Gary Stanley Anderson : Citation Profile


Are you Gary Stanley Anderson?

Federal Reserve Bank of Boston

8

H index

6

i10 index

547

Citations

RESEARCH PRODUCTION:

7

Articles

23

Papers

RESEARCH ACTIVITY:

   37 years (1982 - 2019). See details.
   Cites by year: 14
   Journals where Gary Stanley Anderson has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 8 (1.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan376
   Updated: 2022-05-21    RAS profile: 2021-08-25    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Gary Stanley Anderson.

Is cited by:

Coenen, Günter (51)

Lindé, Jesper (41)

Erceg, Christopher (39)

Wieland, Volker (37)

Laséen, Stefan (28)

Guerrieri, Luca (26)

Levin, Andrew (23)

Svensson, Lars (22)

Fuhrer, Jeffrey (21)

Williams, John (20)

Adolfson, Malin (19)

Cites to:

Fuhrer, Jeffrey (10)

Judd, Kenneth (9)

Wolman, Alexander (6)

Kahn, Charles (4)

Galí, Jordi (4)

Gertler, Mark (4)

Maliar, Serguei (4)

Clarida, Richard (4)

Orphanides, Athanasios (4)

Blanchard, Olivier (4)

Valero, Rafael (3)

Main data


Where Gary Stanley Anderson has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control3
Journal of Urban Economics2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
Computing in Economics and Finance 2003 / Society for Computational Economics3
Computing in Economics and Finance 2001 / Society for Computational Economics2
Computing in Economics and Finance 2002 / Society for Computational Economics2
Computing in Economics and Finance 1999 / Society for Computational Economics2

Recent works citing Gary Stanley Anderson (2021 and 2020)


YearTitle of citing document
2020Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042.

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2021Optimal policy with occasionally binding constraints: piecewise linear solution methods. (2021). Waldron, Matt ; Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0911.

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2022House price dynamics, optimal LTV limits and the liquidity trap. (2022). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea. In: Bank of England working papers. RePEc:boe:boeewp:0969.

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2021Assessing nominal income rules for monetary policy with model and data uncertainty. (2000). Rudebusch, Glenn. In: Working Paper Series. RePEc:ecb:ecbwps:20000014.

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2020Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment. (2020). Coenen, Günter ; Smets, Frank ; Montes-Galdon, Carlos . In: Working Paper Series. RePEc:ecb:ecbwps:20202352.

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2021Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment. (2021). Schmidt, Sebastian ; Coenen, Günter ; Montes-Galdon, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20212572.

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2020Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models. (2020). Komunjer, Ivana ; Zhu, Yinchu. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:561-586.

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2021Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics: A Horse race. (2021). Sacht, Stephen ; Jang, Tae-Seok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:493-511.

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2020Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle. (2020). Nicolo, Giovanni. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-35.

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2020MAJA: A two-region DSGE model for Sweden and its main trading partners. (2020). Strid, Ingvar ; Corbo, Vesna. In: Working Paper Series. RePEc:hhs:rbnkwp:0391.

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2020Political stability and economic growth: the role of exchange rate regime. (2020). Bouchoucha, Najeh ; Fraj, Salma Hadj ; Maktouf, Samir. In: MPRA Paper. RePEc:pra:mprapa:104586.

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2021Reverse mode differentiation for DSGE models. (2021). Duncan, Alfred. In: Studies in Economics. RePEc:ukc:ukcedp:2108.

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2020Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment. (2020). Coenen, Günter ; Smets, Frank ; Montes-Galdon, Carlos. In: CFS Working Paper Series. RePEc:zbw:cfswop:639.

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2021Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment. (2021). Schmidt, Sebastian ; Coenen, Günter ; Montes-Galdon, Carlos. In: CFS Working Paper Series. RePEc:zbw:cfswop:656.

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2021On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing. (2021). Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:154.

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Works by Gary Stanley Anderson:


YearTitleTypeCited
2004Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
paper1
2003Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
1987A procedure for differentiating perfect-foresight-model reduced-from coefficients In: Journal of Economic Dynamics and Control.
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article19
2010A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models In: Journal of Economic Dynamics and Control.
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article42
2010A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models.(2010) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2010Using a projection method to analyze inflation bias in a micro-founded model In: Journal of Economic Dynamics and Control.
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article8
2010Using a projection method to analyze inflation bias in a micro-founded model.(2010) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1985A linear algebraic procedure for solving linear perfect foresight models In: Economics Letters.
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article343
1982A linear programming model of housing market equilibrium In: Journal of Urban Economics.
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article2
1984Characteristics of discrete housing market model equilibria In: Journal of Urban Economics.
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article2
2006Higher-order perturbation solutions to dynamic, discrete-time rational expectations models In: Working Paper Series.
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paper57
2006Solving linear rational expectations models: a horse race In: Finance and Economics Discussion Series.
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paper34
2008Solving Linear Rational Expectations Models: A Horse Race.(2008) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2018Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas In: Finance and Economics Discussion Series.
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paper0
2019A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression In: Finance and Economics Discussion Series.
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paper0
1984A weekly perfect foresight model of the nonborrowed reserve operating procedure In: Working Paper.
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paper8
2000A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES In: Computing in Economics and Finance 2000.
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paper7
2001Algorithmic Design and Beowulf Cluster Implementation of Stochastic Simulation Code of Stochastic Simulation Code for Large Scale Non Linear Models In: Computing in Economics and Finance 2001.
[Citation analysis]
paper0
2001Practical In: Computing in Economics and Finance 2001.
[Citation analysis]
paper24
2002Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models In: Computing in Economics and Finance 2002.
[Citation analysis]
paper0
2002Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models In: Computing in Economics and Finance 2002.
[Citation analysis]
paper0
2003Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models In: Computing in Economics and Finance 2003.
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paper0
2003Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies In: Computing in Economics and Finance 2003.
[Citation analysis]
paper0
2004Some Practical Considerations for Applying Perturbation Methods to In: Computing in Economics and Finance 2004.
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paper0
2005Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0
An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations In: Computing in Economics and Finance 1996.
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paper0
An Application of Gröbner Bases to Computing MLEs of the Structural Coefficients of Nonlinear-Perfect-Foresight Models In: Computing in Economics and Finance 1997.
[Citation analysis]
paper0
1999Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm In: Computing in Economics and Finance 1999.
[Citation analysis]
paper0
1999Gains from Combining the Anderson-Moore Algorithm and Julliards Stack Algorithm In: Computing in Economics and Finance 1999.
[Citation analysis]
paper0
2006A Reliable Technique for Accurately Computing Unconditional Variances In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0

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