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The limits of business cycle research: assessing the real business cycle model

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JE Hartley, KD Hoover… - Oxford Review of Economic …, 1997 - Oxford Univ Press
Page 1. 34 OXFORD REVIEW OF ECONOMIC POLICY, VOL. 13, NO. 3 © 1997 OXFORD
UNIVERSITY PRESS AND THE OXFORD REVIEW OF ECONOMIC POLICY LIMITED THE
LIMITS OF BUSINESS CYCLE RESEARCH: ASSESSING THE REAL ...
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The response of term rates to monetary policy uncertainty

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O Jorda… - Review of Economic Dynamics, 2003 - Elsevier
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Spotting sunspots: some evidence in support of models with self-fulfilling prophecies

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KD Salyer… - Journal of Monetary Economics, 1998 - Elsevier
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The term structure and time series properties of nominal interest rates: Implications from theory

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KD Salyer - Journal of Money, Credit and Banking, 1990 - JSTOR
Page 1. KEVIN D. SALYER The Term Structure and Time Series Properties of Nominal
Interest Rates: Implications from Theory 1. INTRODUCTION There are few
relationships in economics and finance that have been studied ...
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Calibration and real business cycle models: An unorthodox experiment

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J Hartley, S Sheffrin… - Journal of Macroeconomics, 1997 - Elsevier
This paper examines the calibration methodology used in real business cycle (RBC) theory.
We confront the calibrator with data from artificial economies (various Keynesian
macroeconomic models) and examine whether a prototypical real business cycle model, ...
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[CITATION] The macroeconomics of self-fulfilling prophecies A review essay

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KD Salyer - Journal of Monetary Economics, 1995 - ideas.repec.org
... Author info | Abstract | Publisher info | Download info | Related research | Statistics. Author Info.
Salyer, Kevin D. Additional information is available for the following registered author(s): Kevin
Salyer. Abstract. No abstract is available for this item. Download Info. To download: ...
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THE TIMING OF MARKETS AND MONETARY TRANSFERS IN CASH‐IN‐ADVANCE ECONOMIES

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KD Salyer - Economic Inquiry, 1991 - Wiley Online Library
Page 1. THE TIMING OF MARKETS AND MONETARY TRANSFERS IN CASH-IN-ADVANCE
ECONOMIES KEVIN D. SALYER* In cash-in-advance models, do the timing of markefs and
fhe timing of the monetary transfer afect equilibrium money demand? ...
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Macroeconomic priorities and crash states

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KD Salyer - Economics Letters, 2007 - Elsevier
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[CITATION] The limits of business cycle research

JE Hartley, KD Hoover… - Real Business Cycles: A Reader. London: …, 1998
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Crash states and the equity premium: Solving one puzzle raises another

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KD Salyer - Journal of Economic Dynamics and Control, 1998 - Elsevier
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A new algorithm for solving dynamic stochastic macroeconomic models

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V Dorofeenko, GS Lee… - Journal of Economic Dynamics and …, 2010 - Elsevier
This paper introduces a new algorithm, the recursive upwind Gauss–Seidel method, and
applies it to solve a standard stochastic growth model in which the techn.
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Technology Shocks or Coloured Noise? Why real-business-cycle models cannot explain actual business cycles

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KD Hoover, KD Salyer - Review of Political Economy, 1998 - Taylor & Francis
Page 1. Review of Political Economy, Volume 10, Number 3, 1998 Technology Shocks or
Coloured Noise? Why real-business-cycle models cannot explain actual business cycles
Department of Economics, University of California, Davis, CA 95616-8578, USA ...
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Overlapping generations and representative agent models of the equity premia: Implications from a growing economy

KD Salyer - Canadian Journal of Economics, 1988 - JSTOR
Page 1. Overlapping generations and representative agent models of the equity preria:
implications from a growing economy KEVIN D. SALYER Vanderbilt University Abstract.
This paper compares the risk premia on stock (both ...
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TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL

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V Dorofeenko, GS Lee… - Bulletin of Economic …, 2008 - Wiley Online Library
Skip to Main Content. ...
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The characterization of savings under uncertainty: The case of serially correlated returns

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KD Salyer - Economics Letters, 1988 - Elsevier
We characterize savings behavior within an infinitely lived, representative agent economy
in which output is a stochastic linear function of savings and the ret.
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Habit persistence and the nominal term premium puzzle: a partial resolution

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KD Salyer - Economic Inquiry, 1995 - Wiley Online Library
Page 1. HABIT PERSISTENCE AND THE NOMINAL TERM PREMIUM PUZZLE: A
PARTIAL RESOLUTION KEVIN D. SALYER* The assumption of habit formation in
pr+rences induces two flects on time series ofagents' marginal ...
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Risk aversion and stock price volatility when dividends are difference stationary

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KD Salyer - Economics Letters, 1988 - Elsevier
The relationship between stock price volatility and agents' risk aversion is studied within
a recursive equilibrium asset pricing model in which the endowment g.
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[CITATION] Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note

