Using parallelization to solve a macroeconomic model: A parallel parameterized expectations algorithm

DOI10.1007/S10614-008-9142-6MaRDI QIDQ954779zbMATH OpenOpenAlexFDO

Authors Michael Creel

Publication date 18 November 2008

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-008-9142-6

zbMATH Keywords

parallel computingparameterized expectations algorithmnonlinear rational expectationssolving macroeconomic models

Mathematics Subject Classification ID

Computing methodologies and applications (68U99) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Algorithms for solving dynamic models with occasionally binding constraints
• Parameterized expectations algorithm: how to solve for labor easily
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Cited in

(6)

• User-friendly parallel computations with econometric examples
• Solving finite mixture models: Efficient computation in economics under serial and parallel execution
• Parallel algorithm for calculating general equilibrium in multiregion economic growth models
• A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model
• A comparison of programming languages in macroeconomics
• Parallel Krylov methods for econometric model simulation

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• MPITB

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