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Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors. (2011). Rubio-Ramirez, Juan F ; Gallant, A. ; Fernandez-Villaverde, Jesus ; Aldrich, Eric.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:3:p:386-393.

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  6. Deep Structural Estimation: With an Application to Option Pricing. (2021). Scheidegger, Simon ; Didisheim, Antoine ; Chen, Hui.
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  7. A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance. (2020). van Dijk, Herman ; Casarin, Roberto ; Ravazzolo, Francesco ; Grassi, Stefano.
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  8. Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution. (2020). Gordon, Grey.
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  9. A hardware approach to value function iteration. (2020). Peri, Alessandro.
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  10. Benchmarking machine-learning software and hardware for quantitative economics. (2020). Duarte, Victor ; Montecinos, Alexis ; Fonseca, Julia.
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  11. Bayesian identification of structural vector autoregression models. (2018). Khabibullin, Ramis ; Arefiev, Nikolay.
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  12. A Practical Guide to Parallelization in Economics. (2018). Fernandez-Villaverde, Jesus ; Valencia, David Zarruk.
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  13. A Practical Guide to Parallelization in Economics. (2018). Fernandez-Villaverde, Jesus ; Valencia, David Zarruk.
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  14. Convergence of Discretized Value Function Iteration. (2017). Kirkby, Robert.
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  15. A Toolkit for Value Function Iteration. (2017). Kirkby, Robert.
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  16. Amortization requirements and household indebtedness: An application to Swedish-style mortgages. (2017). Hull, Isaiah.
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  17. Parallelization experience with four canonical econometric models using ParMitISEM. (2016). Grassi, Stefano.
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  18. Parallelization Experience with Four Canonical Econometric Models using ParMitISEM. (2016). van Dijk, Herman ; Grassi, Stefano ; Basturk, Nalan ; Hoogerheide, Lennart.
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  19. Solution and Estimation Methods for DSGE Models. (2016). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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  20. Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm. (2016). Scheffel, Eric ; Hatcher, Michael.
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  21. Computational Complexity and Parallelization in Bayesian Econometric Analysis. (2016). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Baştürk, Nalan ; Batrk, Nalan .
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  22. Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). van Dijk, Herman ; Grassi, Stefano ; Baştürk, Nalan ; Hoogerheide, Lennart ; Batrk, Nalan .
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  28. Solving Dynamic Programming Problems on a Computational Grid. (2015). Judd, Kenneth ; Cai, Yongyang ; Thain, Greg ; Wright, Stephen.
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  30. Amortization Requirements and Household Indebtedness: An Application to Swedish- Style Mortgages. (2015). Hull, Isaiah.
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  31. Assessing gains from parallel computation on a supercomputer. (2015). Maliar, Lilia.
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  32. Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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  33. Dynamic predictive density combinations for large data sets in economics and finance. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto.
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  34. On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2014). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; and Herman K. van Dijk, ; Basturk, Nalan ; Cakmakli, Cem .
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  35. Parallel Computing in Economics - An Overview of the Software Frameworks. (2014). Oancea, Bogdan.
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  37. Heterogeneous Computing in Economics: A Simplified Approach. (2014). Grassi, Stefano ; Dziubinski, Matt.
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  44. Numerical solution of dynamic equilibrium models under Poisson uncertainty. (2013). Trimborn, Timo ; Posch, Olaf.
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  48. Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control. (2011). Morozov, Sergei ; Mathur, Sudhanshu .
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  49. Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution. (2011). Gordon, Grey.
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  50. Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty. (2011). Trimborn, Timo ; Posch, Olaf.
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  51. Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty. (2011). Trimborn, Timo ; Posch, Olaf.
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References cited by this document

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  42. Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality. (2008). Krätzig, Markus ; Kratzig, Markus ; Winschel, Viktor .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-018.

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  43. A generalization of the endogenous grid method. (2007). Fernandez-Villaverde, Jesus ; Barillas, Francisco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2698-2712.

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  44. On the accuracy of low-order projection methods. (2007). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2007:i:50:p:1-8.

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  45. How Structural Are Structural Parameters?. (2007). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:843644000000000057.

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  46. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: EconomicDynamics Newsletter.
    RePEc:red:ecodyn:v:8:y:2006:i:1:agenda.

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  47. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0321.

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  48. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5513.

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  49. A Generalization of the Endogenous Grid Method. (2006). Fernandez-Villaverde, Jesus ; Barillas, Francisco.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001200.

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  50. Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-250.

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