Tapping the Supercomputer Under Your Desk : Solving Dynamic Equilibrium Models With Graphics Processors
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 uni.ed device architecture (CUDA) of NVIDIA GPUs. We illustrate the power of the approach by solving a simple real business cycle model with value function iteration. We document improvements in speed of around 200 times and suggest that even further gains are likely
Year of publication: |
2010
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Authors: | Aldrich, Eric M. ; Fernández-Villaverde, Jesús ; Gallant, A. Ronald ; Rubio-Ramírez, Juan Francisco |
Publisher: |
[S.l.] : SSRN |
Subject: | Computer | Ökonometrie | Econometrics | Dynamische Optimierung | Dynamic programming | Datenverarbeitung | Data processing |
Saved in:
freely available
Extent: | 1 Online-Ressource (13 p) |
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Series: | PIER Working Paper ; No. 10-014 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 10, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1588093 [DOI] |
Classification: | E0 - Macroeconomics and Monetary Economics. General ; C87 - Econometric Software |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014196229