A Note on Parallelizing the Parameterized Expectations Algorithm

Michael Creel ()
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Michael Creel: http://pareto.uab.es/mcreel

UFAE and IAE Working Papers from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)

Abstract: The parameterized expectations algorithm (PEA) involves a long simulationand a nonlinear least squares (NLS) fit, both embedded in a loop. Both steps are natural candidates for parallelization.This note shows that parallelization can lead to important speedups forthe PEA.I provide example code for a simple model that can serve as a templatefor parallelization of more interesting models, as well as a download linkfor an image of a bootable CD that allows creation of a cluster and executionof the example code in minutes, with no need to install any software.

Keywords: parameterized expectations; parallel computing (search for similar items in EconPapers)
JEL-codes: C63 C88 E27 (search for similar items in EconPapers)
Pages: 11
Date: 2005-06-15
New Economics Papers: this item is included in nep-cmp and nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:aub:autbar:651.05

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