Gary Stanley Anderson
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Gary |
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Stanley |
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Anderson |
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- Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy (RePEc:ecm:nawm04:576)
by Eric Swanson & Gary Anderson & Andrew Levin - A procedure for differentiating perfect-foresight-model reduced-from coefficients (RePEc:eee:dyncon:v:11:y:1987:i:4:p:465-481)
by Anderson, Gary - A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models (RePEc:eee:dyncon:v:34:y:2010:i:3:p:472-489)
by Anderson, Gary S. - Using a projection method to analyze inflation bias in a micro-founded model (RePEc:eee:dyncon:v:34:y:2010:i:9:p:1572-1581)
by Anderson, Gary S. & Kim, Jinill & Yun, Tack - A linear algebraic procedure for solving linear perfect foresight models (RePEc:eee:ecolet:v:17:y:1985:i:3:p:247-252)
by Anderson, Gary & Moore, George - A linear programming model of housing market equilibrium (RePEc:eee:juecon:v:11:y:1982:i:2:p:159-168)
by Anderson, Gary S. - Characteristics of discrete housing market model equilibria (RePEc:eee:juecon:v:16:y:1984:i:2:p:125-148)
by Anderson, Gary S. - Higher-order perturbation solutions to dynamic, discrete-time rational expectations models (RePEc:fip:fedfwp:2006-01)
by Gary S. Anderson & Andrew T. Levin & Eric T. Swanson - Solving linear rational expectations models: a horse race (RePEc:fip:fedgfe:2006-26)
by Gary S. Anderson - A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models (RePEc:fip:fedgfe:2010-13)
by Gary S. Anderson - Using a projection method to analyze inflation bias in a micro-founded model (RePEc:fip:fedgfe:2010-18)
by Gary S. Anderson & Jinill Kim & Tack Yun - Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas (RePEc:fip:fedgfe:2018-70)
by Gary S. Anderson - A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression (RePEc:fip:fedgfe:2019-74)
by Gary S. Anderson & Alena Audzeyeva - A weekly perfect foresight model of the nonborrowed reserve operating procedure (RePEc:fip:fedrwp:84-04)
by Gary S. Anderson & Marvin Goodfriend & Anil K. Kashyap & George R. Moore & Richard D. Porter - Solving Linear Rational Expectations Models: A Horse Race (RePEc:kap:compec:v:31:y:2008:i:2:p:95-113)
by Gary Anderson - A Systematic Comparison Of Alternative Linear Rational Expectation Model Solution Techniques (RePEc:sce:scecf0:142)
by Gary S. Anderson - Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models (RePEc:sce:scecf1:128)
by gary anderson and raymond board - Practical (RePEc:sce:scecf1:138)
by Gary Anderson - Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models (RePEc:sce:scecf2:76)
by gary anderson - Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models (RePEc:sce:scecf2:77)
by gary anderson - Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models (RePEc:sce:scecf3:250)
by Gary S. Anderson - Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies (RePEc:sce:scecf3:279)
by gary anderson - Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy (RePEc:sce:scecf3:64)
by Eric Swanson & Gary Anderson & Andrew Levin - Some Practical Considerations for Applying Perturbation Methods to (RePEc:sce:scecf4:284)
by gary anderson & jinill kim - Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy (RePEc:sce:scecf5:146)
by Eric Swanson & Gary Anderson & Andrew Levin - An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations (RePEc:sce:scecf6:_063)
by Gary S. Anderson - An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models (RePEc:sce:scecf7:106)
by Gary S. Anderson - Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm (RePEc:sce:scecf9:1051)
by Gary Anderson - Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm (RePEc:sce:scecf9:813)
by Gary Anderson - A Reliable Technique for Accurately Computing Unconditional Variances (RePEc:sce:scecfa:291)
by Gary S. Anderson