Professor Anderson received his PhD from the University of Chicago in 1998. Prior to joining Northern Illinois University, he held a position at the University of North Carolina at Chapel Hill.
Current Research: Recent research has focused on risk sharing when agents have risk-sensitive preferences, and on the implications of heterogeneous beliefs for asset pricing.
Areas of Specialization: Financial Economics, Macroeconomics, Computational Economics
“The Dynamics of Risk-Sensitive Allocations," Journal of Economic Theory, 2005, v. 125, iss. 2, pp. 93-150.
“Do Heterogeneous Beliefs Matter for Asset Pricing?" Review of Financial Studies, 2005, v. 18, iss. 3, pp. 875-924 (with E. Ghysels and J.L. Juergens).
"A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection," Journal of the European Economic Association, March 2003, v.1, iss.1, pp. 68-123 (with L.P. Hansen and T.J. Sargent).
"Mechanics of Forming and Estimating Dynamic Linear Economies" in the Handbook of Computational Economics (1996), edited by H.M. Amman, D.A. Kendrick, and J. Rust, Elsevier, pp. 171-252 (with L.P. Hansen, E.R. McGrattan, and T.J. Sargent).