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 11 56
A Reliable Technique for Accurately Computing Unconditional Variances 0 0 0 0 0 0 11 170
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 0 2 18 623
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 47 1 1 15 162
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 49 0 0 7 360
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 6 620
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 0 1 14 302
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 1 1 11 510
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models 0 0 4 302 1 2 33 728
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 1 0 0 5 226
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
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 0 2 9 104
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 0 0 6 131
Practical 0 0 0 0 0 0 9 126
Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas 0 0 0 22 0 2 15 66
Solving linear rational expectations models: a horse race 0 0 0 340 0 1 12 1,121
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 1 1 18 233
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 0 0 4 365
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 129 0 1 8 380
Total Working Papers 0 0 4 997 4 14 245 7,955

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 1 4 720 2 4 30 1,246
A linear programming model of housing market equilibrium 0 0 0 37 0 0 3 118
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 1 2 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 2 10 395
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 82 0 0 12 247
Total Journal Articles 0 1 4 1,089 4 8 77 2,436

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Statistics updated 2026-08-07