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Information about:
Kevin Salyer

Personal Details | Affiliation | Works
This is information that was supplied by Kevin Salyer in registering through RePEc. If you are Kevin Salyer , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Kevin
Middle Name:
Last Name: Salyer
Suffix:

RePEc Short-ID: psa37

Email:
Homepage: http://www.econ.ucdavis.edu/faculty/kdsalyer/index.html
Postal Address: Kevin D. Salyer One Shields Avenue Department of Economics University of California Davis, CA 95616
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer, 2006. "Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Computing in Economics and Finance 2006 215, Society for Computational Economics.

  2. Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "Agency Costs and Investment Behavior," Economics Series 182, Institute for Advanced Studies. [Downloadable!]

  3. Kevin D. Salyer & Gabriel Lee, 2002. "Time Varying Uncertainty and the Credit Channel," Computing in Economics and Finance 2002 137, Society for Computational Economics.
    Other versions:

  4. Hartley, J. & Salyer, K. & Sheffrin, S., 1993. "Calibration and Real Business Cycle Models: Two Unorthodox Tests," Papers 93-m1, California Davis - Institute of Governmental Affairs.

  5. Salyer, K., 1993. "Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution," Papers 93-m2, California Davis - Institute of Governmental Affairs.
    Published as:

  6. Gleen, A.J. & Salyer, K.D., 1991. "Modeling Liquidity: Implications for The Term Structure of Nominal Interest Rates," Papers 386, California Davis - Institute of Governmental Affairs.

  7. Dellas, H. & Salyer, K.D., 1991. "Monetary Policy, Risk Premia and Interest Rates," Papers 387, California Davis - Institute of Governmental Affairs.

  8. Oscar Jorda & Kevin Salyer, . "The Response of Term Rates to Monetary Policy Uncertainty," Department of Economics 01-06, California Davis - Department of Economics. [Downloadable!]
    Published as:

  9. Kevin D. Salyer & Kristin Van Gaasback, . "A New Application of Taylor Rules: Model Evaluation," Department of Economics 00-13, California Davis - Department of Economics. [Downloadable!]

  10. Kevin D. Salyer, . "Calibration and the Volatility of Labor: A Cautionary Note," Department of Economics 01-07, California Davis - Department of Economics. [Downloadable!]
    Published as:

  11. 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!]

Articles

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

  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!]

  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:

  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)

  5. Salyer, Kevin D., 2002. "Calibration and the volatility of labor: a cautionary note," Economics Letters, Elsevier, vol. 77(2), pages 265-269, October. [Downloadable!] (restricted)
    Other versions:

  6. Basu, Parantap & Salyer, Kevin D, 2001. "A Note on Modelling Money Demand in Growing Economies," Bulletin of Economic Research, Blackwell Publishing, vol. 53(1), pages 53-60, January.

  7. 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)

  8. 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)

  9. 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)

  10. 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.

  11. Salyer, Kevin D., 1996. "Interpreting a stochastic monetary growth model as a modified social planner's problem," Journal of Economic Dynamics and Control, Elsevier, vol. 20(4), pages 681-689, April. [Downloadable!] (restricted)

  12. 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)

  13. Salyer, Kevin D, 1995. "Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution," Economic Inquiry, Oxford University Press, vol. 33(4), pages 672-91, October.
    Other versions:

  14. 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)

  15. 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)

  16. 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.

  17. Salyer, Kevin D, 1990. "The Term Structure and Time Series Properties of Nominal Interest Rates: Implications from Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(4), pages 478-90, November. [Downloadable!] (restricted)

  18. Salyer, Kevin D, 1989. "Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money," Economic Inquiry, Oxford University Press, vol. 27(3), pages 387-409, July.

  19. Salyer, Kevin D., 1988. "Risk aversion and stock price volatility when dividends are difference stationary," Economics Letters, Elsevier, vol. 28(3), pages 255-258. [Downloadable!] (restricted)

  20. Salyer, Kevin D, 1988. "Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note," Review of Economic Studies, Blackwell Publishing, vol. 55(4), pages 667-68, October. [Downloadable!] (restricted)

  21. Salyer, Kevin D., 1988. "The characterization of savings under uncertainty : The case of serially correlated returns," Economics Letters, Elsevier, vol. 26(1), pages 21-27. [Downloadable!] (restricted)

  22. 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)

  23. Cooley, Thomas F & Salyer, Kevin D, 1987. " The Effects of Inflation-Induced Tax Increases on Stock and Housing Prices," Scandinavian Journal of Economics, Blackwell Publishing, vol. 89(4), pages 421-34.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (2) 2001-12-26 2005-12-20 Author is listed
  2. NEP-EEC: European Economics (1) 2005-12-20 Author is listed
  3. NEP-FMK: Financial Markets (1) 2005-12-20 Author is listed
  4. NEP-MAC: Macroeconomics (1) 2005-12-20 Author is listed
  5. NEP-MON: Monetary Economics (1) 2001-07-30 Author is listed
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This page was last updated on 2008-4-29.

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