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Citations of
Kevin Salyer

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Salyer, Kevin, 2005. "Macroeconomic Priorities and Crash States," Working Papers 05-5, University of California at Davis, Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Philip Jung & Keith Kuester, 2008. "The (un)importance of unemployment fluctuations for welfare," Working Papers 08-31, Federal Reserve Bank of Philadelphia. [Downloadable!]
    2. Robert J. Barro, 2006. "On the Welfare Costs of Consumption Uncertainty," NBER Working Papers 12763, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Robert J. Barro, 2007. "Rare Disasters, Asset Prices, and Welfare Costs," NBER Working Papers 13690, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Kevin D. Salyer & Gabriel Lee, 2002. "Time Varying Uncertainty and the Credit Channel," Computing in Economics and Finance 2002 137, Society for Computational Economics.
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    Cited by:

    1. Covas, Francisco & Den Haan, Wouter, 2007. "The Role of Debt and Equity Finance over the Business Cycle," CEPR Discussion Papers 6145, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    2. Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "Agency Costs and Investment Behavior," Economics Series 182, Institute for Advanced Studies. [Downloadable!]

  3. Salyer, Kevin & Dellas, Harris, 2001. "Some Fiscal Implications of Monetary Policy," Working Papers 02-1, University of California at Davis, Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Jorda, Oscar & Salyer, Kevin, 2001. "The Response of Term Rates to Monetary Policy Uncertainty," Working Papers 01-6, University of California at Davis, Department of Economics. [Downloadable!]
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  4. Oscar Jorda & Kevin Salyer, . "The Response of Term Rates to Monetary Policy Uncertainty," Department of Economics 01-06, California Davis - Department of Economics. [Downloadable!]
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    Cited by:

    1. Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007. "Explaining the US Bond Yield Conundrum," MPRA Paper 2386, University Library of Munich, Germany. [Downloadable!]
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    2. Bianca De Paoli, Alasdair Scott, Olaf Weeken, 2007. "Asset pricing implications for a New Keynesian model," Money Macro and Finance (MMF) Research Group Conference 2006 156, Money Macro and Finance Research Group. [Downloadable!]
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    3. Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, EconWPA. [Downloadable!]
    4. Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, vol. 95(1), pages 161-182, March. [Downloadable!]
    5. Uluc Aysun, 2006. "Testing for Balance Sheet Effects in Emerging Market Countries," Working papers 2006-28, University of Connecticut, Department of Economics. [Downloadable!]
    6. Don Bredin & Stilianos Fountas, 2008. "Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy," Discussion Paper Series 2008_01, Department of Economics, University of Macedonia, revised Jan 2008. [Downloadable!]
    7. Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, EconWPA. [Downloadable!]
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    8. Timothy Cogley, 2005. "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 420-451, April. [Downloadable!] (restricted)

  5. Kevin D. Hoover & Kevin D. Salyer, . "Technology Shocks Or Colored Noise? Why Real-Business-Cycle Models Cannot Explain Actual Business Cycles," Department of Economics 97-29, California Davis - Department of Economics. [Downloadable!]

    Cited by:

    1. Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "Agency Costs and Investment Behavior," Economics Series 182, Institute for Advanced Studies. [Downloadable!]
    2. Francesco Busato, 2004. "Relative Demand Shocks," Economics Working Papers 2004-11, School of Economics and Management, University of Aarhus. [Downloadable!]

Articles

  1. Salyer, Kevin D., 2007. "Macroeconomic priorities and crash states," Economics Letters, Elsevier, vol. 94(1), pages 64-70, January. [Downloadable!] (restricted)
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    See citations under working paper version above.

  2. Kevin Salyer & Kristin Van Gaasbeck, 2007. "Taking the Monetary Implications of a Monetary Model Seriously," Economics Bulletin, Economics Bulletin, vol. 5(21), pages 1-7. [Downloadable!]

    Cited by:

    1. AURAY, Stéphane & FÈVE, Patrick, 2003. "Are Monetary Models with Exogenous Money Growth Rule Able to Match the Taylor Rule?," IDEI Working Papers 231, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]

  3. Oscar Jorda & Kevin Salyer, 2003. "The Response of Term Rates to Monetary Policy Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 941-962, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Harris Dellas & Kevin D. Salyer, 2003. "Some Fiscal Implications of Monetary Policy," Bulletin of Economic Research, Blackwell Publishing, vol. 55(1), pages 21-36, January. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Salyer, Kevin D. & Sheffrin, Steven M., 1998. "Spotting sunspots: Some evidence in support of models with self-fulfilling prophecies," Journal of Monetary Economics, Elsevier, vol. 42(3), pages 511-523, October. [Downloadable!] (restricted)

    Cited by:

    1. Thomas A. Lubik & Frank Schorfheide, 2004. "Testing for Indeterminacy: An Application to U.S. Monetary Policy," American Economic Review, American Economic Association, vol. 94(1), pages 190-217, March. [Downloadable!]
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    2. Sergey Slobodyan, 1999. "Sunspot Fluctuations: A Way Out of a Development Trap?," Computing in Economics and Finance 1999 922, Society for Computational Economics. [Downloadable!]
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    3. Keen Meng Choy & Kenneth Leong & Anthony S. Tay, 2003. "Non-Fundamental Expectations and Economic Fluctuations: Evidence from Professional Forecasts," Departmental Working Papers wp0306, National University of Singapore, Department of Economics. [Downloadable!]
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    4. Weder, Mark, 2004. "A Heliocentric Journey into Germany's Great Depression," CEPR Discussion Papers 4191, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    5. Lanne, Markku & Saikkonen, Pentti, 2009. "Noncausal vector autoregression," Research Discussion Papers 18/2009, Bank of Finland. [Downloadable!]
    6. Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy in Linear Rational Expectations Models," Computing in Economics and Finance 2002 214, Society for Computational Economics. [Downloadable!]
    7. Nicoletta Batini & Joe Pearlman, 2002. "Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules," Computing in Economics and Finance 2002 182, Society for Computational Economics. [Downloadable!]
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  6. Salyer, Kevin D., 1998. "Crash states and the equity premium: Solving one puzzle raises another," Journal of Economic Dynamics and Control, Elsevier, vol. 22(6), pages 955-965, June. [Downloadable!] (restricted)