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KD Salyer - The Review of Economic Studies, 1988 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1988) LV, 667-668 © 1988 The Review of Economic Studies
Limited 0034-6527/88/00410667$02.00 (I) (2) Comparative Dynamics and Risk Premia in an
Overlapping Generations Model: A Note KEVIN D. SALYER Vanderbilt University ...
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[BOOK] Time-varying uncertainty and the credit channel

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V Dorofeenko, GS Lee… - 2002 - Citeseer
Page 1. Time-Varying Uncertainty and the Credit Channel Victor Dorofeenko, Gabriel S. Lee,
Kevin D. Salyer 118 Reihe Ökonomie Economics Series Page 2. 118 Reihe Ökonomie
Economics Series Time-Varying Uncertainty and the Credit Channel ...
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Interpreting a stochastic monetary growth model as a modified social planner's problem

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KD Salyer - Journal of Economic Dynamics and Control, 1996 - Elsevier
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The term structure of interest rates within a production economy: A parametric example

KD Salyer - Journal of Macroeconomics, 1994 - Elsevier
The behavior of the term structure of interest rates is studied analytically within a simple
stochastic growth model. It is shown that the qualitative character.
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[CITATION] The Timing of Markets in Cash-In-Advance Models

KD Salyer - Vanderbilt University
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Exchange rate volatility: the role of real shocks and the velocity of money

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KD Salyer - Economic Inquiry, 1989 - Wiley Online Library
Page 1. EXCHANGE RATE VOLATILITY: THE ROLE OF REAL SHOCKS AND THE
VELOCITY OF MONEY KEVIN D. SALYERS The effects of stochastic output shocks
on the behavior of ex- change rates and nominal price levels ...
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Risk shocks and housing markets

V Dorofeenko, GS Lee… - Economics Series, 2010 - papers.ssrn.com
Abstract: This paper analyzes the role of uncertainty in a multi-sector housing model with
financial frictions. We include time varying uncertainty (ie risk shocks) in the technology
shocks that affect housing production. The analysis demonstrates that risk shocks to the ...
Cited by 2 - Related articles - All 9 versions

The effects of inflation-induced tax increases on stock and housing prices

TF Cooley… - The Scandinavian Journal of Economics, 1987 - JSTOR
Page 1. Scand. J. of Economics 89 (4), 421-434, 1987 The Effects of Inflation-Induced Tax
Increases on Stock and Housing Prices* Thomas F. Cooley University of California, Santa
Barbara, CA and University of Rochester, NY, USA Kevin D. Salyer ...
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Calibration and the volatility of labor: a cautionary note

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KD Salyer - Economics Letters, 2002 - Elsevier
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A Note on Modelling Money Demand in Growing Economies

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P Basu… - Bulletin of Economic Research, 2001 - Wiley Online Library
Page 1. {Journals}boer/53_1/y130/makeup/y130.3d © Blackwell Publishers Ltd and
the Board of Trustees of the Bulletin of Economic Research 2001. Published by
Blackwell Publishers, 108 Cowley Road, Oxford OX4 1JF, UK ...
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Some fiscal implications of monetary policy

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H Dellas… - Bulletin of Economic Research, 2003 - Wiley Online Library
Page 1. {Journals}Boer/55_1/e192/makeup/e192.3d SOME FISCAL IMPLICATIONS
OF MONETARY POLICY* Harris Dellas and Kevin D. Salyer University of Bern and
University of California, Davis ABSTRACT We study the ...
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A new algorithm for solving dynamic stochastic macroeconomic models

K Salyer, V Dorofeenko… - Working Papers, 2005 - ideas.repec.org
We introduce a new algorithm that can be used to solve stochastic dynamic general
equilibrium models. This approach exploits the fact that the equations defining equilibrium
can be viewed as a set of differential algebraic equations in the neighborhood of the ...
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[CITATION] Monetary Policy, Interest Rates and Economic Activity

H Dellas, K Salyer… - 1994 - Katholieke Universiteit Leuven
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Calibration and the Volatility of Labor: A Cautionary Note

K Salyer - Working Papers, 2001 - ideas.repec.org
A key parameter in real business cycle models is the weight on the utility of leisure. Typically
this parameter is chosen so that the steady-state level of work activity matches the
corresponding measure in the data, ie the amount of time workers spend in market activity. ...
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[PDF] Taking the Monetary Implications of a Monetary Model Seriously

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K Salyer… - Economics Bulletin, 2007 - econ.ucdavis.edu
Abstract It has become common practice in applied monetary economics to posit an interest
rate rule as a component of the economic environment. Since the general equilibrium setting
imposes a money demand relationship, the interest rate rule implies that the money ...
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[CITATION] Calibration and Real Business Cycle Models: Two Unorthodox Tests

J Hartley, K Salyer… - Working Papers, 1993 - econpapers.repec.org
... Please update your bookmarks. Calibration and Real Business Cycle Models: Two
Unorthodox Tests. J. Hartley, Kevin Salyer () and Steven Sheffrin (). Working Papers
from California Davis - Institute of Governmental Affairs. Keywords ...
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[PDF] EXPERIENCE

