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 1 4 6 49
A Reliable Technique for Accurately Computing Unconditional Variances 0 0 0 0 0 1 6 161
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 2 2 7 607
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 47 2 2 6 150
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 49 0 1 2 354
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 1 614
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 0 0 2 165
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 0 68 0 1 2 289
Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies 0 0 0 2 2 2 4 115
Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm 0 0 0 0 2 3 4 837
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 0 0 2 499
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 1 282
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 0 1 245
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 1 1 3 222
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 0 0 2 298 5 13 20 709
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 2 2 3 97
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 0 0 2 125
Practical 0 0 0 0 1 4 5 121
Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas 0 0 1 22 2 3 8 54
Solving linear rational expectations models: a horse race 0 0 0 340 2 2 4 1,111
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 0 0 2 215
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 0 0 3 362
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 129 0 1 3 374
Total Working Papers 0 0 3 993 22 42 97 7,757

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 6 717 7 11 24 1,230
A linear programming model of housing market equilibrium 0 0 0 37 1 2 4 117
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 0 0 25 2 2 4 76
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 1 43 3 5 10 168
Characteristics of discrete housing market model equilibria 0 0 0 16 0 2 3 173
Solving Linear Rational Expectations Models: A Horse Race 0 0 0 166 0 1 4 386
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 82 0 0 6 236
Total Journal Articles 0 0 7 1,086 13 23 55 2,386

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Statistics updated 2025-12-06