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 0 1 2 27
A New Application of Taylor Rules: Model Evaluation 0 0 0 381 0 0 0 1,250
A New Application of Taylor Rules: Model Evaluation 0 0 0 3 0 0 1 20
A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE 0 0 0 4 0 0 0 22
A Search-Theoretic Model of the Term Premium 0 0 0 1 0 0 4 32
Agency Costs and Investment Behavior 0 0 0 142 0 1 1 528
Calibration and Real Business Cycle Models: Two Unorthodox Tests 0 0 0 1 0 0 0 502
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 52 0 0 0 294
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 1 1 1 1 8
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 0 2 271
Macroeconomic Priorities and Crash States 0 0 0 0 0 0 0 20
Modeling Liquidity: Implications for The Term Structure of Nominal Interest Rates 0 0 0 0 0 0 1 413
Monetary Policy, Risk Premia and Interest Rates 0 0 0 0 0 0 0 347
Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models 0 0 0 0 0 0 1 153
Risk Shocks and Housing Markets 0 0 0 4 0 0 1 53
Risk Shocks and Housing Markets 0 0 0 94 0 0 0 289
Risk Shocks and Housing Markets 0 1 1 1 0 1 1 12
Some Fiscal Implications of Monetary Policy 0 0 0 1 0 1 1 17
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 1 0 0 0 12
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 268 0 0 0 871
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 0 0 1 414
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 4 0 0 2 33
Time Varying Uncertainty and the Credit Channel 0 0 0 0 0 0 0 202
Time-Varying Risk Shocks and the Zero Lower Bound 0 0 0 30 0 0 1 35
Time-Varying Uncertainty and the Credit Channel 0 1 1 6 0 1 1 24
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 0 0 1 441
Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs 0 0 0 29 0 0 0 44
Total Working Papers 0 2 2 1,250 1 6 22 6,349

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 0 158
A new algorithm for solving dynamic stochastic macroeconomic models 0 0 0 30 0 0 1 141
A search-theoretic model of the term premium 0 0 0 18 0 0 1 88
Calibration and Real Business Cycle Models: An Unorthodox Experiment 0 0 1 119 0 0 2 292
Calibration and the volatility of labor: a cautionary note 0 0 0 9 0 0 0 60
Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note 0 0 0 14 0 0 0 46
Crash states and the equity premium: Solving one puzzle raises another 0 0 0 23 0 0 0 87
Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money 0 0 0 0 0 0 0 215
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 0 1 199
Interpreting a stochastic monetary growth model as a modified social planner's problem 0 0 0 51 0 0 0 186
Macroeconomic priorities and crash states 0 0 0 24 0 0 0 108
Overlapping Generations and Representative Agent Models of the Equity Premia: Implications from a Growing Economy 0 0 0 17 0 0 0 196
Rationale Erklärungen für Immobilienpreis‐Bubbles: Die Auswirkungen von Risikoschocks auf die Wohnimmobilienpreisvolatilität und die Volatilität von Investitionen in Wohnimmobilien 1 1 2 26 1 1 3 110
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 0 29 0 0 0 98
Risk shocks with time-varying higher moments 0 0 0 16 0 1 2 54
Some Fiscal Implications of Monetary Policy 0 0 0 36 0 0 0 249
Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies 0 0 0 49 0 0 0 155
TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL 1 1 1 63 1 2 4 146
Taking the Monetary Implications of a Monetary Model Seriously 0 0 0 6 0 0 2 42
Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles 0 0 0 12 0 0 0 48
The Limits of Business Cycle Research: Assessing the Real Business Cycle Model 0 0 0 0 0 1 14 693
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 150 0 2 8 578
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 0 1 225
The characterization of savings under uncertainty: The case of serially correlated returns 0 0 0 10 0 0 0 33
The macroeconomics of self-fulfilling prophecies A review essay 0 0 2 187 0 0 3 509
The term structure of interest rates within a production economy: A parametric example 0 0 0 8 0 0 0 55
Time-Varying Technological Uncertainty and Asset Prices 0 0 0 6 0 0 0 152
Total Journal Articles 2 2 6 977 2 7 42 5,216

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Statistics updated 2024-09-04