Econometric Model Simulation on Parallel Computers
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.
|Date of creation:||1993|
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- Bianchi, Carlo & Bruno, Giuseppe & Cividini, Andrea, 1992. "Analysis of Large-Scale Econometric Models Using Supercomputer Techniques," Computer Science in Economics & Management, Society for Computational Economics, vol. 5(3), pages 271-81, August.
- 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.
- Gilli, M & Pauletto, G & Garbely, M, 1992. "Equation Reordering for Iterative Processes--A Comment," Computer Science in Economics & Management, Society for Computational Economics, vol. 5(2), pages 147-53, May.
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