Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2011
Volume: 35
Issue: 3
Pages: 386-393

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:dyncon:v:35:y:2011:i:3:p:386-393
Journal Field
Macro
Author Count
4
Added to Database
2026-01-24