8
H index
6
i10 index
591
Citations
Gary Stanley Anderson : Citation Profile
| RESEARCH PRODUCTION: 7 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1982 - 2019). 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:
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Main data
Where Gary Stanley Anderson has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 3 |
| Journal of Urban Economics | 2 |
Recent works citing Gary Stanley Anderson (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | On the Identification of Diagnostic Expectations: Econometric Insights from DSGE Models. (2025). Guo, Jinting. In: Papers. RePEc:arx:papers:2509.08472. Full description at Econpapers || Download paper |
| 2025 | Solving Linear DSGE Models with Bernoulli Iterations. (2025). Meyer-Gohde, Alexander. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10708-z. Full description at Econpapers || Download paper |
| 2025 | US Monetary Policy and Indeterminacy. (2025). Nicol, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:195-213. Full description at Econpapers || Download paper |
Works by Gary Stanley Anderson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Higher-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] | paper | 2 |
| 2003 | Higher-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 nother version. Agregated cites: 2 | paper | |
| 1987 | A procedure for differentiating perfect-foresight-model reduced-from coefficients In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 19 |
| 2010 | A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 46 |
| 2010 | A 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 nother version. Agregated cites: 46 | paper | |
| 2010 | Using a projection method to analyze inflation bias in a micro-founded model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
| 2010 | Using 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 nother version. Agregated cites: 8 | paper | |
| 1985 | A linear algebraic procedure for solving linear perfect foresight models In: Economics Letters. [Full Text][Citation analysis] | article | 361 |
| 1982 | A linear programming model of housing market equilibrium In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 2 |
| 1984 | Characteristics of discrete housing market model equilibria In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 2 |
| 2006 | Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models In: Working Paper Series. [Full Text][Citation analysis] | paper | 70 |
| 2006 | Solving linear rational expectations models: a horse race In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 43 |
| 2008 | Solving Linear Rational Expectations Models: A Horse Race.(2008) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
| 2018 | Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 1984 | A weekly perfect foresight model of the nonborrowed reserve operating procedure In: Working Paper. [Full Text][Citation analysis] | paper | 8 |
| 2000 | A SYSTEMATIC COMPARISON OF ALTERNATIVE LINEAR RATIONAL EXPECTATION MODEL SOLUTION TECHNIQUES In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 7 |
| 2001 | Algorithmic 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] | paper | 0 |
| 2001 | Practical In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 23 |
| 2002 | Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2002 | Nonlinear Terminal Constraints for Discrete-Time Saddle Path Models In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2003 | Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
| 2003 | Efficiently 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] | paper | 0 |
| 2004 | Some Practical Considerations for Applying Perturbation Methods to In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2005 | Higher-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] | paper | 0 |
| An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations In: Computing in Economics and Finance 1996. [Full Text][Citation analysis] | paper | 0 | |
| 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] | paper | 0 | |
| 1999 | Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 0 |
| 1999 | Gains from Combining the Anderson-Moore Algorithm and Julliards Stack Algorithm In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 0 |
| 2006 | A Reliable Technique for Accurately Computing Unconditional Variances In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team