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Econometric Model Simulation on Parallel Computers

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Author Info
Manfred Gilli
Giorgio Pauletto

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Abstract

The solution of large and sparse models presents in many ways a suitable structure for implementation on parallel computers. However, efficient use of these computing devices requires that the code be specifically structured in order to exploit the particular type of parallel computer used. This article discusses the implementation of data parallel processing algorithms as well as performance results based on the solution of a macroeconometric model on a Connection Machine 2.

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Publisher Info
Paper provided by Département d'Econométrie, Université de Genève in its series Cahiers du Département d'Econométrie with number 93.07.

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Length: 14 pages
Date of creation: 1993
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Handle: RePEc:gen:geneem:93.07

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Related research
Keywords: parallel computing; solution of large and sparse nonlinear systems;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Brayton, Flint & Mauskopf, Eileen, 1985. "The federal reserve board MPS quarterly econometric model of the US economy," Economic Modelling, Elsevier, vol. 2(3), pages 170-292, July. [Downloadable!] (restricted)
  2. Gilli, M & Pauletto, G & Garbely, M, 1992. "Equation Reordering for Iterative Processes--A Comment," Computer Science in Economics & Management, Springer, vol. 5(2), pages 147-53, May.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Jurgen A. Doornik & Neil Shephard & David F. Hendry, 2004. "Parallel Computation in Econometrics: A Simplified Approach," Economics Papers 2004-W16, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  2. William L. Goffe & Michael Creel, 2005. "Multi-core CPUs, Clusters and Grid Computing: a Tutorial," Computing in Economics and Finance 2005 438, Society for Computational Economics. [Downloadable!]
    Other versions:
  3. Manfred Gilli & Giorgio Pauletto, 1994. "High Performance Computing in Economics: SP1 for Macroeconomic Model Simulation," Cahiers du Département d'Econométrie 94.06, Département d'Econométrie, Université de Genève. [Downloadable!]
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