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Kevin Salyer

Personal Details

First Name:Kevin
Middle Name:
Last Name:Salyer
Suffix:
RePEc Short-ID:psa37
http://www.econ.ucdavis.edu/faculty/kdsalyer/index.html
Kevin D. Salyer One Shields Avenue Department of Economics University of California Davis, CA 95616
Terminal Degree:1985 Department of Economics; University of California-Santa Barbara (UCSB) (from RePEc Genealogy)

Affiliation

Economics Department
University of California-Davis

Davis, California (United States)
http://www.econ.ucdavis.edu/
RePEc:edi:educdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. Victor Dorofeenko & Gabriel Lee & Kevin Salyer & Johannes Strobel, 2019. "Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs," ERES eres2019_214, European Real Estate Society (ERES).
  3. 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.
  4. Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2010. "Risk Shocks and Housing Markets," Economics Series 249, Institute for Advanced Studies.
  5. 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.
  6. Victor Dorofeenko & Gabriel Lee & Kevin D. Salyer, 2006. "A Role Of Credit Channel And Uncetainty On Housing And Business Cycle," ERES eres2006_178, European Real Estate Society (ERES).
  7. 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.
  8. Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "Agency Costs and Investment Behavior," Economics Series 182, Institute for Advanced Studies.
  9. Kevin Salyer, 2005. "Macroeconomic Priorities and Crash States," Working Papers 73, University of California, Davis, Department of Economics.
  10. Kevin Salyer & Harris Dellas, 2003. "Some Fiscal Implications of Monetary Policy," Working Papers 23, University of California, Davis, Department of Economics.
  11. Kevin D. Salyer & Gabriel Lee, 2002. "Time Varying Uncertainty and the Credit Channel," Computing in Economics and Finance 2002 137, Society for Computational Economics.
  12. 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.
  13. Salyer, K., 1993. "Habit Persistence and the Nominal Term Premium Puzzle: A Partial Resolution," Papers 93-m2, California Davis - Institute of Governmental Affairs.
  14. Dellas, H. & Salyer, K.D., 1991. "Monetary Policy, Risk Premia and Interest Rates," Papers 387, California Davis - Institute of Governmental Affairs.
  15. 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.
  16. Oscar Jorda & Kevin Salyer, "undated". "The Response of Term Rates to Monetary Policy Uncertainty," Department of Economics 01-06, California Davis - Department of Economics.
  17. 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.
  18. Kevin D. Salyer, "undated". "Calibration and the Volatility of Labor: A Cautionary Note," Department of Economics 01-07, California Davis - Department of Economics.
  19. Kevin D. Salyer & Kristin Van Gaasback, "undated". "A New Application of Taylor Rules: Model Evaluation," Department of Economics 00-13, California Davis - Department of Economics.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Kristin Van Gaasbeck & Kevin Salyer, 2007. "Taking the Monetary Implications of a Monetary Model Seriously," Economics Bulletin, AccessEcon, vol. 5(21), pages 1-7.
  8. Salyer, Kevin D., 2007. "Macroeconomic priorities and crash states," Economics Letters, Elsevier, vol. 94(1), pages 64-70, January.
  9. 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.
  10. 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.
  11. Salyer, Kevin D., 2002. "Calibration and the volatility of labor: a cautionary note," Economics Letters, Elsevier, vol. 77(2), pages 265-269, October.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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 762-773, October.
  24. 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 478-490, November.
  25. 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.
  26. Salyer, Kevin D., 1988. "Risk aversion and stock price volatility when dividends are difference stationary," Economics Letters, Elsevier, vol. 28(3), pages 255-258.
  27. 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.
  28. 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 565-578, August.
  29. Kevin D. Salyer, 1988. "Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 55(4), pages 667-668.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (5) 2001-12-26 2005-12-20 2010-04-17 2019-09-30 2019-11-04. Author is listed
  2. NEP-MAC: Macroeconomics (4) 2005-12-20 2010-04-17 2019-09-30 2019-11-04
  3. NEP-MON: Monetary Economics (2) 2001-07-30 2019-09-30
  4. NEP-URE: Urban and Real Estate Economics (2) 2010-04-17 2019-09-30
  5. NEP-BEC: Business Economics (1) 2010-04-17
  6. NEP-EEC: European Economics (1) 2005-12-20
  7. NEP-FMK: Financial Markets (1) 2005-12-20
  8. NEP-RMG: Risk Management (1) 2019-11-04

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