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 1 1 44
A Reliable Technique for Accurately Computing Unconditional Variances 0 0 0 0 0 2 4 157
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 0 2 3 602
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 47 1 3 4 147
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 49 0 1 2 353
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 2 614
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 0 2 2 165
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 0 68 0 1 2 288
Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies 0 0 0 2 0 1 1 112
Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm 0 0 0 0 0 1 1 834
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 0 2 3 499
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 1 282
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 1 1 220
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 1 1 245
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 1 1 2 297 2 5 7 694
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 0 1 1 95
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 0 2 2 125
Practical 0 0 0 0 0 1 2 117
Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas 0 0 0 21 0 3 4 49
Solving linear rational expectations models: a horse race 0 0 0 340 1 2 4 1,109
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 0 1 1 214
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 0 2 2 361
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 129 0 1 3 372
Total Working Papers 1 1 2 991 4 38 54 7,698

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 3 5 714 0 6 14 1,212
A linear programming model of housing market equilibrium 0 0 0 37 0 2 2 115
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 0 0 25 0 1 2 73
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 1 43 0 1 5 161
Characteristics of discrete housing market model equilibria 0 0 0 16 0 1 1 171
Solving Linear Rational Expectations Models: A Horse Race 0 0 1 166 1 2 5 384
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 82 0 2 4 232
Total Journal Articles 0 3 7 1,083 1 15 33 2,348

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Statistics updated 2025-04-04