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KD Salyer, TF Cooley… - Scandinavian Journal of …, 1987 - economics.ucdavis.edu
Page 1. JUNE 2011 Kevin D. Salyer 1080 Via Roble Lafayette, CA 94549
530.554.1185 (office) 925.284.1940 (home) EDUCATION: Ph.D. Economics,
University of California, Santa Barbara, 1985 MA Economics, University ...
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[CITATION] Finance Constraint Models: An Analysis with Applications

KD Salyer - 1985 - University of California, Santa …
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Agency Costs and Investment Behaviour. ENEPRI Working Paper, No. 47, 3 February 2007

V Dorofeenko, GS Lee… - 2007 - aei.pitt.edu
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Time-varying uncertainty and the credit channel PDF Logo

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KD Salyer, V Dorofeenko… - econstor.eu
... Time-Varying Uncertainty and the Credit Channel Kevin Salyer University of California, Davis
Victor Dorofeenko Institute for Advanced Studies, Vienna Gabriel Lee University of Regensburg
November 29, 2005 Paper # 06-1 We extend the Carlstrom and Fuerst (1997) agency ...
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Risk Shocks and Housing Markets

G Lee, V Dorofeenko… - Working Papers, 2010 - ideas.repec.org
This paper analyzes the role of uncertainty in a multi-sector housing model with financial
frictions. We include time varying uncertainty (ie risk shocks) in the technology shocks that
affect housing production. The analysis demonstrates that risk shocks to the housing ...
Cached - Get it from MIT Libraries - All 5 versions

[PDF] Interpreting a stochastic monetary growth model as

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KD Salyer - econ.ucdavis.edu
Page 1. JOURNAL or EOOIIOIDIC Dynamics Journal of Economic Dynamics and Control
& Cont]-01 Interpreting a stochastic monetary growth model as a modified social
planner's problem Kevin D. Salyer Department of Economics ...
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Macroeconomic priorities and crash states PDF Logo

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KD Salyer - 2005 - econstor.eu
Page 1. econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW –
Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW –
Leibniz Information Centre for Economics Nutzungsbedingungen ...
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The Response of Term Rates to Monetary Policy Uncertainty

K Salyer… - Working Papers - ideas.repec.org
This paper shows that greater uncertainty about monetary policy can lead to a decline in
nominal interest rates. In the context of a limited participation model, monetary policy
uncertainty is modeled as a mean-preserving spread in the distribution for the money ...
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[PDF] Risk Shocks and Housing Supply: A Quantitative Analysis

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G Lee, V Dorofeenko… - under review, 2011 - epub.uni-regensburg.de
Abstract This paper analyzes the role of uncertainty in a multi'sector housing model with
financial frictions. We include time varying uncertainty (ie risk shocks) in the technology
shocks that affect housing produc'tion. The analysis demonstrates that risk shocks to the ...
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[BOOK] Agency Costs and Investment Behaviour

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V Dorofeenko, GS Lee… - 2005 - books.google.com
Page 1. EUROPEAN NETWORK OF ECONOMIC POLICY RESEARCH INSTITUTES
WORKING PAPER NO. 47/FEBRUARY 2007 AGENCY COSTS AND INVESTMENT
BEHAVIOUR VIKTOR DOROFEENKO GABRIEL S. LEE ...
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Some Fiscal Implications of Monetary Policy

K Salyer… - Working Papers, 2001 - ideas.repec.org
We study the implications of alternative monetary targeting procedures for real interest rates
and economic activity. We find that countercyclical monetary policy rules lead to higher real
interest rates, higher average tax rates, lower output but lower variability of tax rates and ...
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Time-Varying Uncertainty and the Credit Channel

K Salyer… - Working Papers, 2006 - ideas.repec.org
We extend the Carlstrom and Fuerst (1997) agency cost model of business cycles by
including time varying uncertainty in the technology shocks that affect capital production. We
first demonstrate that standard linearization methods can be used to solve the model yet ...
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Recovering from Crash States: A''New''Algorithm for Solving Dynamic Stochastic Macroeconomic Models

V Dorofeenko, GS Lee… - Computing in Economics and …, 2006 - ideas.repec.org
We introduce a ''new'' algorithm that can be used to solve stochastic dynamic general equilibrium
models. This approach exploits the fact that the equations defining equilibrium can be viewed
as set of algebraic equations in the neighborhood of the steady-state. Then a recursive ...
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[CITATION] JONATHAN THOMAS.

TIM WORRALL, HTO MA, A DE PALMA… - Self, 1988
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Modeling the Liquidity Effect: The Limited Participation Model

K Salyer - 2008 - papers.ssrn.com
Abstract: A tractable limited participation model is developed in order to demonstrate the
liquidity effect on interest rates and output. It is also shown that this model can replicate two
features of the US economy's response to a positive money shock: an increase in output ...
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[CITATION] Modeling Liquidity: Implications for The Term Structure of Nominal Interest Rates

AJ Gleen… - Working Papers, 1991 - econpapers.repec.org
... EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks. Modeling
Liquidity: Implications for The Term Structure of Nominal Interest Rates. AJ Gleen and Kevin Salyer
(). Working Papers from California Davis - Institute of Governmental Affairs. ...
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