Kevin Salyer
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Strobel, Johannes & Lee, Gabriel & Dorofeenko, Victor & Salyer, Kevin, 2019.
"Time-Varying Risk Shocks and the Zero Lower Bound,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203491, Verein für Socialpolitik / German Economic Association.
Cited by:
- Toshiaki Ogawa & Masato Ubukata & Toshiaki Watanabe, 2020. "Stock Return Predictability and Variance Risk Premia around the ZLB," IMES Discussion Paper Series 20-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Kevin Salyer & Athanasios Geromichalos & Lucas Herrenbrueck, 2013.
"A Search-Theoretic Model of the Term Premium,"
Working Papers
300, University of California, Davis, Department of Economics.
- Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 2016. "A search-theoretic model of the term premium," Theoretical Economics, Econometric Society, vol. 11(3), September.
Cited by:
- Athanasios Geromichalos & Lucas Herrenbrueck, 2022.
"The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 134-167, July.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2021. "Code and data files for "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach"," Computer Codes 19-205, Review of Economic Dynamics.
- Berentsen, Aleksander & Huber, Samuel & Marchesiani, Alessandro, 2016.
"The societal benefit of a financial transaction tax,"
European Economic Review, Elsevier, vol. 89(C), pages 303-323.
- Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2014. "The societal benefit of a financial transaction tax," ECON - Working Papers 176, Department of Economics - University of Zurich, revised Jul 2016.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2016.
"The Strategic Determination of the Supply of Liquid Assets,"
Working Papers
183, University of California, Davis, Department of Economics.
- Geromichalos, Athanasios & Herrenbrueck, Lucas, 2016. "The Strategic Determination of the Supply of Liquid Assets," MPRA Paper 71454, University Library of Munich, Germany.
- Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023. "The Strategic Determination of the Supply of Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 1-36, July.
- Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 74010, University Library of Munich, Germany.
- Wang, Yijing, 2022. "A Liquidity-based Resolution to the Dividend Puzzle," MPRA Paper 115560, University Library of Munich, Germany.
- Julian Kozlowski, 2021.
"Long-Term Finance and Investment with Frictional Asset Markets,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 411-448, October.
- Julian Kozlowski, 2017. "Long-Term Finance and Investment with Frictional Asset Markets," Working Papers 2018-12, Federal Reserve Bank of St. Louis.
- Wang, Zijian, 2020. "Liquidity and private information in asset markets: To signal or not to signal," Journal of Economic Theory, Elsevier, vol. 190(C).
- Seungduck Lee & Kuk Mo Jung, 2019. "A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle," Working Papers 1902, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Altermatt, Lukas & Iwasaki, Kohei & Wright, Randall, 2021. "Asset pricing in monetary economies," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 73533, University Library of Munich, Germany.
- Lucas Herrenbrueck, 2014.
"Quantitative Easing and the Liquidity Channel of Monetary Policy,"
Discussion Papers
dp14-09, Department of Economics, Simon Fraser University, revised Apr 2016.
- Herrenbrueck, Lucas, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," MPRA Paper 70686, University Library of Munich, Germany, revised 10 Apr 2016.
- Lucas Herrenbrueck, 2016. "Quantitative Easing and the Liquidity Channel of Monetary Policy," 2016 Meeting Papers 767, Society for Economic Dynamics.
- Jung, Kuk Mo, 2016.
"Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate,"
MPRA Paper
69715, University Library of Munich, Germany.
- Jung, Kuk Mo, 2018. "Uncertainty-induced dynamic inefficiency and the optimal inflation rate," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 486-506.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2017. "The Liquidity-Augmented Model of Macroeconomic Aggregates," Discussion Papers dp17-16, Department of Economics, Simon Fraser University.
- Stephen Williamson, 2014. "Central Bank Purchases of Private Assets," 2014 Meeting Papers 208, Society for Economic Dynamics.
- Johannes Matschke, 2021. "National Interests, Spillovers and Macroprudential Coordination," Research Working Paper RWP 21-13, Federal Reserve Bank of Kansas City.
- Hu, Tai-Wei & Rocheteau, Guillaume, 2020. "Bargaining under liquidity constraints: Unified strategic foundations of the Nash and Kalai solutions," Journal of Economic Theory, Elsevier, vol. 189(C).
- Athanasios Geromichalos & Lucas Herrenbrueck, 2015.
"A Tractable Model of Indirect Asset Liquidity,"
Working Papers
126, University of California, Davis, Department of Economics.
- Lucas Herrenbrueck & Athanasios Geromichalos, 2015. "A Tractable Model of Indirect Asset Liquidity," Discussion Papers dp15-08, Department of Economics, Simon Fraser University.
- Herrenbrueck, Lucas & Geromichalos, Athanasios, 2015. "A Tractable Model of Indirect Asset Liquidity," MPRA Paper 68521, University Library of Munich, Germany.
- Herrenbrueck, Lucas & Geromichalos, Athanasios, 2017. "A tractable model of indirect asset liquidity," Journal of Economic Theory, Elsevier, vol. 168(C), pages 252-260.
- Chien-Chiang Wang, 2021.
"Online Appendix to "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure","
Online Appendices
19-500, Review of Economic Dynamics.
- Chien-Chiang Wang, 2023. "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 67-99, January.
- Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2022.
"Online Appendix to "The Strategic Determination of the Supply of Liquid Assets","
Online Appendices
22-72, Review of Economic Dynamics.
- Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023. "The Strategic Determination of the Supply of Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 1-36, July.
