Gary Anderson

CEMAR LLC

69634 Heather Way

Rancho Mirage, CA 92270

United States

SCHOLARLY PAPERS

7

DOWNLOADS

647

TOTAL CITATIONS
Rank 31,436

SSRN RANKINGS

Top 31,436

in Total Papers Citations

36

Scholarly Papers (7)

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
CEMAR LLC
Downloads 228 (266,935)
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, CEMAR LLC and affiliation not provided to SSRN
Downloads 170 (349,297)
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
CEMAR LLC and Keele University - Keele Business School
Downloads 90 (564,619)

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
CEMAR LLC, Korea University and Board of Governors of the Federal Reserve System
Downloads 43 (831,664)
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
CEMAR LLC, Korea University and Board of Governors of the Federal Reserve System
Downloads 36 (889,090)
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
CEMAR LLC
Downloads 39 (841,104)
Citation 9

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
CEMAR LLC
Downloads 31 (908,729)

Abstract:

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Econometric modeling, Mathematical and quantitative methods

7.

Using Diverse Local Optima for Setting Kernel Parameters in Support Vector Regression: Forecasting Emerging Market Credit Spreads

Number of pages: 30 Posted: 18 Sep 2024
Gary Anderson and Alena Audzeyeva
CEMAR LLC and Keele University - Keele Business School
Downloads 10 (1,135,218)

Abstract:

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Support Vector Regression, Kernel parameters, Forecasting, Model Confidence Set, Emerging market credit spreads. JEL Classifications: G17