Access Statistics for Gary Stanley 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 Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression 0 0 0 34 0 0 1 43
A Reliable Technique for Accurately Computing Unconditional Variances 0 0 0 0 0 1 3 154
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 0 0 1 599
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 47 0 0 1 143
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 49 1 1 2 352
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 1 612
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 0 0 1 163
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 0 68 0 0 0 286
Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies 0 0 0 2 0 0 0 111
Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm 0 0 0 0 0 0 0 833
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 0 0 1 496
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 1 281
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 0 1 244
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 1 219
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 1 1 3 296 1 1 7 688
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 0 0 1 94
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 0 0 0 123
Practical 0 0 0 0 1 1 1 116
Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas 0 0 0 21 1 1 2 46
Solving linear rational expectations models: a horse race 0 0 0 340 0 0 1 1,105
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 0 0 1 213
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 0 0 0 359
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 129 0 1 1 370
Total Working Papers 1 1 3 990 4 6 28 7,650

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 0 1 6 710 1 3 16 1,204
A linear programming model of housing market equilibrium 0 0 1 37 0 0 3 113
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 0 3 25 0 0 6 71
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 42 0 0 1 156
Characteristics of discrete housing market model equilibria 0 0 0 16 0 0 0 170
Solving Linear Rational Expectations Models: A Horse Race 1 1 2 166 2 3 5 382
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 82 1 1 4 230
Total Journal Articles 1 2 12 1,078 4 7 35 2,326

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Statistics updated 2024-09-04