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 3 8 10 38
A New Application of Taylor Rules: Model Evaluation 0 0 0 3 0 4 4 24
A New Application of Taylor Rules: Model Evaluation 0 0 0 381 2 3 3 1,253
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 2 35
Agency Costs and Investment Behavior 0 0 0 142 3 4 4 532
Calibration and Real Business Cycle Models: Two Unorthodox Tests 0 0 0 1 0 1 3 505
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 1 7 7 9 17
Calibration and the Volatility of Labor: A Cautionary Note 0 0 0 52 2 3 3 297
Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution 0 0 0 0 0 2 2 273
Macroeconomic Priorities and Crash States 0 0 0 0 1 1 3 23
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 0 2 3 350
Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models 0 0 0 0 1 1 3 157
Risk Shocks and Housing Markets 0 0 0 4 3 4 4 57
Risk Shocks and Housing Markets 0 0 0 1 1 2 3 15
Risk Shocks and Housing Markets 0 0 0 94 3 4 4 293
Some Fiscal Implications of Monetary Policy 0 0 0 1 1 1 3 20
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 268 0 0 3 875
TECHNOLOGY SHOCKS OR COLORED NOISE? WHY REAL-BUSINESS-CYCLE MODELS CANNOT EXPLAIN ACTUAL BUSINESS CYCLES 0 0 0 2 1 1 3 16
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 5 2 3 4 37
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 1 2 3 417
Time Varying Uncertainty and the Credit Channel 0 0 0 0 4 6 7 209
Time-Varying Risk Shocks and the Zero Lower Bound 0 0 0 30 1 5 5 40
Time-Varying Uncertainty and the Credit Channel 0 0 0 6 2 4 6 30
Time-Varying Uncertainty and the Credit Channel 0 0 0 1 1 3 3 18
Time-Varying Uncertainty and the Credit Channel 0 0 0 100 0 2 3 444
Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs 0 0 0 29 3 3 3 47
Total Working Papers 0 0 1 1,252 42 78 105 6,460

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 4 162
A new algorithm for solving dynamic stochastic macroeconomic models 0 0 0 30 1 2 5 146
A search-theoretic model of the term premium 0 0 0 18 2 5 6 94
Calibration and Real Business Cycle Models: An Unorthodox Experiment 0 0 1 120 3 4 6 300
Calibration and the volatility of labor: a cautionary note 0 0 0 9 0 3 5 65
Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note 0 0 0 15 0 0 4 51
Crash states and the equity premium: Solving one puzzle raises another 0 0 0 23 0 1 3 91
Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money 0 0 0 0 1 1 5 221
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 2 3 189
Macroeconomic priorities and crash states 0 0 0 24 2 4 6 114
Overlapping Generations and Representative Agent Models of the Equity Premia: Implications from a Growing Economy 0 0 0 17 0 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 4 5 5 115
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 4 4 10 110
Risk shocks with time-varying higher moments 0 0 1 18 1 2 6 62
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 2 5 160
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 0 3 3 45
Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles 0 0 0 12 1 1 5 53
The Limits of Business Cycle Research: Assessing the Real Business Cycle Model 0 0 0 0 14 17 19 735
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 1 2 5 583
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 1 3 228
The characterization of savings under uncertainty: The case of serially correlated returns 0 0 0 10 1 2 3 36
The macroeconomics of self-fulfilling prophecies A review essay 1 1 1 188 1 1 5 514
The term structure of interest rates within a production economy: A parametric example 0 0 0 8 0 0 2 57
Time-Varying Technological Uncertainty and Asset Prices 0 0 0 6 0 0 2 154
Total Journal Articles 1 1 5 986 37 65 132 5,382

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Statistics updated 2026-01-09