Solving Nonlinear Dynamic Models on Parallel Computers
This paper describes an algorithm that takes advantage of parallel computing to solve discrete-time recursive systems that have an endogenous state variable. The algorithm is shown to work well on a CRAY X-MP vector processor as well as on a network of stand-alone workstations that simulates a multiprocessor computer.
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Volume (Year): 11 (1993)
Issue (Month): 3 (July)
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References listed on IDEAS
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- Taylor, John B & Uhlig, Harald, 1990.
"Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods,"
Journal of Business & Economic Statistics,
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- John Coleman, Wilbur II & Gilles, Christian & Labadie, Pamela, 1992. "The liquidity premium in average interest rates," Journal of Monetary Economics, Elsevier, vol. 30(3), pages 449-465, December.
- Wilbur John Coleman & Christian Gilles & Pamela Labadie, 1992. "The liquidity premium in average interest rates," International Finance Discussion Papers 432, Board of Governors of the Federal Reserve System (U.S.).
- Ayse Imrohoroglu & Edward C. Prescott, 1991. "Evaluating the welfare effects of alternative monetary arrangements," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 3-10.
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- Lucas, Robert E, Jr, 1980. "Equilibrium in a Pure Currency Economy," Economic Inquiry, Western Economic Association International, vol. 18(2), pages 203-220, April.
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