- Julian Kozlowski, 2017. "Long-Term Finance and Economic Development: The Role of Liquidity in Corporate Debt Markets," 2017 Meeting Papers 699, Society for Economic Dynamics.
- Pierre-Olivier Weill, 2020.
"The search theory of OTC markets,"
NBER Working Papers
27354, National Bureau of Economic Research, Inc.
- Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
- Stephen D. Williamson, 2018.
"Low Real Interest Rates, Collateral Misrepresentation, and Monetary Policy,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 202-233, October.
- Stephen D. Williamson, 2014. "Low Real Interest Rates, Collateral Misrepresentation, and Monetary Policy," Working Papers 2014-26, Federal Reserve Bank of St. Louis.
- Athanasios Geromichalos & Kuk Mo Jung, 2019.
"Monetary policy and efficiency in over-the-counter financial trade,"
Canadian Journal of Economics, Canadian Economics Association, vol. 52(4), pages 1699-1754, November.
- Athanasios, Geromichalos & Kuk Mo, Jung, 2016. "Monetary Policy and Efficiency in Over-the-Counter Financial Trade," MPRA Paper 71455, University Library of Munich, Germany.
- Athanasios Geromichalos & Kuk Mo Jung, 2019. "Monetary policy and efficiency in over‐the‐counter financial trade," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(4), pages 1699-1754, November.
- Athanasios Geromichalos & Kuk Mo Jung, 2019. "Monetary Policy and Efficiency in Over-the-Counter Financial Trade," Working Papers 1903, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Huber, Samuel & Kim, Jaehong, 2017.
"On the optimal quantity of liquid bonds,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 184-200.
- Samuel Huber & Jaehong Kim, 2015. "On the optimal quantity of liquid bonds," ECON - Working Papers 193, Department of Economics - University of Zurich, revised Apr 2017.
- Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 73707, University Library of Munich, Germany.
- Lucas Herrenbrueck, Zijian Wang, 2023. "Interest Rates, Moneyness, and the Fisher Equation," Discussion Papers dp23-11, Department of Economics, Simon Fraser University.
- Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 74615, University Library of Munich, Germany.
- Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 75869, University Library of Munich, Germany.
- Lucas Herrenbrueck, 2019.
"Interest rates, moneyness, and the Fisher equation,"
2019 Meeting Papers
1409, Society for Economic Dynamics.
- Lucas Herrenbrueck, 2019. "Interest Rates, Moneyness, and the Fisher Equation," Discussion Papers dp19-01, Department of Economics, Simon Fraser University.
- Matsuoka, Tarishi, 2022. "Asset prices and standing facilities in a monetary economy," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Lee, Sukjoon, 2020. "Liquidity Premium, Credit Costs, and Optimal Monetary Policy," MPRA Paper 104825, University Library of Munich, Germany.
- Begoña Domínguez & Pedro Gomis‐Porqueras, 2023. "Normalizing the Central Bank's Balance Sheet: Implications for Inflation and Debt Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 945-974, June.
- Herrenbrueck, Lucas, 2019. "Frictional asset markets and the liquidity channel of monetary policy," Journal of Economic Theory, Elsevier, vol. 181(C), pages 82-120.
- Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2010.
"Risk Shocks and Housing Markets,"
Economics Series
249, Institute for Advanced Studies.
- Kevin Salyer & Victor Dorofeenko & Gabriel Lee, 2010. "Risk Shocks and Housing Markets," Working Papers 89, University of California, Davis, Department of Economics.
- Kevin D. Salyer & Gabriel S. Lee & Victor Dorofeenko, 2010. "Risk Shocks and Housing Markets," 2010 Meeting Papers 451, Society for Economic Dynamics.
Cited by:
- 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, May.
- Morris A. Davis & Stijn Van Nieuwerburgh, 2014.
"Housing, Finance and the Macroeconomy,"
NBER Working Papers
20287, National Bureau of Economic Research, Inc.
- Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015. "Housing, Finance, and the Macroeconomy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 753-811, Elsevier.
- Kevin Salyer & Victor Dorofeenko & Gabriel Lee, 2005.
"A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models,"
Working Papers
211, University of California, Davis, Department of Economics.
- 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.
Cited by:
- Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Scrap Value Functions in Dynamic Decision Problems," Other publications TiSEM 94a6f785-0395-4b35-9c57-7, Tilburg University, School of Economics and Management.
- Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Scrap Value Functions in Dynamic Decision Problems," Discussion Paper 2010-77, Tilburg University, Center for Economic Research.
- Olaf Posch & Timo Trimborn, 2011.
"Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty,"
DEGIT Conference Papers
c016_044, DEGIT, Dynamics, Economic Growth, and International Trade.
- Posch, Olaf & Trimborn, Timo, 2013. "Numerical solution of dynamic equilibrium models under Poisson uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2602-2622.
- Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo.
- Olaf Posch & Timo Trimborn, 2010.
"Numerical solution of continuous-time DSGE models under Poisson uncertainty,"
Economics Working Papers
2010-08, Department of Economics and Business Economics, Aarhus University.
- Posch, Olaf & Trimborn, Timo, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Hannover Economic Papers (HEP) dp-450, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Rodolphe Buda, 2013. "SIMUL 3.2: An Econometric Tool for Multidimensional Modelling," Computational Economics, Springer;Society for Computational Economics, vol. 41(4), pages 517-524, April.
- Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005.
"Agency Costs and Investment Behavior,"
Economics Series
182, Institute for Advanced Studies.
