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International Journal of High Performance Computing Applications
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Econometric Model Simulation On Parallel Computers

Manfred Gilli

DEPARTMENT OF ECONOMETRICS UNIVERSITY OF GENEVA GENEVA, SWITZERLAND

Giorgio Pauletto

DEPARTMENT OF ENGINEERING-ECONOMIC SYSTEMS STANFORD UNIVERSITY, STANFORD, CALIFORNIA

The solution of large and sparse models presents in many ways a suitable structure for implementation on parallel computers. However, efficient use of these computing devices requires that the code be specifi cally structured to exploit the particular type of parallel computer used. This article discusses the implementa tion of data parallel processing algorithms as well as performance results based on the solution of a macro- econometric model on a Connection Machine 2.

International Journal of High Performance Computing Applications, Vol. 7, No. 3, 254-264 (1993)
DOI: 10.1177/109434209300700306
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