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Simple examples of macro models computed on the GPU with MATLAB.

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gpuIFP.m
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makeMarkovChain.m
makeMarkovChain.m
 
 
simulateMarkov.m
simulateMarkov.m
 
 
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MATLAB GPU Examples

  • gpuIFP.m:
    The income fluctuation problem under incomplete markets

  • sovDef.m:
    Sovereign default model, like Arellano (2008) but with a quadratic penalty function as in Chatterjee and Eyigungor (2012)

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Simple examples of macro models computed on the GPU with MATLAB.

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gpu matlab default ifp sovereign aiyagari sovereign-default

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