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Details about Gary S. Anderson

Homepage:http://www.federalreserve.gov/econresdata/gary-s-anderson.htm
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Gary S. Anderson.

Last updated 2016-11-01. Update your information in the RePEc Author Service.

Short-id: pan376


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Working Papers

2010

  1. A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)
  2. Using a projection method to analyze inflation bias in a micro-founded model
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)

2006

  1. A Reliable Technique for Accurately Computing Unconditional Variances
    Computing in Economics and Finance 2006, Society for Computational Economics
  2. Higher-order perturbation solutions to dynamic, discrete-time rational expectations models
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (32)
  3. Solving linear rational expectations models: a horse race
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    See also Journal Article in Computational Economics (2008)

2005

  1. Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

  1. Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy
    Econometric Society 2004 North American Winter Meetings, Econometric Society
    Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (1)
  2. Some Practical Considerations for Applying Perturbation Methods to
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

  1. Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies
    Computing in Economics and Finance 2003, Society for Computational Economics
  2. Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models
    Computing in Economics and Finance 2003, Society for Computational Economics

2002

  1. Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models
    Computing in Economics and Finance 2002, Society for Computational Economics
  2. Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models
    Computing in Economics and Finance 2002, Society for Computational Economics

2001

  1. Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models
    Computing in Economics and Finance 2001, Society for Computational Economics
  2. Practical
    Computing in Economics and Finance 2001, Society for Computational Economics

2000

  1. A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (8)

1999

  1. Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm
    Computing in Economics and Finance 1999, Society for Computational Economics
  2. Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm
    Computing in Economics and Finance 1999, Society for Computational Economics

1984

  1. A weekly perfect foresight model of the nonborrowed reserve operating procedure
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (7)

Undated

  1. An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models
    Computing in Economics and Finance 1997, Society for Computational Economics
  2. An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations
    Computing in Economics and Finance 1996, Society for Computational Economics Downloads

Journal Articles

2010

  1. A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models
    Journal of Economic Dynamics and Control, 2010, 34, (3), 472-489 Downloads View citations (31)
    See also Working Paper (2010)
  2. Using a projection method to analyze inflation bias in a micro-founded model
    Journal of Economic Dynamics and Control, 2010, 34, (9), 1572-1581 Downloads View citations (5)
    See also Working Paper (2010)

2008

  1. Solving Linear Rational Expectations Models: A Horse Race
    Computational Economics, 2008, 31, (2), 95-113 Downloads View citations (16)
    See also Working Paper (2006)

1987

  1. A procedure for differentiating perfect-foresight-model reduced-from coefficients
    Journal of Economic Dynamics and Control, 1987, 11, (4), 465-481 Downloads View citations (9)

1985

  1. A linear algebraic procedure for solving linear perfect foresight models
    Economics Letters, 1985, 17, (3), 247-252 Downloads View citations (298)

1984

  1. Characteristics of discrete housing market model equilibria
    Journal of Urban Economics, 1984, 16, (2), 125-148 Downloads

1982

  1. A linear programming model of housing market equilibrium
    Journal of Urban Economics, 1982, 11, (2), 159-168 Downloads View citations (2)
 
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