Cited by:
- Bach Nguyen & Christophe Schinckus & Nguyen Phuc Canh & Su Dinh Thanh, 2021. "Economic Policy Uncertainty and Entrepreneurship: A Bad for a Good?," Journal of Entrepreneurship and Innovation in Emerging Economies, Entrepreneurship Development Institute of India, vol. 30(1), pages 81-133, March.
- Kevin Salyer, 2005.
"Macroeconomic Priorities and Crash States,"
Working Papers
73, University of California, Davis, Department of Economics.
- Salyer, Kevin D., 2007. "Macroeconomic priorities and crash states," Economics Letters, Elsevier, vol. 94(1), pages 64-70, January.
Cited by:
- Roland Kangni KPODAR & Patrick IMAM, 2015.
"Does A Regional Trade Agreement Lessen or Worsen Growth Volatility? An Empirical Investigation,"
Working Papers
P137, FERDI.
- Kangni Kpodar & Patrick Imam, 2016. "Does a Regional Trade Agreement Lessen or Worsen Growth Volatility? An Empirical Investigation," Review of International Economics, Wiley Blackwell, vol. 24(5), pages 949-979, November.
- Roland Kangni KPODAR & Patrick IMAM, 2015. "Does A Regional Trade Agreement Lessen or Worsen Growth Volatility? An Empirical Investigation," Working Papers P137, FERDI.
- D'Orlando, Fabio & Ferrante, Francesco, 2015. "The benefits of stabilization policies revisited," MPRA Paper 67321, University Library of Munich, Germany.
- Philip Jung & Keith Kuester, 2008. "The (un)importance of unemployment fluctuations for welfare," Working Papers 08-31, Federal Reserve Bank of Philadelphia.
- Jung, Philip & Kuester, Keith, 2011. "The (un)importance of unemployment fluctuations for the welfare cost of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1744-1768, October.
- Aurland-Bredesen, Kine Josefine, 2021. "The welfare costs of uncertainty: Cross-country evidence," World Development, Elsevier, vol. 146(C).
- Robert J. Barro, 2009.
"Rare Disasters, Asset Prices, and Welfare Costs,"
American Economic Review, American Economic Association, vol. 99(1), pages 243-264, March.
- Robert J. Barro, 2007. "Rare Disasters, Asset Prices, and Welfare Costs," NBER Working Papers 13690, National Bureau of Economic Research, Inc.
- Tirelli Mario & Turner Sergio, 2010. "Quantifying the Cost of Risk in Consumption," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-33, July.
- Robert J. Barro, 2006.
"On the Welfare Costs of Consumption Uncertainty,"
NBER Working Papers
12763, National Bureau of Economic Research, Inc.
- Barro, Robert, 2006. "On the Welfare Costs of Consumption Uncertainty," Scholarly Articles 3224745, Harvard University Department of Economics.
- 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.
- Kevin Salyer & Victor Dorofeenko & Gabriel Lee, 2005. "A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Working Papers 211, University of California, Davis, Department of Economics.
- Kevin Salyer & Harris Dellas, 2003.
"Some Fiscal Implications of Monetary Policy,"
Working Papers
23, University of California, Davis, Department of Economics.
- 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.
Cited by:
- Kevin Salyer & Oscar Jorda, 2003.
"The Response of Term Rates to Monetary Policy Uncertainty,"
Working Papers
274, University of California, Davis, Department of Economics.
- Oscar Jorda & Kevin Salyer, "undated". "The Response of Term Rates to Monetary Policy Uncertainty," Department of Economics 01-06, California Davis - Department of Economics.
- 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.
- Kevin D. Salyer & Gabriel Lee, 2002.
"Time Varying Uncertainty and the Credit Channel,"
Computing in Economics and Finance 2002
137, Society for Computational Economics.
- 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.
- Kevin Salyer & Gabriel Lee, 2006. "Time-Varying Uncertainty and the Credit Channel," Working Papers 189, University of California, Davis, Department of Economics.
- Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2002. "Time-Varying Uncertainty and the Credit Channel," Economics Series 118, Institute for Advanced Studies.
- Kevin Salyer & Gabriel S. Lee, 2004. "Time-Varying Uncertainty and the Credit Channel," Working Papers 290, University of California, Davis, Department of Economics.
Cited by:
- Francisco Covas & Wouter Denhaan, 2006.
"The role of debt and equity finance over the business cycle,"
2006 Meeting Papers
407, Society for Economic Dynamics.
- Francisco Covas & Wouter J. Den Haan, 2012. "The Role of Debt and Equity Finance Over the Business Cycle," Economic Journal, Royal Economic Society, vol. 122(565), pages 1262-1286, December.
- Francisco Covas & Wouter den Haan, 2006. "The Role of Debt and Equity Finance over the Business Cycle," Staff Working Papers 06-45, Bank of Canada.
- Den Haan, Wouter & Covas, Francisco, 2007. "The Role of Debt and Equity Finance over the Business Cycle," CEPR Discussion Papers 6145, C.E.P.R. Discussion Papers.
- Mehkari, M. Saif, 2016. "Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 71-98.
- Ekaterina Pirozhkova, 2017. "Banks' balance sheet, uncertainty and macroeconomy," EcoMod2017 10430, EcoMod.
- Rüdiger Bachmann & Peter Zorn, 2013.
"What Drives Aggregate Investment? Evidence from German Survey Data,"
NBER Working Papers
18990, National Bureau of Economic Research, Inc.
- Ruediger Bachmann & Peter Zorn, 2013. "What Drives Aggregate Investment? Evidence from German Survey Data," CESifo Working Paper Series 4218, CESifo.
