Discussion Paper

Solving nonlinear dynamic models on parallel computers


Abstract: This paper describes an algorithm that takes advantage of parallel computing to solve discrete-time recursive systems that have an endogenous state variable.

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File(s): File format is application/pdf https://www.minneapolisfed.org/research/dp/dp66.pdf
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Bibliographic Information

Provider: Federal Reserve Bank of Minneapolis

Part of Series: Discussion Paper / Institute for Empirical Macroeconomics

Publication Date: 1992

Number: 66