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 28
A New Application of Taylor Rules: Model Evaluation 0 0 0 3 0 0 1 20
A New Application of Taylor Rules: Model Evaluation 0 0 0 381 0 0 0 1,250
A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE 0 0 0 4 0 0 1 23
A Search-Theoretic Model of the Term Premium 0 0 0 1 0 1 4 33
Agency Costs and Investment Behavior 0 0 0 142 0 0 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 2 9
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 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 1 1 1 348
Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models 0 0 0 0 0 1 2 154
Risk Shocks and Housing Markets 0 0 1 1 0 0 1 12
Risk Shocks and Housing Markets 0 0 0 94 0 0 0 289
Risk Shocks and Housing Markets 0 0 0 4 0 0 0 53
Some Fiscal Implications of Monetary Policy 0 0 0 1 0 0 1 17
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 1 2 0 0 1 13
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 268 1 1 2 873
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 1 1 2 415
The Response of Term Rates to Monetary Policy Uncertainty 1 1 1 5 1 1 2 34
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 0 35
Time-Varying Uncertainty and the Credit Channel 0 0 0 100 0 0 0 441
Time-Varying Uncertainty and the Credit Channel 0 0 1 6 0 0 1 24
Time-Varying Uncertainty and the Credit Channel 0 0 0 1 0 0 0 15
Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs 0 0 0 29 0 0 0 44
Total Working Papers 1 1 4 1,252 5 8 25 6,360


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 1 1 1 142
A search-theoretic model of the term premium 0 0 0 18 0 0 0 88
Calibration and Real Business Cycle Models: An Unorthodox Experiment 0 0 0 119 0 2 2 294
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 1 1 15 0 1 1 47
Crash states and the equity premium: Solving one puzzle raises another 0 0 0 23 1 1 2 89
Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money 0 0 0 0 1 1 2 217
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 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 0 0 1 26 0 0 2 110
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 1 1 30 1 3 3 101
Risk shocks with time-varying higher moments 0 1 1 17 0 2 3 56
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 0 1 2 64 0 2 5 148
Taking the Monetary Implications of a Monetary Model Seriously 0 0 0 6 0 0 0 42
Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles 0 0 0 12 1 1 1 49
The Limits of Business Cycle Research: Assessing the Real Business Cycle Model 0 0 0 0 0 23 29 716
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 150 0 0 5 578
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 1 1 1 226
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 1 187 0 0 1 509
The term structure of interest rates within a production economy: A parametric example 0 0 0 8 1 1 1 56
Time-Varying Technological Uncertainty and Asset Prices 0 0 0 6 0 0 0 152
Total Journal Articles 0 4 7 981 7 39 59 5,257


Statistics updated 2025-02-05