Gary Anderson

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS

543

SSRN CITATIONS
Rank 28,037

SSRN RANKINGS

Top 28,037

in Total Papers Citations

9

CROSSREF CITATIONS

23

Scholarly Papers (6)

1.

Solving Linear Rational Expectations Models: A Horse Race

FEDS Working Paper No. 2006-26
Number of pages: 39 Posted: 10 Nov 2006
Gary Anderson
Board of Governors of the Federal Reserve System
Downloads 220 (214,552)
Citation 6

Abstract:

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Linear Rational Expectations, Blanchard-Kahn, Saddle Point Solution

2.

Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models

Federal Reserve Bank of San Francisco Working Paper Series 2006-01
Number of pages: 31 Posted: 24 Jul 2007
Eric T. Swanson, Gary Anderson and Andrew T. Levin
University of California, Irvine - Department of Economics, Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 147 (304,846)
Citation 15

Abstract:

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Business cycles, Macroeconomics, Monetary policy, Econometric models

3.

A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression

FEDS Working Paper No. 2019-074
Number of pages: 30 Posted: 23 Oct 2019 Last Revised: 24 Oct 2019
Gary Anderson and Alena Audzeyeva
Board of Governors of the Federal Reserve System and Keele University - Keele Management School
Downloads 64 (524,113)

Abstract:

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Support vector machine regressions, Out-of-sample predictability, Soverign cedit spreads, Machine learning, Emerging markets, Model confidence set

Using a Projection Method to Analyze Inflation Bias in a Micro-Founded Model

Number of pages: 29 Posted: 11 Mar 2011
Gary Anderson, Jinill Kim and Tack Yun
Board of Governors of the Federal Reserve System, Korea University and Board of Governors of the Federal Reserve System
Downloads 30 (725,673)
Citation 3

Abstract:

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Inflation Bias, Discretionary Monetary Policy, Projection Methods

Using a Projection Method to Analyze Inflation Bias in a Micro-Founded Model

FEDS Working Paper No. 2010-18
Number of pages: 25 Posted: 15 Nov 2011
Gary Anderson, Jinill Kim and Tack Yun
Board of Governors of the Federal Reserve System, Korea University and Board of Governors of the Federal Reserve System
Downloads 28 (740,763)
Citation 3

Abstract:

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Inflation bias, discretionary monetary policy, projection methods

5.

A Reliable and Computationally Efficient Algorithm for Imposing the Saddle Point Property in Dynamic Models

FEDS Working Paper No. 2010-13
Number of pages: 39 Posted: 12 Mar 2011
Gary Anderson
Board of Governors of the Federal Reserve System
Downloads 29 (712,169)
Citation 10

Abstract:

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Saddle point property, linear rational expections models

6.

Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas

FEDS Working Paper No. 2018-070
Number of pages: 68 Posted: 22 Oct 2018 Last Revised: 21 Feb 2019
Gary Anderson
Board of Governors of the Federal Reserve System
Downloads 25 (741,292)

Abstract:

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Econometric modeling, Mathematical and quantitative methods