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 1 4 134
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 0 0 0 582
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 5 43 1 1 12 110
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 47 0 0 2 327
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 2 6 598
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 0 0 1 151
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 0 66 0 0 1 277
Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies 0 0 0 2 0 0 0 101
Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm 0 0 0 0 0 2 2 802
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 1 1 4 472
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 1 1 6 244
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 1 5 229
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 1 5 206
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 1 2 6 277 2 4 14 623
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 0 1 6 84
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 0 2 4 111
Practical 0 0 0 0 0 2 5 102
Solving linear rational expectations models: a horse race 4 6 26 300 6 17 80 887
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 0 2 4 190
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 0 0 4 335
Using a projection method to analyze inflation bias in a micro-founded model 0 0 1 124 0 2 9 323
Total Working Papers 5 8 38 863 11 40 174 6,888


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 6 23 605 1 17 46 985
A linear programming model of housing market equilibrium 0 0 2 32 0 0 3 91
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 1 2 15 0 1 2 46
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 2 29 0 1 7 107
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 3 149 1 3 12 327
Using a projection method to analyze inflation bias in a micro-founded model 0 0 2 72 0 2 8 175
Total Journal Articles 1 7 34 917 2 24 78 1,892


Statistics updated 2018-02-05