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 3 130
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 0 2 8 582
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 1 1 38 1 2 10 99
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 47 0 1 5 325
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 1 2 5 277
Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies 0 0 0 2 0 0 2 101
Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm 0 0 0 0 0 0 2 800
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 1 2 9 469
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 1 3 11 239
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 4 201
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 1 1 5 225
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 1 4 8 272 3 11 25 612
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 1 1 7 79
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 0 0 1 107
Practical 0 0 0 0 0 0 2 97
Solving linear rational expectations models: a horse race 0 2 13 274 2 10 74 809
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 0 0 6 186
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 2 2 4 333
Using a projection method to analyze inflation bias in a micro-founded model 0 0 5 123 0 1 18 314
Total Working Papers 1 7 27 826 13 38 204 6,727


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 4 11 23 586 6 15 41 945
A linear programming model of housing market equilibrium 0 0 2 30 0 1 8 88
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 0 0 13 0 0 6 44
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 1 27 1 2 11 101
Characteristics of discrete housing market model equilibria 0 0 0 15 0 0 2 161
Solving Linear Rational Expectations Models: A Horse Race 0 1 2 146 0 3 13 315
Using a projection method to analyze inflation bias in a micro-founded model 0 2 4 70 2 6 14 169
Total Journal Articles 4 14 32 887 9 27 95 1,823


Statistics updated 2017-03-07