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 0 3 1 2 4 31
A New Application of Taylor Rules: Model Evaluation 0 0 0 3 2 2 2 22
A New Application of Taylor Rules: Model Evaluation 0 0 0 381 1 1 1 1,251
A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE 0 0 0 4 1 1 2 25
A Search-Theoretic Model of the Term Premium 0 0 0 1 1 1 3 35
Agency Costs and Investment Behavior 0 0 0 142 1 1 1 529
Calibration and Real Business Cycle Models: Two Unorthodox Tests 0 0 0 1 0 1 2 504
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 1 0 1 2 10
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 52 0 0 0 294
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 0 0 271
Macroeconomic Priorities and Crash States 0 0 0 0 0 0 2 22
Modeling Liquidity: Implications for The Term Structure of Nominal Interest Rates 0 0 0 0 0 0 0 413
Monetary Policy, Risk Premia and Interest Rates 0 0 0 0 0 0 1 348
Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models 0 0 0 0 0 1 3 156
Risk Shocks and Housing Markets 0 0 0 4 0 0 0 53
Risk Shocks and Housing Markets 0 0 0 94 0 0 0 289
Risk Shocks and Housing Markets 0 0 0 1 1 2 2 14
Some Fiscal Implications of Monetary Policy 0 0 0 1 0 0 2 19
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 268 0 0 3 875
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 2 0 0 2 15
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 5 1 1 2 35
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 0 0 1 415
Time Varying Uncertainty and the Credit Channel 0 0 0 0 0 0 1 203
Time-Varying Risk Shocks and the Zero Lower Bound 0 0 0 30 0 0 0 35
Time-Varying Uncertainty and the Credit Channel 0 0 0 1 0 0 0 15
Time-Varying Uncertainty and the Credit Channel 0 0 0 100 1 1 2 443
Time-Varying Uncertainty and the Credit Channel 0 0 0 6 1 1 3 27
Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs 0 0 0 29 0 0 0 44
Total Working Papers 0 0 1 1,252 11 16 41 6,393

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 4 162
A new algorithm for solving dynamic stochastic macroeconomic models 0 0 0 30 0 1 3 144
A search-theoretic model of the term premium 0 0 0 18 1 1 2 90
Calibration and Real Business Cycle Models: An Unorthodox Experiment 0 0 1 120 0 1 4 296
Calibration and the volatility of labor: a cautionary note 0 0 0 9 2 2 4 64
Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note 0 0 1 15 0 0 5 51
Crash states and the equity premium: Solving one puzzle raises another 0 0 0 23 0 0 2 90
Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money 0 0 0 0 0 1 4 220
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 0 0 199
Interpreting a stochastic monetary growth model as a modified social planner's problem 0 0 0 51 0 0 1 187
Macroeconomic priorities and crash states 0 0 0 24 1 3 3 111
Overlapping Generations and Representative Agent Models of the Equity Premia: Implications from a Growing Economy 0 0 0 17 0 0 6 202
Rationale Erklärungen für Immobilienpreis‐Bubbles: Die Auswirkungen von Risikoschocks auf die Wohnimmobilienpreisvolatilität und die Volatilität von Investitionen in Wohnimmobilien 0 0 0 26 1 1 1 111
Risk aversion and stock price volatility when dividends are difference stationary 0 0 0 14 0 0 0 38
Risk shocks and housing supply: A quantitative analysis 0 0 1 30 0 0 8 106
Risk shocks with time-varying higher moments 0 1 2 18 1 3 7 61
Some Fiscal Implications of Monetary Policy 0 0 0 36 0 0 1 250
Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies 0 0 1 50 0 0 3 158
TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL 0 0 1 64 2 4 6 152
Taking the Monetary Implications of a Monetary Model Seriously 0 0 0 6 2 2 2 44
Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles 0 0 0 12 0 0 4 52
The Limits of Business Cycle Research: Assessing the Real Business Cycle Model 0 0 0 0 0 0 25 718
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 1 1 4 582
The Term Structure and Time Series Properties of Nominal Interest Rates: Implications from Theory 0 0 0 60 0 0 0 255
The Timing of Markets and Monetary Transfers in Cash-in-Advance Economies 0 0 0 0 0 1 2 227
The characterization of savings under uncertainty: The case of serially correlated returns 0 0 0 10 0 0 1 34
The macroeconomics of self-fulfilling prophecies A review essay 0 0 0 187 0 1 4 513
The term structure of interest rates within a production economy: A parametric example 0 0 0 8 0 1 2 57
Time-Varying Technological Uncertainty and Asset Prices 0 0 0 6 0 1 2 154
Total Journal Articles 0 1 8 985 11 25 110 5,328

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Statistics updated 2025-11-08