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TheEconomists

Photo of Gary S. Anderson

Gary S. Anderson

Economist

Monetary Studies Section

Monetary Affairs

202-452-2687
gary.anderson@frb.gov
Education
  • Ph.D., Applied Mathematics, Harvard University, 1979
  • M.S., Applied Mathematics, Harvard University, 1976
  • B.A., Applied Mathematics, Harvard University, 1974
  • Current Research Topics

  • Computational Economics
    • Economist

      Board of Governors of the Federal Reserve System

    • 1993 - present
    • Assistant Professor of Economics

      University of Maryland - College Park

    • 1987 - 1993
  • Anderson, Gary S. (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.).
  • 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, vol. 34, no. 3, pp. 472-489.
  • Anderson, Gary S., Jinill Kim, and 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.).
  • Anderson, Gary S., Jinill Kim, and Tack Yun (2010). "Using a Projection Method to Analyze Inflation Bias in a Micro-Founded Model," Journal of Economic Dynamics and Control, vol. 34, no. 9, pp. 1572-1581.
  • Anderson, Gary S. (2008). "Solving Linear Rational Expectations Models: A Horse Race," Computational Economics, vol. 31, no. 2, pp. 95-113.
  • Anderson, Gary S. (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.).
  • Swanson, Eric, Gary Anderson, and 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.
  • Anderson, Gary S. (1993). "Symbolic Algebra Programming for Analyzing the Long Run Dynamics of Economic Models," in Varian, Hal,R. ed., Economic and Financial Modeling with Mathematica. Heidelberg and New York: Springer, pp. 124-147.
  • Anderson, Gary S. (1987). "A Procedure for Differentiating Perfect-Foresight-Model Reduced-from Coefficients," Journal of Economic Dynamics and Control, vol. 11, no. 4, pp. 465-481.
  • Anderson, Gary S. (1984). "Characteristics of Discrete Housing Market Model Equilibria," Journal of Urban Economics, vol. 16, no. 2, pp. 125-148.
  • Goodfriend, Marvin, Gary Anderson, Anil Kashyap, George Moore, and Richard D. Porter (1984). "A Weekly Perfect Foresight Model of the Nonborrowed Reserve Operating Procedure," Working Paper 84-04. Federal Reserve Bank of Richmond.
  • Anderson, Gary S. (1982). "A Linear Programming Model of Housing Market Equilibrium," Journal of Urban Economics, vol. 11, no. 2, pp. 159-168.

Editor

  • Associate Editor Journal of Economic Dynamics and Control 2002-2008

Referee

  • Journal of Economic Dynamics and Control
  • Computational Economics
  • Journal of Urban Economics

Professional Affiliation

  • Society for Computational Economics
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Last update: December 9, 2013