Using Parallelization to Solve a Macroeconomic Model: A Parallel Parameterized Expectations Algorithm
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DOI: 10.1007/s10614-008-9142-6
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- Yi-Ting Chen & Edward W. Sun & Yi-Bing Lin, 2020. "Machine learning with parallel neural networks for analyzing and forecasting electricity demand," Computational Economics, Springer;Society for Computational Economics, vol. 56(2), pages 569-597, August.
- Kenneth Judd & Lilia Maliar & Serguei Maliar, 2009.
"Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models,"
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15296, National Bureau of Economic Research, Inc.
- Serguei Maliar & Lilia Maliar & Kenneth Judd, 2010. "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," 2010 Meeting Papers 280, Society for Economic Dynamics.
- Lilia Maliar, 2015.
"Assessing gains from parallel computation on a supercomputer,"
Economics Bulletin, AccessEcon, vol. 35(1), pages 159-167.
- Lilia Maliar, 2013. "Assessing gains from parallel computation on supercomputers," Working Papers. Serie AD 2013-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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More about this item
Keywords
Solving macroeconomic models; Parameterized expectations algorithm; Parallel computing; Nonlinear rational expectations; E20; C63; C88;All these keywords.
JEL classification:
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
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