- Bachmann, Rüdiger & Zorn, Peter, 2018. "What Drives Aggregate Investment? Evidence from German Survey Data," CEPR Discussion Papers 12710, C.E.P.R. Discussion Papers.
- Bachmann, Rüdiger & Zorn, Peter, 2020. "What drives aggregate investment? Evidence from German survey data," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- Bachmann, Rüdiger & Zorn, Peter, 2020. "What drives aggregate investment? Evidence from German survey data," Munich Reprints in Economics 84785, University of Munich, Department of Economics.
- Kevin Salyer & Victor Dorofeenko & Gabriel Lee, 2010.
"Risk Shocks and Housing Markets,"
Working Papers
89, University of California, Davis, Department of Economics.
- Kevin D. Salyer & Gabriel S. Lee & Victor Dorofeenko, 2010. "Risk Shocks and Housing Markets," 2010 Meeting Papers 451, Society for Economic Dynamics.
- Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2010. "Risk Shocks and Housing Markets," Economics Series 249, Institute for Advanced Studies.
- Grimme, Christian & Siemsen, Thomas, 2014. "Are You a Lehman, Brother? Interbank Uncertainty in a DSGE Model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100498, Verein für Socialpolitik / German Economic Association.
- Sanjay K. Chugh, 2013.
"Firm Risk and Leverage Based Business Cycles,"
Boston College Working Papers in Economics
844, Boston College Department of Economics.
- Sanjay Chugh, 2016. "Firm Risk and Leverage-Based Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 111-131, April.
- 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, May.
- Bachmann, Rüdiger & Bayer, Christian, 2013. "‘Wait-and-See’ business cycles?," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 704-719.
- Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.
- Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2014. "Risk shocks and housing supply: A quantitative analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 194-219.
- Grimme, Christian, 2017.
"Uncertainty and the Cost of Bank vs. Bond Finance,"
MPRA Paper
79852, University Library of Munich, Germany.
- Christian Grimme, 2019. "Uncertainty and the Cost of Bank vs. Bond Finance," CESifo Working Paper Series 7456, CESifo.
- Ruediger Bachmann, 2015. "What Drives Aggregate Investment?," 2015 Meeting Papers 323, Society for Economic Dynamics.
- Nathan S. Balke & Enrique Martínez García & Zheng Zeng, 2017. "Understanding the Aggregate Effects of Credit Frictions and Uncertainty," Globalization Institute Working Papers 317, Federal Reserve Bank of Dallas.
- Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "Agency Costs and Investment Behavior," Economics Series 182, Institute for Advanced Studies.
- Balke, Nathan S. & Martínez-García, Enrique & Zeng, Zheng, 2021. "In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy," Economic Modelling, Elsevier, vol. 100(C).
- Anh Nguyen, 2015. "Financial frictions and the volatility of monetary policy in a DSGE model," Working Papers 75949436, Lancaster University Management School, Economics Department.
- Salyer, K., 1993.
"Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution,"
Papers
93-m2, California Davis - Institute of Governmental Affairs.
- 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 672-691, October.
Cited by:
- Brandt, Michael W. & Wang, Kevin Q., 2003. "Time-varying risk aversion and unexpected inflation," Journal of Monetary Economics, Elsevier, vol. 50(7), pages 1457-1498, October.
- 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.
- Xu, Yuan, 2015. "Robustness to model uncertainty and the nominal term premium puzzle," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 124-137.
- Dellas, H. & Salyer, K.D., 1991.
"Monetary Policy, Risk Premia and Interest Rates,"
Papers
387, California Davis - Institute of Governmental Affairs.
Cited by:
- Collard, Fabrice & Dellas, Harris, 1999. "Cyclical Risk, Sectoral Allocations and Growth," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 125-134, January.
- Oscar Jorda & Kevin Salyer, "undated".
"The Response of Term Rates to Monetary Policy Uncertainty,"
Department of Economics
01-06, California Davis - Department of Economics.
- 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.
- Kevin Salyer & Oscar Jorda, 2003. "The Response of Term Rates to Monetary Policy Uncertainty," Working Papers 274, University of California, Davis, Department of Economics.
Cited by:
- Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020. "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
- Harm Bandholz & Jorg Clostermann & Franz Seitz, 2009.
"Explaining the US bond yield conundrum,"
Applied Financial Economics, Taylor & Francis Journals, vol. 19(7), pages 539-550.
- Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007. "Explaining the US Bond Yield Conundrum," MPRA Paper 2386, University Library of Munich, Germany.
- Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2007. "Explaining the US bond yield conundrum," Weidener Diskussionspapiere 2, University of Applied Sciences Amberg-Weiden (OTH).
- Marfatia, Hardik A., 2015. "Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 103-123.
- Dudley Cooke, 2015.
"Online Appendix to "Optimal Monetary Policy with Endogenous Export Participation","
Online Appendices
12-204, Review of Economic Dynamics.
- Dudley Cooke, 2016. "Optimal Monetary Policy with Endogenous Export Participation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 72-88, July.
- De Paoli, Bianca & Scott, Alasdair & Weeken, Olaf, 2010.
"Asset pricing implications of a New Keynesian model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2056-2073, October.
- 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.
- Bianca de Paoli & Alasdair Scott & Olaf Weeken, 2010. "Asset pricing implications of a new keynesian model," Post-Print hal-00732761, HAL.
- Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2007. "Asset pricing implications of a New Keynesian model," Bank of England working papers 326, Bank of England.
- Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2006. "Asset pricing implications of a New Keynesian model," Computing in Economics and Finance 2006 358, Society for Computational Economics.
