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 0 17 46
A New Application of Taylor Rules: Model Evaluation 0 0 0 381 0 1 10 1,260
A New Application of Taylor Rules: Model Evaluation 0 0 0 3 0 0 11 31
A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE 0 0 0 4 0 1 9 33
A Search-Theoretic Model of the Term Premium 0 0 0 1 0 1 15 49
Agency Costs and Investment Behavior 0 0 0 142 0 1 13 541
Calibration and Real Business Cycle Models: Two Unorthodox Tests 0 0 0 1 0 0 7 510
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 1 0 0 16 25
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 52 0 1 12 306
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 0 6 277
Macroeconomic Priorities and Crash States 0 0 0 0 0 0 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 0 5 353
Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models 0 0 0 0 0 1 18 173
Risk Shocks and Housing Markets 0 0 0 94 0 1 11 300
Risk Shocks and Housing Markets 0 0 0 4 0 0 12 65
Risk Shocks and Housing Markets 0 0 0 1 0 0 8 20
Some Fiscal Implications of Monetary Policy 0 0 0 1 0 0 9 28
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 2 1 2 12 27
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 268 0 0 3 878
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 0 1 9 424
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 1 1 27 61
Time Varying Uncertainty and the Credit Channel 0 0 0 0 0 0 13 216
Time-Varying Risk Shocks and the Zero Lower Bound 0 0 0 30 2 2 16 51
Time-Varying Uncertainty and the Credit Channel 0 0 0 100 0 2 9 451
Time-Varying Uncertainty and the Credit Channel 0 0 0 1 0 2 8 23
Time-Varying Uncertainty and the Credit Channel 0 0 0 6 0 4 24 50
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 21 321 6,698

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 2 163
A new algorithm for solving dynamic stochastic macroeconomic models 0 0 0 30 0 1 21 164
A search-theoretic model of the term premium 0 0 0 18 0 0 12 101
Calibration and Real Business Cycle Models: An Unorthodox Experiment 0 0 0 120 0 0 10 305
Calibration and the volatility of labor: a cautionary note 0 0 0 9 1 1 8 70
Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note 0 0 0 15 0 0 6 57
Crash states and the equity premium: Solving one puzzle raises another 0 0 0 23 0 0 3 93
Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money 0 0 0 0 0 0 7 226
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 5 192
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 1 1 8 210
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 13 123
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 14 120
Risk shocks with time-varying higher moments 0 0 1 18 0 2 16 74
Some Fiscal Implications of Monetary Policy 0 0 0 36 0 0 4 254
Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies 1 1 1 51 2 2 5 163
TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL 0 0 0 64 1 2 16 164
Taking the Monetary Implications of a Monetary Model Seriously 0 0 0 6 0 1 13 55
Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles 0 0 0 12 0 1 9 61
The Limits of Business Cycle Research: Assessing the Real Business Cycle Model 0 0 0 0 1 3 29 747
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 151 0 3 10 591
The Term Structure and Time Series Properties of Nominal Interest Rates: Implications from Theory 0 0 0 60 0 1 6 261
The Timing of Markets and Monetary Transfers in Cash-in-Advance Economies 0 0 0 0 0 0 8 234
The characterization of savings under uncertainty: The case of serially correlated returns 0 0 0 10 1 2 5 39
The macroeconomics of self-fulfilling prophecies A review essay 1 1 2 189 2 3 14 526
The term structure of interest rates within a production economy: A parametric example 0 0 0 8 0 0 8 64
Time-Varying Technological Uncertainty and Asset Prices 0 0 0 6 0 0 7 160
Total Journal Articles 2 2 4 988 10 26 291 5,594

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Statistics updated 2026-08-07