Journal Title
Title of Journal: Comput Econ
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Abbravation: Computational Economics
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Authors: Michael C Hatcher Eric M Scheffel
Publish Date: 2015/12/01
Volume: 48, Issue: 4, Pages: 569-591
Abstract
This paper demonstrates the potential of graphics processing units in solving the incomplete markets model in parallel using the Krusell–Smith algorithm We illustrate the power of this approach using the same exercise as in Den Haan et al J Econ Dyn Control 341–3 2010 We document a speed gain which increases sharply with the number of agents To reduce entry barriers we explain our methodology and provide some example algorithms
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