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 10 56
A Reliable Technique for Accurately Computing Unconditional Variances 0 0 0 0 1 1 11 171
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 0 1 19 624
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 47 0 2 15 163
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 49 2 3 10 363
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 3 9 623
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 0 0 3 168
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 0 68 1 1 15 303
Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies 0 0 0 2 0 0 8 121
Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm 0 0 0 0 0 0 11 845
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 0 2 12 511
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models 0 0 4 302 0 4 35 731
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 7 289
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 0 4 249
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 5 226
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 1 1 10 105
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 1 1 7 132
Practical 0 0 0 0 0 1 10 127
Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas 0 0 0 22 1 1 16 67
Solving linear rational expectations models: a horse race 0 0 0 340 1 1 13 1,122
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 1 2 19 234
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 0 1 4 366
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 129 1 1 7 381
Total Working Papers 0 0 4 997 10 26 260 7,977

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 3 720 0 2 27 1,246
A linear programming model of housing market equilibrium 0 0 0 37 1 1 4 119
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 0 0 25 0 0 5 79
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 43 0 1 14 177
Characteristics of discrete housing market model equilibria 0 0 0 16 0 0 3 174
Solving Linear Rational Expectations Models: A Horse Race 0 0 0 166 1 3 11 397
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 82 1 1 12 248
Total Journal Articles 0 0 3 1,089 3 8 76 2,440

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Statistics updated 2026-10-11