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Information about:
Kevin Salyer

Personal Details | Affiliation | Works
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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. Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Working Papers 06-2, University of California at Davis, Department of Economics. [Downloadable!]

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

  5. 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:
    Published as:

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

  7. 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.

  8. 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:

  9. 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.

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

  11. 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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    Published as:

  12. 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!]
    Other versions:

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

  14. 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)
    Other versions:

  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 2009-6-21.

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