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 2 17 46
A New Application of Taylor Rules: Model Evaluation 0 0 0 3 0 4 11 31
A New Application of Taylor Rules: Model Evaluation 0 0 0 381 0 2 9 1,259
A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE 0 0 0 4 1 3 9 33
A Search-Theoretic Model of the Term Premium 0 0 0 1 1 3 15 49
Agency Costs and Investment Behavior 0 0 0 142 1 5 13 541
Calibration and Real Business Cycle Models: Two Unorthodox Tests 0 0 0 1 0 2 7 510
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 52 0 2 11 305
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 1 0 6 16 25
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 4 6 277
Macroeconomic Priorities and Crash States 0 0 0 0 0 4 15 36
Modeling Liquidity: Implications for The Term Structure of Nominal Interest Rates 0 0 0 0 0 2 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 1 4 18 173
Risk Shocks and Housing Markets 0 0 0 4 0 4 12 65
Risk Shocks and Housing Markets 0 0 0 1 0 3 8 20
Risk Shocks and Housing Markets 0 0 0 94 1 3 11 300
Some Fiscal Implications of Monetary Policy 0 0 0 1 0 3 10 28
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 2 1 7 11 26
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 1 4 9 424
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 0 10 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 4 14 49
Time-Varying Uncertainty and the Credit Channel 0 0 0 1 1 4 7 22
Time-Varying Uncertainty and the Credit Channel 0 0 0 100 1 3 9 450
Time-Varying Uncertainty and the Credit Channel 0 0 0 6 4 7 26 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 13 99 318 6,690

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 1 6 22 164
A search-theoretic model of the term premium 0 0 0 18 0 2 13 101
Calibration and Real Business Cycle Models: An Unorthodox Experiment 0 0 0 120 0 2 10 305
Calibration and the volatility of labor: a cautionary note 0 0 0 9 0 1 8 69
Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note 0 0 0 15 0 3 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 1 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 2 4 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 5 15 73
Some Fiscal Implications of Monetary Policy 0 0 0 36 0 2 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 0 2 14 162
Taking the Monetary Implications of a Monetary Model Seriously 0 0 0 6 0 4 12 54
Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles 0 0 0 12 0 4 9 60
The Limits of Business Cycle Research: Assessing the Real Business Cycle Model 0 0 0 0 2 6 28 746
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 2 4 10 590
The Term Structure and Time Series Properties of Nominal Interest Rates: Implications from Theory 0 0 0 60 1 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 1 1 4 38
The macroeconomics of self-fulfilling prophecies A review essay 0 0 1 188 1 5 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 11 60 292 5,579

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04