Details about Gary Stanley Anderson

Access statistics for papers by Gary Stanley Anderson.

Last updated 2022-04-13. Update your information in the RePEc Author Service.

Short-id: pan376

Working Papers

2019

1. A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2018

2. Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2010

3. 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.) View citations (11)
   See also Journal Article A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (44) (2010)
4. 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.) View citations (7)
   See also Journal Article Using a projection method to analyze inflation bias in a micro-founded model, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (8) (2010)

2006

5. A Reliable Technique for Accurately Computing Unconditional Variances
   Computing in Economics and Finance 2006, Society for Computational Economics
6. Higher-order perturbation solutions to dynamic, discrete-time rational expectations models
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (69)
7. Solving linear rational expectations models: a horse race
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (13)
   See also Journal Article Solving Linear Rational Expectations Models: A Horse Race, Computational Economics, Springer (2008) View citations (34) (2008)

2005

8. 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

9. 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 (2)
10. Some Practical Considerations for Applying Perturbation Methods to
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

11. 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
12. 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

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

2001

15. 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
16. Practical
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (23)

2000

17. 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

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

1984

20. A weekly perfect foresight model of the nonborrowed reserve operating procedure
    Working Paper, Federal Reserve Bank of Richmond View citations (8)

Undated

21. 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
22. An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations
    Computing in Economics and Finance 1996, Society for Computational Economics

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 View citations (44)
   See also Working Paper A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models, Finance and Economics Discussion Series (2010) View citations (11) (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 View citations (8)
   See also Working Paper Using a projection method to analyze inflation bias in a micro-founded model, Finance and Economics Discussion Series (2010) View citations (7) (2010)

2008

3. Solving Linear Rational Expectations Models: A Horse Race
   Computational Economics, 2008, 31, (2), 95-113 View citations (34)
   See also Working Paper Solving linear rational expectations models: a horse race, Finance and Economics Discussion Series (2006) View citations (13) (2006)

1987

4. A procedure for differentiating perfect-foresight-model reduced-from coefficients
   Journal of Economic Dynamics and Control, 1987, 11, (4), 465-481 View citations (19)

1985

5. A linear algebraic procedure for solving linear perfect foresight models
   Economics Letters, 1985, 17, (3), 247-252 View citations (366)

1984

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

1982

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