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Kevin Salyer

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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

Economics Department
University of California-Davis
Location: Davis, California (United States)
Homepage: http://www.econ.ucdavis.edu/
Email:
Phone: (530) 752-0741
Fax: (530) 752-9382
Postal: One Shields Ave., Davis, CA 95616-8578
Handle: RePEc:edi:educdus (more details at EDIRC)

Works

as in new window

Working papers

  1. Athanasios Geromichalos & Lucas Herrenbrueck & Kevin Salyer, 2013. "A Search-Theoretic Model of the Term Premium," Working Papers 138, University of California, Davis, Department of Economics.
  2. Gregory Clark & Neil Cummins, 2010. "Malthus to Modernity: England’s First Fertility Transition, 1760-1800," Working Papers 1013, University of California, Davis, Department of Economics.
  3. 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.
  4. Kevin Salyer & Victor Dorofeenko & Gabriel Lee, 2005. "A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Working Papers 62, University of California, Davis, Department of Economics.
  5. Kevin Salyer, 2005. "Macroeconomic Priorities and Crash States," Working Papers 55, University of California, Davis, Department of Economics.
  6. Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "Agency Costs and Investment Behavior," Economics Series 182, Institute for Advanced Studies.
  7. Kevin Salyer & Harris Dellas, 2003. "Some Fiscal Implications of Monetary Policy," Working Papers 21, University of California, Davis, Department of Economics.
  8. Kevin D. Salyer & Gabriel Lee, 2002. "Time Varying Uncertainty and the Credit Channel," Computing in Economics and Finance 2002 137, Society for Computational Economics.
  9. 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.
  10. Salyer, K., 1993. "Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution," Papers 93-m2, California Davis - Institute of Governmental Affairs.
  11. 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.
  12. Dellas, H. & Salyer, K.D., 1991. "Monetary Policy, Risk Premia and Interest Rates," Papers 387, California Davis - Institute of Governmental Affairs.
  13. 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.
  14. Kevin D. Salyer & Kristin Van Gaasback, . "A New Application of Taylor Rules: Model Evaluation," Department of Economics 00-13, California Davis - Department of Economics.
  15. Kevin D. Salyer, . "Calibration and the Volatility of Labor: A Cautionary Note," Department of Economics 01-07, California Davis - Department of Economics.
  16. Gabriel Lee & Victor Dorofeenko & Kevin Salyer, . "Risk Shocks and Housing Markets," Working Papers 1011, University of California, Davis, Department of Economics.
  17. Oscar Jorda & Kevin Salyer, . "The Response of Term Rates to Monetary Policy Uncertainty," Department of Economics 01-06, California Davis - Department of Economics.

Articles

  1. Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer, 2011. "Rationale Erklärungen für Immobilienpreis‐Bubbles: Die Auswirkungen von Risikoschocks auf die Wohnimmobilienpreisvolatilität und die Volatilität von Investitionen in Wohnimmobilien," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(2), pages 151-169, 05.
  2. Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2010. "A new algorithm for solving dynamic stochastic macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 388-403, March.
  3. Victor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer, 2008. "Time-Varying Uncertainty And The Credit Channel," Bulletin of Economic Research, Wiley Blackwell, vol. 60(4), pages 375-403, October.
  4. Salyer, Kevin D., 2007. "Macroeconomic priorities and crash states," Economics Letters, Elsevier, vol. 94(1), pages 64-70, January.
  5. Kristin Van Gaasbeck & Kevin Salyer, 2007. "Taking the Monetary Implications of a Monetary Model Seriously," Economics Bulletin, AccessEcon, vol. 5(21), pages 1-7.
  6. 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.
  7. Harris Dellas & Kevin D. Salyer, 2003. "Some Fiscal Implications of Monetary Policy," Bulletin of Economic Research, Wiley Blackwell, vol. 55(1), pages 21-36, January.
  8. Salyer, Kevin D., 2002. "Calibration and the volatility of labor: a cautionary note," Economics Letters, Elsevier, vol. 77(2), pages 265-269, October.
  9. Basu, Parantap & Salyer, Kevin D, 2001. "A Note on Modelling Money Demand in Growing Economies," Bulletin of Economic Research, Wiley Blackwell, vol. 53(1), pages 53-60, January.
  10. 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.
  11. Kevin Hoover & Kevin Salyer, 1998. "Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles," Review of Political Economy, Taylor & Francis Journals, vol. 10(3), pages 299-327.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Salyer, Kevin D, 1995. "Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution," Economic Inquiry, Western Economic Association International, vol. 33(4), pages 672-91, October.
  17. 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.
  18. 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.
  19. 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.
  20. Salyer, Kevin D, 1991. "The Timing of Markets and Monetary Transfers in Cash-in-Advance Economies," Economic Inquiry, Western Economic Association International, vol. 29(4), pages 762-73, October.
  21. 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.
  22. Salyer, Kevin D, 1989. "Exchange Rate Volatility: The Role of Real Shocks and the Velocity of Money," Economic Inquiry, Western Economic Association International, vol. 27(3), pages 387-409, July.
  23. Salyer, Kevin D, 1988. "Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note," Review of Economic Studies, Wiley Blackwell, vol. 55(4), pages 667-68, October.
  24. Salyer, Kevin D., 1988. "Risk aversion and stock price volatility when dividends are difference stationary," Economics Letters, Elsevier, vol. 28(3), pages 255-258.
  25. 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.
  26. 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.
  27. Cooley, Thomas F & Salyer, Kevin D, 1987. " The Effects of Inflation-Induced Tax Increases on Stock and Housing Prices," Scandinavian Journal of Economics, Wiley Blackwell, vol. 89(4), pages 421-34.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2010-04-17
  2. NEP-DGE: Dynamic General Equilibrium (4) 2001-12-26 2005-12-20 2010-04-17 2013-06-24. Author is listed
  3. NEP-EEC: European Economics (1) 2005-12-20
  4. NEP-FMK: Financial Markets (1) 2005-12-20
  5. NEP-MAC: Macroeconomics (3) 2005-12-20 2010-04-17 2013-06-24. Author is listed
  6. NEP-MON: Monetary Economics (1) 2001-07-30
  7. NEP-URE: Urban & Real Estate Economics (1) 2010-04-17

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