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Block distributed methods for solving multi-country econometric models.

This paper examines variations on a baseline Fair-Taylor algorithm used to solve multi-country, rational expectations models. One notable feature of these variations is the ability to exploit small-scale distributed processing using a network of workstations or PCs. Using four processors to solve MX-4 (152 endogenous variables), the largest speedup factor relative to Fair-Taylor is 59; for RE-7 (978 endogenous variables) the maximum speedup factor is 12.
Year of publication:
1995
Authors: Faust, Jon ; Tryon, Ralph
Institutions: Federal Reserve Board (Board of Governors of the Federal Reserve System)
Subject: Econometric models
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Type of publication: Book / Working Paper
Language: English
Notes:
Number 516
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Persistent link: https://www.econbiz.de/10005368333
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