- 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.
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Uluc Aysun, 2006. "Testing for Balance Sheet Effects in Emerging Market Countries," Working papers 2006-28, University of Connecticut, Department of Economics.
- Clostermann, Jörg & Seitz, Franz, 2005. "Are bond markets really overpriced: The case of the US," Arbeitsberichte – Working Papers 11, Technische Hochschule Ingolstadt (THI).
- Michael Ehrmann & Marcel Fratzscher, 2003. "Monetary Policy Announcements and Money Markets: A Transatlantic Perspective," International Finance, Wiley Blackwell, vol. 6(3), pages 309-328, November.
- Oscar Jorda, 2004.
"Model-Free Impulse Responses,"
Macroeconomics
0403016, University Library of Munich, Germany.
- Oscar Jorda, 2003. "Model-Free Impulse Responses," Working Papers 305, University of California, Davis, Department of Economics.
- Oscar Jorda, 2004. "Model-Free Impulse Responses," Working Papers 87, University of California, Davis, Department of Economics.
- Yang Hu & Yanran Hong & Kai Feng & Jikai Wang, 2023. "Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses," Evaluation Review, , vol. 47(2), pages 264-286, April.
- Scharler, Johann, 2008. "Bank lending and the stock market's response to monetary policy shocks," International Review of Economics & Finance, Elsevier, vol. 17(3), pages 425-435.
- Abayomi T. Onanuga & Sheriffdeen A. Tella & Adenike M. Osoba, 2016. "Uncertainty of Output Gap and Monetary Policy-Making in Nigeria," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(5), pages 227-237, OCTOBER.
- Uluc Aysun, 2010. "Testing for Balance Sheet Effects in Emerging Markets: A Non‐Crisis Setting," International Finance, Wiley Blackwell, vol. 13(2), pages 223-256, August.
- 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.
- Ono, Sadayuki, 2019. "Term structure dynamics in a monetary economy with learning," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 730-745.
- Dr. Christian Grisse, 2020.
"Lower bound uncertainty and long-term interest rates,"
Working Papers
2020-14, Swiss National Bank.
- Christian Grisse, 2023. "Lower Bound Uncertainty and Long‐Term Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 619-634, March.
- Alain N. Kabundi & Mr. Montfort Mlachila & Jiaxiong Yao, 2022. "How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy," IMF Working Papers 2022/207, International Monetary Fund.
- Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, University Library of Munich, Germany.
- Dennis Nsafoah & Apostolos Serletis, 2020. "Monetary Policy and Interest Rate Spreads," Open Economies Review, Springer, vol. 31(3), pages 707-727, July.
- 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.
- Kevin D. Hoover & Kevin D. Salyer, "undated".
"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.
- 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.
- Kevin Salyer & Kevin Hoover, 2003. "Technology Shocks Or Colored Noise? Why Real-Business-Cycle Models Cannot Explain Actual Business Cycles," Working Papers 162, University of California, Davis, Department of Economics.
Cited by:
- 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.
- Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2002. "Time-Varying Uncertainty and the Credit Channel," Economics Series 118, Institute for Advanced Studies.
- Kevin Salyer & Gabriel Lee, 2006. "Time-Varying Uncertainty and the Credit Channel," Working Papers 189, University of California, Davis, Department of Economics.
- Kevin Salyer & Gabriel S. Lee, 2004. "Time-Varying Uncertainty and the Credit Channel," Working Papers 290, University of California, Davis, Department of Economics.
- Kevin D. Salyer & Gabriel Lee, 2002. "Time Varying Uncertainty and the Credit Channel," Computing in Economics and Finance 2002 137, Society for Computational Economics.
- Martin Boileau & Michel Normandin, 2001.
"Labor Hoarding, Superior Information and Business Cycle Dynamics,"
Cahiers de recherche CREFE / CREFE Working Papers
129, CREFE, Université du Québec à Montréal.
- Boileau, Martin & Normandin, Michel, 2003. "Labor hoarding, superior information, and business cycle dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 397-418, November.
- Pedro Garcia Duarte, 2016.
"From Real Business Cycle And New Keynesian To Dsge Macroeconomics: Facts And Models In The Emergence Of A Consensus,"
Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]
009, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Pedro Garcia Duarte, 2015. "From real business cycle and new Keynesian to DSGE Macroeconomics: facts and models in the emergence of a consensus," Working Papers, Department of Economics 2015_05, University of São Paulo (FEA-USP).
- Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "Agency Costs and Investment Behavior," Economics Series 182, Institute for Advanced Studies.
- Pedro Garcia Duarte & Kevin D. Hoover, 2012. "Observing Shocks," History of Political Economy, Duke University Press, vol. 44(5), pages 226-249, Supplemen.
- Francesco Busato, 2004. "Relative Demand Shocks," Economics Working Papers 2004-11, Department of Economics and Business Economics, Aarhus University.
- Kevin D. Salyer, "undated".
"Calibration and the Volatility of Labor: A Cautionary Note,"
Department of Economics
01-07, California Davis - Department of Economics.
- Salyer, Kevin D., 2002. "Calibration and the volatility of labor: a cautionary note," Economics Letters, Elsevier, vol. 77(2), pages 265-269, October.
- Kevin Salyer, 2003. "Calibration and the Volatility of Labor: A Cautionary Note," Working Papers 267, University of California, Davis, Department of Economics.
Cited by:
- Guo, Jang-Ting, 2004. "Increasing returns, capital utilization, and the effects of government spending," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1059-1078, March.
Articles
- Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 2016.
