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 2 3 132
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 0 0 3 582
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 1 1 6 43 1 3 13 108
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 47 0 0 5 327
Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models 0 0 0 0 1 2 4 595
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 0 1 1 151
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 0 66 0 0 2 277
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 0 800
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 1 2 6 471
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 8 241
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 1 2 203
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 1 4 227
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 1 1 8 275 1 3 21 618
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 0 2 5 81
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 0 1 1 108
Practical 0 0 0 0 0 2 3 99
Solving linear rational expectations models: a horse race 1 4 19 287 5 15 73 846
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 0 1 2 187
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 1 2 4 335
Using a projection method to analyze inflation bias in a micro-founded model 0 0 3 124 1 1 13 319
Total Working Papers 3 6 36 848 11 40 174 6,808


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 1 7 26 598 1 10 43 965
A linear programming model of housing market equilibrium 0 0 1 31 0 0 3 90
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 0 1 14 0 0 1 45
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 1 3 29 0 2 7 105
Characteristics of discrete housing market model equilibria 0 0 0 15 0 0 0 161
Solving Linear Rational Expectations Models: A Horse Race 0 0 2 147 1 3 11 321
Using a projection method to analyze inflation bias in a micro-founded model 0 0 3 71 0 1 11 172
Total Journal Articles 1 8 36 905 2 16 76 1,859


Statistics updated 2017-09-03