Access Statistics for Gary S. Anderson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reliable Technique for Accurately Computing Unconditional Variances 0 0 0 0 0 0 1 130
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 0 0 5 582
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 1 2 3 40 1 4 10 102
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 47 0 1 5 326
Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models 0 0 0 0 0 0 1 592
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 0 0 2 150
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 0 66 0 1 4 277
Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies 0 0 0 2 0 0 1 101
Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm 0 0 0 0 0 0 1 800
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 0 1 4 469
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 1 8 239
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 2 201
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 1 4 225
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 0 2 7 273 0 4 20 613
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 0 1 6 79
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 0 0 0 107
Practical 0 0 0 0 0 0 1 97
Solving linear rational expectations models: a horse race 2 4 15 278 9 15 69 822
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 0 0 2 186
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 0 2 3 333
Using a projection method to analyze inflation bias in a micro-founded model 1 1 4 124 2 4 16 318
Total Working Papers 4 9 29 834 12 35 165 6,749


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A linear algebraic procedure for solving linear perfect foresight models 2 6 21 588 3 11 39 950
A linear programming model of housing market equilibrium 1 1 1 31 2 2 5 90
A procedure for differentiating perfect-foresight-model reduced-from coefficients 1 1 1 14 1 1 4 45
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 1 27 0 2 8 102
Characteristics of discrete housing market model equilibria 0 0 0 15 0 0 1 161
Solving Linear Rational Expectations Models: A Horse Race 0 0 2 146 1 1 12 316
Using a projection method to analyze inflation bias in a micro-founded model 1 1 4 71 2 4 13 171
Total Journal Articles 5 9 30 892 9 21 82 1,835


Statistics updated 2017-05-02