Transfers in Cash-in-Advance Economies 0 0 0 0 0 1 8 234
The characterization of savings under uncertainty: The case of serially correlated returns 0 0 0 10 0 1 4 38
The macroeconomics of self-fulfilling prophecies A review essay 0 0 1 188 0 3 13 524
The term structure of interest rates within a production economy: A parametric example 0 0 0 8 0 1 8 64
Time-Varying Technological Uncertainty and Asset Prices 0 0 0 6 0 1 8 160
Total Journal Articles 0 0 3 986 5 47 295 5,584

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Statistics updated 2026-07-10