The Anderson-Moore Algorithm Back to Home Page Papers about the Anderson-Moore Algorithm View bibliography of AIM-related papers Downloadable Papers A Reliable and Computationally Efficient Algorithm for Imposing the Saddle Point Property in Dynamic Models Abstract PDF format (567 KB) Accelerating Non Linear Perfect Foresight Model Solution by Exploiting the Steady State Linearization Abstract PDF format (302 KB) Symbolic Algebra Programming for Analyzing the Long Run Dynamics of Economic Models: An Investigation of Overlapping Generations Models Abstract PDF format (265 KB) Exploring Dynamic Properties of Nonlinear Economic Models Through Asymptotic Linearization Abstract PDF format (147 KB) Continuous Time Application of the Anderson-Moore (AIM) Algorithm for Imposing the Saddle Point Property in Dynamic Models Abstract PDF format (194 KB) Bibliography Gary Anderson and George Moore. "An Efficient Procedure for Solving Linear Perfect Foresight Models." Unpublished manuscript, Board of Governors of the Federal Reserve System. 1983. Gary Anderson and George Moore. "A Linear Algebraic Procedure for Solving Linear Perfect Foresight Models." Economics Letters, 17, 1985. Gary Anderson. "Continuous Time Application of the Anderson-Moore (AIM) Algorithm for Imposing the Saddle Point Property in Dynamic Models." Unpublished manuscript, Board of Governors of the Federal Reserve System. 1997. Gary Anderson. "A Parallel Programming Implementation of the Anderson-Moore (AIM) Algorithm." Unpublished manuscript, Board of Governors of the Federal Reserve System. 1997. Antulio Bomfim, Robert Tetlow, Peter von zur Muehlen, and John Williams. "Expectations, Learning and the Costs of Disinflation: Experiments Using the FRB/US Model. Finance and Economics Discussion Series 1997-42. Board of Governors of the Federal Reserve System. 1997. Antulio N. Bomfim. "Forecasting the Forecasts of Others: Expectational Heterogeneity and Aggregate Dynamics." Finance and Economics Discussion Series 1996-31. Board of Governors of the Federal Reserve System. 1996. Jeffrey C. Fuhrer. "Optimal Monetary Policy and the Sacrifice Ratio." In Jeffrey C. Fuhrer, editor, Goals, Guidelines, and Constraints Facing Monetary Policymakers, pp. 43-69. Conference Series 38 Federal Reserve Bank of Boston. 1994. Jeffrey C. Fuhrer. "Monetary Policy Shifts and Long-Term Interest Rates." Quarterly Journal of Economics, 111:1183-1209. 1996. Jeffrey C. Fuhrer. "Inflation/Output Variance Trade-Offs and Optimal Monetary Policy." Journal of Money Credit and Banking, 29, No. 2:214-234, May 1997. Jeffrey C. Fuhrer. "The (Un)Importance of Forward-Looking Behavior in Price Specifications." Journal of Money Credit and Banking, 29:338-350. 1997. Jeffrey C. Fuhrer. "Towards a Compact, Empirically-Verified Rational Expectations Model for Monetary Policy Analysis." Carnegie-Rochester Conference Series on Public Policy Forthcoming. 1997. Jeffrey C. Fuhrer and Mark W. Hooker. "Learning About Monetary Regime Shifts in an Overlapping Wage Contract Economy." Journal of Economic Dynamics and Control, 17:531-553. 1993. Jeffrey C. Fuhrer and Brian Madigan. "Monetary Policy When Interest Rates are Bounded at Zero." Review of Economics and Statistics, 79:573-585. 1997. Jeffrey C. Fuhrer, George Moore, and Scott Schuh. "A Comparison of GMM and Maximum-Likelihood Estimates of Quadratic Cost Inventory Models." Journal of Monetary Economics, 35:115-157. 1995. Jeffrey C. Fuhrer and George R. Moore. "Forward-Looking Behavior and the Stability of a Conventional Monetary Policy Rule." Journal of Money Credit and Banking, 27:1060-70. 1995. Jeffrey C. Fuhrer and George R. Moore. "Inflation Persistence." Quarterly Journal of Economics, 110:127-159. 1995a. Jeffrey C. Fuhrer and George R. Moore. "Monetary Policy Trade-Offs and the Correlation Between Nominal Interest Rates and Real Output." American Economic Review, 85:219-239. 1995b. Andrew Levin, John Williams, and Volker Wieland. "Are Simple Rules Robust under Model Uncertainty?" Unpublished manuscript, Board of Governors of the Federal Reserve System. 1998. Athanasios Orphanides, David Small, David Wilcox, and Volker Wieland. "A Quantitative Exploration of the Opportunistic Approach to Disinflation." Finance and Economics Discussion Series 1997-36. Board of Governors of the Federal Reserve System. 1997. Athanasios Orphanides and Volker Wieland. "Price Stability and Monetary Policy Effectiveness When Nominal Interest Rates are Bounded at Zero." Unpublished manuscript, Board of Governors of the Federal Reserve System. 1998. Robert Tetlow and Peter von zur Muehlen. "Simplicity Versus Optimality: The Choice of Monetary Policy Rules When Agents Must Learn." Paper presented to the International Symposium on Computational Methods in Economics and Finance, Stanford University, June 28-July 1, 1997. Robert Tetlow and John C. Williams. "Implementing Price Stability: Bands, Boundaries and Inflation Targets." Paper presented to the Federal Reserve Bank of San Francisco/CEPR conference on Central Bank Inflation Targeting, Stanford University, March 6 and 7, 1998.

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