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Tapping the Supercomputer Under Your Desk : Solving Dynamic Equilibrium Models with Graphics Processors

Aldrich, Eric M. - 2010

This paper shows how to build algorithms that use graphics processing units (GPUs) installed in most modern computers to solve dynamic equilibrium models in economics. In particular, we rely on the compute unified device architecture (CUDA) of NVIDIA GPUs. We illustrate the power of the approach...

Persistent link: https://www.econbiz.de/10012462743

An Experimental Component Index for the CPI : From Annual Computer Data to Monthly Data on Other Goods

Erickson, Timothy - 2008

computer example was substantial. The BLS staff has recently increased the rate at which they incorporate techniques to correct … matched model indices for non computer components of the CPI. This paper explores why …We look carefully at the data on the component index for TVs and show that differences between the TV and computer …

Persistent link: https://www.econbiz.de/10012464281

A Practical Guide to Parallelization in Economics

Fernández-Villaverde, Jesús - 2018

This guide provides a practical introduction to parallel computing in economics. After a brief introduction to the basic ideas of parallelization, we show how to parallelize a prototypical application in economics using, on CPUs, Julia, Matlab, R, Python, C++-OpenMP, Rcpp-OpenMP, and C++-MPI,...

Persistent link: https://www.econbiz.de/10012453155