| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w15909 |
| 来源ID | Working Paper 15909 |
| Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors | |
| Eric M. Aldrich; Jesús Fernández-Villaverde; A. Ronald Gallant; Juan F. Rubio-Ramírez | |
| 发表日期 | 2010-04-15 |
| 出版年 | 2010 |
| 语种 | 英语 |
| 摘要 | 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 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. |
| 主题 | Econometrics ; Data Collection ; Macroeconomics |
| URL | https://www.nber.org/papers/w15909 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/573583 |
| 推荐引用方式 GB/T 7714 | Eric M. Aldrich,Jesús Fernández-Villaverde,A. Ronald Gallant,et al. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors. 2010. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w15909.pdf（131KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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