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 |
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Working papers
- 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.
- Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005.
"Agency Costs and Investment Behavior,"
Economics Series
182, Institute for Advanced Studies.
[Downloadable!]
- 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: - 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.
- 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: - 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.
- Dellas, H. & Salyer, K.D., 1991.
"Monetary Policy, Risk Premia and Interest Rates,"
Papers
387, California Davis - Institute of Governmental Affairs.
- 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: - 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!]
- 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: - 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
- Salyer, Kevin D., 2007.
"Macroeconomic priorities and crash states,"
Economics Letters,
Elsevier, vol. 94(1), pages 64-70, January.
[Downloadable!] (restricted)
- 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!]
- 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: - 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)
- 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: - 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.
- 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)
- 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)
- 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)
- 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.
- 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)
- 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)
- 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: - 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)
- 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)
- 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.
- 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)
- 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.
- 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)
- 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)
- 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)
- 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)
- 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):
- NEP-DGE: Dynamic General Equilibrium (2) 2001-12-26 2005-12-20 Author is listed
- NEP-EEC: European Economics (1) 2005-12-20 Author is listed
- NEP-FMK: Financial Markets (1) 2005-12-20 Author is listed
- NEP-MAC: Macroeconomics (1) 2005-12-20 Author is listed
- NEP-MON: Monetary Economics (1) 2001-07-30 Author is listed
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