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 2 6 11 55
A Reliable Technique for Accurately Computing Unconditional Variances 0 0 0 0 1 6 10 167
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 2 9 14 616
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 47 1 6 10 156
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 49 1 5 6 359
Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models 0 0 0 0 1 5 5 619
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 2 3 3 168
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 0 68 4 10 11 299
Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies 0 0 0 2 1 3 6 118
Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm 0 0 0 0 3 7 10 844
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 2 9 9 508
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models 0 3 5 301 2 14 31 723
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 4 4 286
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 1 3 3 248
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 1 3 223
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 1 3 5 100
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 1 5 5 130
Practical 0 0 0 0 1 4 8 125
Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas 0 0 1 22 0 7 12 61
Solving linear rational expectations models: a horse race 0 0 0 340 1 7 10 1,118
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 4 17 18 232
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 1 3 4 365
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 129 3 4 6 378
Total Working Papers 0 3 6 996 35 141 204 7,898

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 1 4 718 2 6 24 1,236
A linear programming model of housing market equilibrium 0 0 0 37 0 1 3 118
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 0 0 25 0 2 5 78
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 0 43 0 6 13 174
Characteristics of discrete housing market model equilibria 0 0 0 16 0 1 3 174
Solving Linear Rational Expectations Models: A Horse Race 0 0 0 166 0 3 6 389
Using a projection method to analyze inflation bias in a micro-founded model 0 0 0 82 2 7 11 243
Total Journal Articles 1 1 4 1,087 4 26 65 2,412

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Statistics updated 2026-03-04