Heterogeneous Computing in Economics: A Simplified Approach

This paper shows the potential of heterogeneous computing in solving dynamic equilibrium models in economics. We illustrate the power and simplicity of C++ Accelerated Massive Parallelism (C++ AMP) recently introduced by Microsoft. Starting from the same exercise as Aldrich et al. (J Econ Dyn Control 35:386–393, <CitationRef CitationID="CR1">2011</CitationRef>) we document a speed gain together with a simplified programming style that naturally enables parallelization. Copyright Springer Science+Business Media New York 2014