"A search-theoretic model of the term premium,"
Theoretical Economics, Econometric Society, vol. 11(3), September.
See citations under working paper version above.
- Kevin Salyer & Athanasios Geromichalos & Lucas Herrenbrueck, 2013. "A Search-Theoretic Model of the Term Premium," Working Papers 300, University of California, Davis, Department of Economics.
- Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2014.
"Risk shocks and housing supply: A quantitative analysis,"
Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 194-219.
Cited by:
- Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón & Sebastián Sanin-Restrepo & Jorge M. Uribe, 2024.
"Financial and Macroeconomic Uncertainties and Real Estate Markets,"
Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 50(1), pages 29-53, January.
- Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón & Sebastián Sanin-Restrepo & Jorge M. Uribe, 2021. ""Financial and Macroeconomic Uncertainties and Real Estate Markets"," IREA Working Papers 202105, University of Barcelona, Research Institute of Applied Economics, revised Mar 2021.
- Goodness C. Aye & Rangan Gupta, 2019. "Macroeconomic Uncertainty And The Comovement In Buying Versus Renting In The Usa," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(3), pages 93-121, September.
- Christopher Heiberger & Daniel Fehrle, 2020.
"The return on everything and the business cycle in production economies,"
Discussion Paper Series
338, Universitaet Augsburg, Institute for Economics.
- Fehrle, Daniel & Heiberger, Christopher, 2024. "The return on everything and the business cycle in production economies," Economic Modelling, Elsevier, vol. 136(C).
- Daniel Fehrle & Christopher Heiberger, 2020. "The return on everything and the business cycle in production economies," Working Papers 193, Bavarian Graduate Program in Economics (BGPE).
- Johannes Strobel & Binh Nguyen Thanh & Gabriel Lee, 2020.
"Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(2), pages 345-372, June.
- Gabriel Lee & Binh Nguyen Thanh & Johannes Strobel, 2017. "Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market," Working Papers 170, Bavarian Graduate Program in Economics (BGPE).
- Piazzesi, M. & Schneider, M., 2016.
"Housing and Macroeconomics,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1547-1640,
Elsevier.
- Monika Piazzesi & Martin Schneider, 2016. "Housing and Macroeconomics," NBER Working Papers 22354, National Bureau of Economic Research, Inc.
- Schneider, Martin & Piazzesi, Monika, 2016. "Housing and macroeconomics," CEPR Discussion Papers 11519, C.E.P.R. Discussion Papers.
- Goodness C. Aye & Rangan Gupta, 2018. "Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States," Working Papers 201832, University of Pretoria, Department of Economics.
- Daniel Fehrle, 2018.
"Housing and the Business Cycle Revisited,"
Working Papers
178, Bavarian Graduate Program in Economics (BGPE).
- Fehrle, Daniel, 2019. "Housing and the business cycle revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 103-115.
- Morris A. Davis & Stijn Van Nieuwerburgh, 2014.
"Housing, Finance and the Macroeconomy,"
NBER Working Papers
20287, National Bureau of Economic Research, Inc.
- Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015. "Housing, Finance, and the Macroeconomy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 753-811, Elsevier.
- Y. Charles Li & Hong Yang, 2016. "A mathematical model of demand-supply dynamics with collectability and saturation factors," Papers 1606.06720, arXiv.org.
- Strobel, Johannes, 2015. "On the different approaches of measuring uncertainty shocks," Economics Letters, Elsevier, vol. 134(C), pages 69-72.
- Nguyen, Canh Phuc & Lee, Gabriel S., 2021. "Uncertainty, financial development, and FDI inflows: Global evidence," Economic Modelling, Elsevier, vol. 99(C).
- Dorofeenko Victor & Lee Gabriel & Salyer Kevin & Strobel Johannes, 2020. "Risk shocks with time-varying higher moments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-20, April.
- Binh Nguyen Thanh & Johannes Strobel & Gabriel Lee, 2020. "A New Measure of Real Estate Uncertainty Shocks," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(3), pages 744-771, September.
- Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón & Sebastián Sanin-Restrepo & Jorge M. Uribe, 2024.
"Financial and Macroeconomic Uncertainties and Real Estate Markets,"
Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 50(1), pages 29-53, January.
- 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, May.
Cited by:
- Dirk Kiesewetter & Kristin Schönemann, 2011. "Der Einfluss von Steuern und Subventionen auf die Rendite fremd‐ und selbst genutzter Wohnimmobilien in Deutschland," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(2), pages 104-131, May.
- 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.
See citations under working paper version above.
- Kevin Salyer & Victor Dorofeenko & Gabriel Lee, 2005. "A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Working Papers 211, University of California, Davis, Department of Economics.
- 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.
See citations under working paper version above.
- Kevin Salyer & Gabriel Lee, 2006. "Time-Varying Uncertainty and the Credit Channel," Working Papers 189, University of California, Davis, Department of Economics.
- Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2002. "Time-Varying Uncertainty and the Credit Channel," Economics Series 118, Institute for Advanced Studies.
- Kevin Salyer & Gabriel S. Lee, 2004. "Time-Varying Uncertainty and the Credit Channel," Working Papers 290, University of California, Davis, Department of Economics.
- Kevin D. Salyer & Gabriel Lee, 2002. "Time Varying Uncertainty and the Credit Channel," Computing in Economics and Finance 2002 137, Society for Computational Economics.
- Kristin Van Gaasbeck & Kevin Salyer, 2007.
"Taking the Monetary Implications of a Monetary Model Seriously,"
Economics Bulletin, AccessEcon, vol. 5(21), pages 1-7.
