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 2 5 9 53
A Reliable Technique for Accurately Computing Unconditional Variances 0 0 0 0 3 5 10 166
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 4 9 13 614
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 47 5 7 9 155
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 49 4 4 5 358
Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models 0 0 0 0 3 4 4 618
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 0 1 2 166
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 0 68 2 6 7 295
Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies 0 0 0 2 2 4 5 117
Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm 0 0 0 0 4 6 7 841
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 4 7 7 506
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models 2 3 5 301 9 17 30 721
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 3 4 4 286
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 2 2 2 247
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 1 2 3 223
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 1 4 4 99
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 2 4 4 129
Practical 0 0 0 0 3 4 7 124
Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas 0 0 1 22 3 9 14 61
Solving linear rational expectations models: a horse race 0 0 0 340 4 8 9 1,117
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 11 13 14 228
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 2 2 3 364
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 129 1 1 3 375
Total Working Papers 2 3 6 996 75 128 175 7,863

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 0 3 717 3 11 24 1,234
A linear programming model of housing market equilibrium 0 0 0 37 0 2 4 118
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 0 0 25 2 4 5 78
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 43 3 9 13 174
Characteristics of discrete housing market model equilibria 0 0 0 16 1 1 3 174
Solving Linear Rational Expectations Models: A Horse Race 0 0 0 166 2 3 6 389
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 82 5 5 10 241
Total Journal Articles 0 0 3 1,086 16 35 65 2,408

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Statistics updated 2026-02-12