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Using Parallelization to Solve a Macroeconomic Model: A Parallel Parameterized Expectations Algorithm

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  • Michael Creel

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File URL: http://hdl.handle.net/10.1007/s10614-008-9142-6
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Bibliographic Info

Article provided by Society for Computational Economics in its journal Computational Economics.

Volume (Year): 32 (2008)
Issue (Month): 4 (November)
Pages: 343-352

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Handle: RePEc:kap:compec:v:32:y:2008:i:4:p:343-352

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Web page: http://www.springerlink.com/link.asp?id=100248
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Related research

Keywords: Solving macroeconomic models; Parameterized expectations algorithm; Parallel computing; Nonlinear rational expectations; E20; C63; C88;

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References

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  1. Michael Creel, 2007. "I ran four million probits last night: HPC clustering with ParallelKnoppix," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 215-223.
  2. Christiano, Lawrence J. & Fisher, Jonas D. M., 2000. "Algorithms for solving dynamic models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 24(8), pages 1179-1232, July.
  3. Lilia Maliar & Serguei Maliar, 2001. "Parametrized Expectations Algorithm And The Moving Bounds," Working Papers. Serie AD 2001-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  4. Albert Marcet & David A. Marshall, 1994. "Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions," Working Paper Series, Macroeconomic Issues 94-20, Federal Reserve Bank of Chicago.
  5. Albert Marcet & Guido Lorenzoni, 1998. "The Parameterized Expectations Approach: Some Practical Issues," QM&RBC Codes 128, Quantitative Macroeconomics & Real Business Cycles.
  6. Michael Creel, 2005. "User-Friendly Parallel Computations with Econometric Examples," Computational Economics, Society for Computational Economics, vol. 26(2), pages 107-128, October.
  7. Michael Creel, 2005. "User-Friendly Parallel Computations with Econometric Examples," UFAE and IAE Working Papers 637.05, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
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Cited by:
  1. Lilia Maliar, 2013. "Assessing gains from parallel computation on supercomputers," Working Papers. Serie AD 2013-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. 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.

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