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Gary S. Anderson

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Personal Details

First Name: Gary
Middle Name: S.
Last Name: Anderson
Suffix:

RePEc Short-ID: pan376

Email: [This author has chosen not to make the email address public]
Homepage: http://www.federalreserve.gov/econresdata/gary-s-anderson.htm
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Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)
Location: Washington, District of Columbia (United States)
Homepage: http://www.federalreserve.gov/
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Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Handle: RePEc:edi:frbgvus (more details at EDIRC)

Works

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Working papers

  1. 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.).
  2. 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.).
  3. 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.).
  4. Eric Swanson & Gary Anderson & Andrew Levin, 2006. "Higher-order perturbation solutions to dynamic, discrete-time rational expectations models," Working Paper Series 2006-01, Federal Reserve Bank of San Francisco.
  5. Gary S. Anderson, 2006. "A Reliable Technique for Accurately Computing Unconditional Variances," Computing in Economics and Finance 2006 291, Society for Computational Economics.
  6. 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.
  7. 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.
  8. gary anderson & jinill kim, 2004. "Some Practical Considerations for Applying Perturbation Methods to," Computing in Economics and Finance 2004 284, Society for Computational Economics.
  9. 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.
  10. 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.
  11. gary anderson, 2002. "Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models," Computing in Economics and Finance 2002 76, Society for Computational Economics.
  12. gary anderson, 2002. "Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models," Computing in Economics and Finance 2002 77, Society for Computational Economics.
  13. 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.
  14. Gary Anderson, 2001. "Practical," Computing in Economics and Finance 2001 138, Society for Computational Economics.
  15. 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.
  16. 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.
  17. 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.
  18. Marvin Goodfriend & Gary Anderson & Anil Kashyap & George 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.
  19. Gary S. Anderson, . "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.
  20. Gary S. Anderson, . "An Application of Gr´┐Żbner 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. & 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.
  2. 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.
  3. Gary Anderson, 2008. "Solving Linear Rational Expectations Models: A Horse Race," Computational Economics, 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.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2006-07-09 2010-04-11 2010-05-02. Author is listed
  2. NEP-CMP: Computational Economics (3) 2006-03-18 2006-07-09 2010-04-11. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2006-03-18. Author is listed
  4. NEP-ECM: Econometrics (1) 2006-07-09. Author is listed
  5. NEP-MAC: Macroeconomics (2) 2006-03-18 2010-05-02. Author is listed
  6. NEP-MON: Monetary Economics (1) 2010-05-02. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age

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