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 3 582
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 3 5 42 1 5 12 106
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 47 0 1 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 0 1 2 593
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 0 0 0 150
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 0 66 0 0 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 1 1 5 470
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 9 240
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 1 4 226
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 1 2 202
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 0 1 8 274 1 3 23 616
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 1 1 4 80
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 0 0 0 107
Practical 0 0 0 0 1 1 2 98
Solving linear rational expectations models: a horse race 1 8 21 284 1 19 74 832
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 0 3 333
Using a projection method to analyze inflation bias in a micro-founded model 0 1 3 124 0 2 14 318
Total Working Papers 1 13 37 843 6 37 171 6,774


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 9 27 595 7 15 48 962
A linear programming model of housing market equilibrium 0 1 1 31 0 2 4 90
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 1 1 14 0 1 3 45
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 1 2 3 29 2 3 8 105
Characteristics of discrete housing market model equilibria 0 0 0 15 0 0 1 161
Solving Linear Rational Expectations Models: A Horse Race 0 1 3 147 0 3 13 318
Using a projection method to analyze inflation bias in a micro-founded model 0 1 3 71 1 3 13 172
Total Journal Articles 5 15 38 902 10 27 90 1,853


Statistics updated 2017-07-04