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 3 32 1 3 10 37
A Reliable Technique for Accurately Computing Unconditional Variances 0 0 0 0 0 0 0 146
A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES 0 0 0 0 1 1 1 597
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 0 0 1 46 0 1 6 140
A weekly perfect foresight model of the nonborrowed reserve operating procedure 0 0 0 49 0 0 1 348
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 1 610
An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models 0 0 0 0 0 0 3 161
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations 0 0 1 68 0 0 2 285
Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies 0 0 0 2 0 0 0 111
Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm 0 0 0 0 1 1 11 829
Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm 0 0 0 0 0 0 1 490
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 1 2 277
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 0 2 242
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 0 217
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 0 0 0 292 1 2 10 678
Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models 0 0 0 0 0 0 1 93
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models 0 0 0 0 0 0 0 122
Practical 0 0 0 0 0 3 5 115
Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas 0 0 0 20 0 1 3 39
Solving linear rational expectations models: a horse race 0 0 2 338 1 3 26 1,098
Some Practical Considerations for Applying Perturbation Methods to 0 0 0 1 1 2 2 211
Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models 0 0 0 1 0 0 1 359
Using a projection method to analyze inflation bias in a micro-founded model 1 1 1 129 2 3 7 367
Total Working Papers 1 1 8 980 8 21 95 7,572


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 7 15 687 1 10 35 1,153
A linear programming model of housing market equilibrium 0 0 0 32 0 1 6 104
A procedure for differentiating perfect-foresight-model reduced-from coefficients 0 0 1 19 1 1 4 59
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models 1 1 4 39 3 3 7 149
Characteristics of discrete housing market model equilibria 0 0 0 16 0 0 1 170
Solving Linear Rational Expectations Models: A Horse Race 0 1 3 162 0 2 8 371
Using a projection method to analyze inflation bias in a micro-founded model 1 2 2 80 1 2 5 221
Total Journal Articles 3 11 25 1,035 6 19 66 2,227


Statistics updated 2022-06-07