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 2 2 1 2 9 10
A New Application of Taylor Rules: Model Evaluation 0 0 0 0 2 2 9 10
A New Application of Taylor Rules: Model Evaluation 0 0 1 380 1 1 7 1,245
A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE 0 0 0 4 0 1 3 21
A Search-Theoretic Model of the Term Premium 0 1 1 1 2 3 6 13
Agency Costs and Investment Behavior 0 0 1 141 3 6 15 522
Calibration and Real Business Cycle Models: Two Unorthodox Tests 0 0 0 1 0 0 1 497
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 1 0 1 1 4
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 52 0 0 3 292
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 0 3 269
Macroeconomic Priorities and Crash States 0 0 0 0 3 4 9 13
Modeling Liquidity: Implications for The Term Structure of Nominal Interest Rates 0 0 0 0 1 1 2 411
Monetary Policy, Risk Premia and Interest Rates 0 0 0 0 0 0 4 344
Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models 0 0 0 0 0 0 2 148
Risk Shocks and Housing Markets 0 0 0 0 1 1 4 6
Risk Shocks and Housing Markets 0 0 0 94 2 3 8 282
Risk Shocks and Housing Markets 0 0 0 4 0 0 5 47
Some Fiscal Implications of Monetary Policy 0 0 0 1 0 1 8 10
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 0 0 0 7 9
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 268 0 0 2 866
The Response of Term Rates to Monetary Policy Uncertainty 0 0 2 2 1 2 13 16
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 123 1 1 8 408
Time Varying Uncertainty and the Credit Channel 0 0 0 0 0 0 6 197
Time-Varying Risk Shocks and the Zero Lower Bound 0 0 24 24 0 2 13 13
Time-Varying Uncertainty and the Credit Channel 0 0 0 0 2 2 5 8
Time-Varying Uncertainty and the Credit Channel 0 0 0 0 1 1 10 11
Time-Varying Uncertainty and the Credit Channel 0 0 3 100 1 2 11 438
Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs 0 1 22 22 1 5 24 24
Total Working Papers 0 2 57 1,220 23 41 198 6,134


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 0 0 153
A new algorithm for solving dynamic stochastic macroeconomic models 0 0 0 29 0 0 7 134
A search-theoretic model of the term premium 0 0 0 18 0 2 6 78
Calibration and Real Business Cycle Models: An Unorthodox Experiment 0 0 4 117 0 1 9 283
Calibration and the volatility of labor: a cautionary note 0 0 0 9 0 0 4 59
Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note 0 0 1 13 0 0 2 44
Crash states and the equity premium: Solving one puzzle raises another 0 0 0 23 0 0 6 82
Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money 0 0 0 0 1 1 1 213
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 0 1 196
Interpreting a stochastic monetary growth model as a modified social planner's problem 0 0 0 50 1 1 5 176
Macroeconomic priorities and crash states 0 0 1 24 0 0 6 104
Overlapping Generations and Representative Agent Models of the Equity Premia: Implications from a Growing Economy 0 0 0 14 0 0 2 193
Rationale Erklärungen für Immobilienpreis‐Bubbles: Die Auswirkungen von Risikoschocks auf die Wohnimmobilienpreisvolatilität und die Volatilität von Investitionen in Wohnimmobilien 0 0 0 23 1 2 8 98
Risk aversion and stock price volatility when dividends are difference stationary 0 0 0 14 0 0 1 38
Risk shocks and housing supply: A quantitative analysis 0 0 2 25 0 2 11 81
Risk shocks with time-varying higher moments 0 2 6 6 2 11 17 17
Some Fiscal Implications of Monetary Policy 0 0 0 36 0 0 5 245
Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies 0 0 1 49 0 1 6 152
TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL 0 0 1 58 1 1 6 125
Taking the Monetary Implications of a Monetary Model Seriously 0 0 0 6 0 0 4 34
Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles 0 0 1 12 0 0 3 47
The Limits of Business Cycle Research: Assessing the Real Business Cycle Model 0 0 0 0 0 1 10 636
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 144 2 3 11 544
The Term Structure and Time Series Properties of Nominal Interest Rates: Implications from Theory 0 0 0 59 0 0 0 253
The Timing of Markets and Monetary Transfers in Cash-in-Advance Economies 0 0 0 0 0 1 4 214
The characterization of savings under uncertainty: The case of serially correlated returns 0 0 0 9 0 0 1 32
The macroeconomics of self-fulfilling prophecies A review essay 2 4 4 182 2 4 17 495
The term structure of interest rates within a production economy: A parametric example 0 0 0 8 0 0 1 53
Time-Varying Technological Uncertainty and Asset Prices 0 0 0 6 0 0 1 150
Total Journal Articles 2 6 21 934 10 31 155 4,929


Statistics updated 2020-09-04