    Cited by:

    1. Aase, Knut K., 2004. "Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles," Discussion Papers 2004/12, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
    2. Massimo Guidolin, 2005. "Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle," Working Papers 2005-005, Federal Reserve Bank of St. Louis. [Downloadable!]
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  7. Hartley, James & Sheffrin, Steven & Salyer, Kevin, 1997. "Calibration and Real Business Cycle Models: An Unorthodox Experiment," Journal of Macroeconomics, Elsevier, vol. 19(1), pages 1-17, January. [Downloadable!] (restricted)

    Cited by:

    1. James E. Hartley, 2000. "Does the Solow Residual Actually Measure Changes in Technology?," Review of Political Economy, Taylor and Francis Journals, vol. 12(1), pages 27-44, January. [Downloadable!] (restricted)

  8. Hartley, James E & Hoover, Kevin D & Salyer, Kevin D, 1997. "The Limits of Business Cycle Research: Assessing the Real Business Cycle Model," Oxford Review of Economic Policy, Oxford University Press, vol. 13(3), pages 34-54, Autumn.

    Cited by:

    1. Pillai N., Vijayamohanan, 2008. "In Quest of Truth: The War of Methods in Economics," MPRA Paper 8866, University Library of Munich, Germany. [Downloadable!]
    2. Luca, PENSIEROSO, 2005. "Real Business Cycle Models of the Great Depression : a Critical Survey," Discussion Papers (ECON - Département des Sciences Economiques) 2005005, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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    3. Pacheco Jim�Nez, J.F., 2001. "Business cycles in small open economies: the case of Costa Rica," Working Papers - General Series 330, Institute of Social Studies. [Downloadable!]

  9. Salyer, Kevin D., 1995. "The macroeconomics of self-fulfilling prophecies A review essay," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 215-242, February. [Downloadable!] (restricted)

    Cited by:

    1. Weder, Mark, 2003. "Some Observations on the Great Depression in Germany," CEPR Discussion Papers 3716, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    2. Alain Paquet & Benoit Robidoux, 1997. "Issues on the Measurement of the Solow Residual and the Testing of its Exogeneity: a Tale of Two Countries," Cahiers de recherche CREFE / CREFE Working Papers 51, CREFE, Université du Québec à Montréal. [Downloadable!]
    3. Weder, Mark, 2003. "Taylor Rules in Practice: How Central Banks can Intercept Sunspot Expectations," CEPR Discussion Papers 3899, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    4. Nicoletta Batini & Joe Pearlman, 2002. "Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules," Computing in Economics and Finance 2002 182, Society for Computational Economics. [Downloadable!]
      Other versions:
    5. Mary G. Finn, 1995. "The increasing-returns-to-scale/sticky- price approach to monetary analysis," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 79-93. [Downloadable!]

  10. Salyer, Kevin D., 1994. "The term structure of interest rates within a production economy: A parametric example," Journal of Macroeconomics, Elsevier, vol. 16(4), pages 729-734. [Downloadable!] (restricted)

    Cited by:

    1. Colin Simkin, 1998. "About Economic Inequality," Working Papers 9803, University of Sydney, Department of Economics. [Downloadable!]

  11. Kevin D. Salyer & George A. Slotsve, 1993. "Time-Varying Technological Uncertainty and Asset Prices," Canadian Journal of Economics, Canadian Economics Association, vol. 26(2), pages 392-416, May. [Downloadable!] (restricted)

    Cited by:

    1. Jorda, Oscar & Salyer, Kevin, 2001. "The Response of Term Rates to Monetary Policy Uncertainty," Working Papers 01-6, University of California at Davis, Department of Economics. [Downloadable!]
      Other versions:

  12. Salyer, Kevin D, 1991. "The Timing of Markets and Monetary Transfers in Cash-in-Advance Economies," Economic Inquiry, Oxford University Press, vol. 29(4), pages 762-73, October.

    Cited by:

    1. Martin Menner, 2006. "A Search-Theoretic Monetary Business Cycle Model with Capital Formation," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 6(1), pages 1384-1384. [Downloadable!] (restricted)
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    2. Martin Menner, 2006. "Monetary Propagation In Search-Theoretic Monetary Models," Economics Working Papers we066426, Universidad Carlos III, Departamento de Economía. [Downloadable!]

  13. Kevin D. Salyer, 1988. "Overlapping Generations and Representative Agent Models of the Equity Premia: Implications from a Growing Economy," Canadian Journal of Economics, Canadian Economics Association, vol. 21(3), pages 565-78, August. [Downloadable!] (restricted)

    Cited by:

    1. Catherine Norman & STEPHEN DECANIO & Lin Fan, 2007. "Opportunities and Challenges for the 20th Anniversary of the Montréal Protocol," University of California at Santa Barbara, Economics Working Paper Series 12-07, Department of Economics, UC Santa Barbara. [Downloadable!]
    2. Francisco Azeredo, 2007. "The Equity Premium: A Deeper Puzzle," University of California at Santa Barbara, Economics Working Paper Series 13-07, Department of Economics, UC Santa Barbara. [Downloadable!]

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This page was last updated on 2009-10-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.