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 4 5 8 35
A New Application of Taylor Rules: Model Evaluation 0 0 0 381 0 1 1 1,251
A New Application of Taylor Rules: Model Evaluation 0 0 0 3 2 4 4 24
A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE 0 0 0 4 0 1 2 25
A Search-Theoretic Model of the Term Premium 0 0 0 1 0 1 3 35
Agency Costs and Investment Behavior 0 0 0 142 0 1 1 529
Calibration and Real Business Cycle Models: Two Unorthodox Tests 0 0 0 1 1 2 3 505
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 1 0 1 2 10
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 52 1 1 1 295
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 2 2 2 273
Macroeconomic Priorities and Crash States 0 0 0 0 0 0 2 22
Modeling Liquidity: Implications for The Term Structure of Nominal Interest Rates 0 0 0 0 0 0 0 413
Monetary Policy, Risk Premia and Interest Rates 0 0 0 0 2 2 3 350
Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models 0 0 0 0 0 1 2 156
Risk Shocks and Housing Markets 0 0 0 4 1 1 1 54
Risk Shocks and Housing Markets 0 0 0 1 0 1 2 14
Risk Shocks and Housing Markets 0 0 0 94 1 1 1 290
Some Fiscal Implications of Monetary Policy 0 0 0 1 0 0 2 19
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 2 0 0 2 15
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 268 0 0 3 875
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 1 1 2 416
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 5 0 1 2 35
Time Varying Uncertainty and the Credit Channel 0 0 0 0 2 2 3 205
Time-Varying Risk Shocks and the Zero Lower Bound 0 0 0 30 4 4 4 39
Time-Varying Uncertainty and the Credit Channel 0 0 0 100 1 2 3 444
Time-Varying Uncertainty and the Credit Channel 0 0 0 6 1 2 4 28
Time-Varying Uncertainty and the Credit Channel 0 0 0 1 2 2 2 17
Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs 0 0 0 29 0 0 0 44
Total Working Papers 0 0 1 1,252 25 39 65 6,418

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 4 162
A new algorithm for solving dynamic stochastic macroeconomic models 0 0 0 30 1 2 4 145
A search-theoretic model of the term premium 0 0 0 18 2 3 4 92
Calibration and Real Business Cycle Models: An Unorthodox Experiment 0 0 1 120 1 2 5 297
Calibration and the volatility of labor: a cautionary note 0 0 0 9 1 3 5 65
Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note 0 0 1 15 0 0 5 51
Crash states and the equity premium: Solving one puzzle raises another 0 0 0 23 1 1 3 91
Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money 0 0 0 0 0 1 4 220
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 2 2 3 189
Macroeconomic priorities and crash states 0 0 0 24 1 3 4 112
Overlapping Generations and Representative Agent Models of the Equity Premia: Implications from a Growing Economy 0 0 0 17 1 1 7 203
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 1 111
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 30 0 0 7 106
Risk shocks with time-varying higher moments 0 0 1 18 0 1 6 61
Some Fiscal Implications of Monetary Policy 0 0 0 36 0 0 1 250
Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies 0 0 1 50 1 1 4 159
TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL 0 0 0 64 0 2 4 152
Taking the Monetary Implications of a Monetary Model Seriously 0 0 0 6 1 3 3 45
Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles 0 0 0 12 0 0 4 52
The Limits of Business Cycle Research: Assessing the Real Business Cycle Model 0 0 0 0 3 3 26 721
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 0 1 4 582
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 2 3 228
The characterization of savings under uncertainty: The case of serially correlated returns 0 0 0 10 1 1 2 35
The macroeconomics of self-fulfilling prophecies A review essay 0 0 0 187 0 0 4 513
The term structure of interest rates within a production economy: A parametric example 0 0 0 8 0 1 2 57
Time-Varying Technological Uncertainty and Asset Prices 0 0 0 6 0 0 2 154
Total Journal Articles 0 0 5 985 17 35 121 5,345

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

Statistics updated 2025-12-06