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Gary Stanley Anderson

Personal Details

First Name:Gary
Middle Name:Stanley
Last Name:Anderson
Suffix:
RePEc Short-ID:pan376
[This author has chosen not to make the email address public]

Research output

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Jump to: Working papers Articles

Working papers

  1. Gary S. Anderson & Alena Audzeyeva, 2019. "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series 2019-074, Board of Governors of the Federal Reserve System (U.S.).
  2. Gary S. Anderson, 2018. "Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas," Finance and Economics Discussion Series 2018-070, Board of Governors of the Federal Reserve System (U.S.).
  3. Gary S. Anderson, 2010. "A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models," Finance and Economics Discussion Series 2010-13, Board of Governors of the Federal Reserve System (U.S.).
  4. Gary S. Anderson & Jinill Kim & Tack Yun, 2010. "Using a projection method to analyze inflation bias in a micro-founded model," Finance and Economics Discussion Series 2010-18, Board of Governors of the Federal Reserve System (U.S.).
  5. Gary S. Anderson, 2006. "Solving linear rational expectations models: a horse race," Finance and Economics Discussion Series 2006-26, Board of Governors of the Federal Reserve System (U.S.).
  6. Gary S. Anderson, 2006. "A Reliable Technique for Accurately Computing Unconditional Variances," Computing in Economics and Finance 2006 291, Society for Computational Economics.
  7. Gary S. Anderson & Andrew T. Levin & Eric T. Swanson, 2006. "Higher-order perturbation solutions to dynamic, discrete-time rational expectations models," Working Paper Series 2006-01, Federal Reserve Bank of San Francisco.
  8. Eric Swanson & Gary Anderson & Andrew Levin, 2005. "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 146, Society for Computational Economics.
  9. Eric Swanson & Gary Anderson & Andrew Levin, 2004. "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 576, Econometric Society.
  10. gary anderson & jinill kim, 2004. "Some Practical Considerations for Applying Perturbation Methods to," Computing in Economics and Finance 2004 284, Society for Computational Economics.
  11. gary anderson, 2003. "Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies," Computing in Economics and Finance 2003 279, Society for Computational Economics.
  12. Gary S. Anderson, 2003. "Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models," Computing in Economics and Finance 2003 250, Society for Computational Economics.
  13. gary anderson, 2002. "Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models," Computing in Economics and Finance 2002 76, Society for Computational Economics.
  14. gary anderson, 2002. "Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models," Computing in Economics and Finance 2002 77, Society for Computational Economics.
  15. Gary Anderson, 2001. "Practical," Computing in Economics and Finance 2001 138, Society for Computational Economics.
  16. gary anderson and raymond board, 2001. "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 128, Society for Computational Economics.
  17. Gary S. Anderson, 2000. "A Systematic Comparison Of Alternative Linear Rational Expectation Model Solution Techniques," Computing in Economics and Finance 2000 142, Society for Computational Economics.
  18. Gary Anderson, 1999. "Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm," Computing in Economics and Finance 1999 1051, Society for Computational Economics.
  19. Gary Anderson, 1999. "Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm," Computing in Economics and Finance 1999 813, Society for Computational Economics.
  20. Gary S. Anderson & Marvin Goodfriend & Anil K. Kashyap & George R. Moore & Richard D. Porter, 1984. "A weekly perfect foresight model of the nonborrowed reserve operating procedure," Working Paper 84-04, Federal Reserve Bank of Richmond.
  21. Gary S. Anderson, "undated". "An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations," Computing in Economics and Finance 1996 _063, Society for Computational Economics.
  22. Gary S. Anderson, "undated". "An Application of Gröbner Bases to Computing MLE's of the Structural Coefficients of Nonlinear-Perfect-Foresight Models," Computing in Economics and Finance 1997 106, Society for Computational Economics.

Articles

  1. Anderson, Gary S., 2010. "A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 472-489, March.
  2. Anderson, Gary S. & Kim, Jinill & Yun, Tack, 2010. "Using a projection method to analyze inflation bias in a micro-founded model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1572-1581, September.
  3. Gary Anderson, 2008. "Solving Linear Rational Expectations Models: A Horse Race," Computational Economics, Springer;Society for Computational Economics, vol. 31(2), pages 95-113, March.
  4. Anderson, Gary, 1987. "A procedure for differentiating perfect-foresight-model reduced-from coefficients," Journal of Economic Dynamics and Control, Elsevier, vol. 11(4), pages 465-481, December.
  5. Anderson, Gary & Moore, George, 1985. "A linear algebraic procedure for solving linear perfect foresight models," Economics Letters, Elsevier, vol. 17(3), pages 247-252.
  6. Anderson, Gary S., 1984. "Characteristics of discrete housing market model equilibria," Journal of Urban Economics, Elsevier, vol. 16(2), pages 125-148, September.
  7. Anderson, Gary S., 1982. "A linear programming model of housing market equilibrium," Journal of Urban Economics, Elsevier, vol. 11(2), pages 159-168, March.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (5) 2006-03-18 2006-07-09 2010-04-11 2018-10-29 2019-11-25. Author is listed
  2. NEP-CBA: Central Banking (3) 2006-07-09 2010-04-11 2010-05-02
  3. NEP-BIG: Big Data (1) 2019-11-25
  4. NEP-DGE: Dynamic General Equilibrium (1) 2006-03-18
  5. NEP-ECM: Econometrics (1) 2006-07-09
  6. NEP-FOR: Forecasting (1) 2019-11-25

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