Cited by:
- Ceri Davies & Max Gillman & Michal Kejak, 2012.
"Deriving the Taylor Principle when the Central Bank Supplies Money,"
CEU Working Papers
2012_13, Department of Economics, Central European University, revised 23 Jul 2012.
- Ceri Davies & Max Gillman & Michal Kejak, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," CERS-IE WORKING PAPERS 1225, Institute of Economics, Centre for Economic and Regional Studies.
- Davies, Ceri & Gillman, Max & Kejak, Michal, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," Cardiff Economics Working Papers E2012/20, Cardiff University, Cardiff Business School, Economics Section.
- Chung, Kyuil, 2009. "Does the liquidity effect guarantee a positive term premium?," Economic Modelling, Elsevier, vol. 26(5), pages 893-903, September.
- 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.
- Ceri Davies & Max Gillman & Michal Kejak, 2012.
"Deriving the Taylor Principle when the Central Bank Supplies Money,"
CEU Working Papers
2012_13, Department of Economics, Central European University, revised 23 Jul 2012.
- Salyer, Kevin D., 2007.
"Macroeconomic priorities and crash states,"
Economics Letters, Elsevier, vol. 94(1), pages 64-70, January.
See citations under working paper version above.
- Kevin Salyer, 2005. "Macroeconomic Priorities and Crash States," Working Papers 73, University of California, Davis, Department of Economics.
- 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.
See citations under working paper version above.
- Kevin Salyer & Oscar Jorda, 2003. "The Response of Term Rates to Monetary Policy Uncertainty," Working Papers 274, University of California, Davis, Department of Economics.
- Oscar Jorda & Kevin Salyer, "undated". "The Response of Term Rates to Monetary Policy Uncertainty," Department of Economics 01-06, California Davis - Department of Economics.
- 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.
See citations under working paper version above.
- Kevin Salyer & Harris Dellas, 2003. "Some Fiscal Implications of Monetary Policy," Working Papers 23, University of California, Davis, Department of Economics.
- Salyer, Kevin D., 2002.
"Calibration and the volatility of labor: a cautionary note,"
Economics Letters, Elsevier, vol. 77(2), pages 265-269, October.
See citations under working paper version above.
- Kevin D. Salyer, "undated". "Calibration and the Volatility of Labor: A Cautionary Note," Department of Economics 01-07, California Davis - Department of Economics.
- Kevin Salyer, 2003. "Calibration and the Volatility of Labor: A Cautionary Note," Working Papers 267, University of California, Davis, Department of Economics.
- 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.
See citations under working paper version above.
- Kevin Salyer & Kevin Hoover, 2003. "Technology Shocks Or Colored Noise? Why Real-Business-Cycle Models Cannot Explain Actual Business Cycles," Working Papers 162, University of California, Davis, Department of Economics.
- Kevin D. Hoover & Kevin D. Salyer, "undated". "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.
- 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.
Cited by:
- Killian McCarthy & Wilfred Dolfsma, 2009. "Editor's Feature," Journal of Economic Issues, Taylor & Francis Journals, vol. 43(2), pages 531-548.
- Harrison, Sharon G. & Weder, Mark, 2002. "Did sunspot cause the Great Depression?," SFB 373 Discussion Papers 2002,35, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Mark Weder, 2006.
"A heliocentric journey into Germany's Great Depression,"
Oxford Economic Papers, Oxford University Press, vol. 58(2), pages 288-316, April.
- Weder, Mark, 2003. "A Heliocentric Journey into Germany´s Great Depression," SFB 373 Discussion Papers 2003,50, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Mark Weder, 2005. "A Heliocentric Journey into Germany's Great Depression," School of Economics and Public Policy Working Papers 2005-13, University of Adelaide, School of Economics and Public Policy.
- Weder, Mark, 2004. "A Heliocentric Journey into Germany's Great Depression," CEPR Discussion Papers 4191, C.E.P.R. Discussion Papers.
- Mark Weder, 2005. "A Heliocentric Journey into Germany's Great Depression," Economic History 0510002, University Library of Munich, Germany.
- Mark Weder, 2004. "A Heliocentric Journey into Germany's Great Depression," Money Macro and Finance (MMF) Research Group Conference 2004 53, Money Macro and Finance Research Group.
- von Furstenberg, George M., 2001. "Hopes and delusions of transparency1," The North American Journal of Economics and Finance, Elsevier, vol. 12(1), pages 105-120, March.
- Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy in Linear Rational Expectations Models," Computing in Economics and Finance 2002 214, Society for Computational Economics.
- Sergey Slobodyan, 1999.
"Sunspot Fluctuations: A Way Out of a Development Trap?,"
Computing in Economics and Finance 1999
922, Society for Computational Economics.
- Sergey Slobodyan, 2000. "Sunspot Fluctuations: A Way Out of a Development Trap?," Econometric Society World Congress 2000 Contributed Papers 1720, Econometric Society.
- Sergey Slobodyan, 2001. "Sunspot Fluctuations: A Way Out of the Development Trap?," Macroeconomics 0106001, University Library of Munich, Germany.
- Sergey Slobodyan, 2001. "Sunspot Fluctuations: A Way Out of the Development Trap?," CERGE-EI Working Papers wp175, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Lanne, Markku & Saikkonen, Pentti, 2009.
"Noncausal vector autoregression,"
Bank of Finland Research Discussion Papers
18/2009, Bank of Finland.
- Lanne, Markku & Saikkonen, Pentti, 2013. "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 29(3), pages 447-481, June.
- Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal Vector Autoregression," MPRA Paper 23717, University Library of Munich, Germany.
- Weder, Mark & Harrison, Sharon G, 2002.
"Did Sunspot Forces Cause the Great Depression?,"
CEPR Discussion Papers
3267, C.E.P.R. Discussion Papers.
- Harrison, Sharon G. & Weder, Mark, 2006. "Did sunspot forces cause the Great Depression?," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1327-1339, October.
- Nicoletta Batini & Joseph Pearlman, 2002.
"Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules,"
Discussion Papers
08, Monetary Policy Committee Unit, Bank of England.
- 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.
- 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.
- Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy:An Application to U.S. Monetary Policy," Economics Working Paper Archive 480, The Johns Hopkins University,Department of Economics, revised Jun 2003.
- John B. Donaldson & Natalia Gershun & Marc P. Giannoni, 2009.
"Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts,"
NBER Working Papers
15165, National Bureau of Economic Research, Inc.
- Donaldson, John B. & Gershun, Natalia & Giannoni, Marc P., 2013. "Some unpleasant general equilibrium implications of executive incentive compensation contracts," Journal of Economic Theory, Elsevier, vol. 148(1), pages 31-63.
- 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.
Cited by:
- Aase, Knut K., 2004. "Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles," Discussion Papers 2004/12, Norwegian School of Economics, Department of Business and Management Science.
- 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.
- Guidolin, Massimo, 2006. "Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle," Journal of Economics and Business, Elsevier, vol. 58(2), pages 85-118.
- Aase, Knut K. & Lillestøl, Jostein, 2015. "Beyond the local mean-variance analysis in continuous time: The problem of non-normality," Discussion Papers 2015/11, Norwegian School of Economics, Department of Business and Management Science.
- Shahid Ebrahim, M. & Mathur, Ike, 2001. "Investor heterogeneity, market segmentation, leverage and the equity premium puzzle," Journal of Banking & Finance, Elsevier, vol. 25(10), pages 1897-1919, October.
- 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.
Cited by:
- Kejak, Michal & Gillman, Max & Benk, Szilárd, 2009.
"A Banking Explanation of the US Velocity of Money: 1919-2004,"
CEPR Discussion Papers
7544, C.E.P.R. Discussion Papers.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," Cardiff Economics Working Papers E2009/25, Cardiff University, Cardiff Business School, Economics Section.
- Szilard Benk & Max Gillman & Michal Kejak, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," CERS-IE WORKING PAPERS 0923, Institute of Economics, Centre for Economic and Regional Studies.
- Benk, Szilárd & Gillman, Max & Kejak, Michal, 2010. "A banking explanation of the US velocity of money: 1919-2004," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 765-779, April.
- Ngalawa, Harold & Viegi, Nicola, 2013.
"Interaction of formal and informal financial markets in quasi-emerging market economies,"
Economic Modelling, Elsevier, vol. 31(C), pages 614-624.
- Harold P. E. Ngawala & Nicola Viegi, 2013. "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers 326, Economic Research Southern Africa.
- Harold Ngalawa & Nicola Viegi, 2013. "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers 201306, University of Pretoria, Department of Economics.
- Felicitas NOWAK-LEHMANN D. & Inma MARTÍNEZ-ZARZOSO & Dierk HERZER & Stephan KLASEN & Axel DREHER, 2010. "Foreign Aid and Its Effect on Per-Capita Income (Growth) in Recipient Countries: Pitfalls and Findings from a Time Series Perspective," EcoMod2010 259600121, EcoMod.
- James Hartley, 2000. "Does the Solow Residual Actually Measure Changes in Technology?," Review of Political Economy, Taylor & Francis Journals, vol. 12(1), pages 27-44.
- Olga Kiuila, 2001. "Computable Models of General Equilibrium (CGE)," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 4.
- Kejak, Michal & Gillman, Max & Benk, Szilárd, 2009.
"A Banking Explanation of the US Velocity of Money: 1919-2004,"
CEPR Discussion Papers
7544, C.E.P.R. Discussion Papers.
- 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 and Oxford Review of Economic Policy Limited, vol. 13(3), pages 34-54, Autumn.
Cited by:
- Pacheco Jiménez, J.F., 2001. "Business cycles in small open economies: the case of Costa Rica," ISS Working Papers - General Series 19075, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
- Pillai N., Vijayamohanan, 2008. "In Quest of Truth: The War of Methods in Economics," MPRA Paper 8866, University Library of Munich, Germany.
- 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.
- Luca Pensieroso, 2007. "Real Business Cycle Models Of The Great Depression: A Critical Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 110-142, February.
- Pedro Garcia Duarte & Gilberto Tadeu Lima, 2012. "Microfoundations Reconsidered," Books, Edward Elgar Publishing, number 14869.
- Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati, 2008.
"Adaptive microfoundations for emergent macroeconomics,"
Department of Economics Working Papers
0802, Department of Economics, University of Trento, Italia.
- Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati, 2008. "Adaptive Microfoundations for Emergent Macroeconomics," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 34(4), pages 441-463.
- Pedro Garcia Duarte, 2011.
"Not Going Away? Microfoundations in the Making of a New Consensus in Macroeconomics,"
Working Papers, Department of Economics
2011_02, University of São Paulo (FEA-USP).
- Pedro Garcia Duarte, 2012. "Not Going Away? Microfoundations in the Making of a New Consensus in Macroeconomics," Chapters, in: Microfoundations Reconsidered, chapter 6, Edward Elgar Publishing.
- Vadim Kufenko & Niels Geiger, 2017.
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