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

Finite state markov-chain approximations to univariate and vector autoregressions

George Tauchen · Economics Letters · 1986 · 1.6K citations

Engineering, Computer Science, Mathematics +10

Projection methods for solving aggregate growth models

Kenneth L. Judd · Journal of Economic Theory · 1992 · 631 citations

Social Sciences, Economics, Mathematics +13

Comparing solution methods for dynamic equilibrium economies

S. Borağan Aruoba, Jesús Fernández‐Villaverde, Juan Francisco Rubio-Ramı́rez · Journal of Economic Dynamics and Control · 2005 · 422 citations

Social Sciences, Economics, Mathematics +10

On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods

Anthony Lee, Christopher Yau, Michael B. Giles et al. · Oxford University Research Archive (ORA) (University of Oxford) · 2009 · 255 citations

Computing, Computer Science, High-performance Computing +17

On the Utility of Graphics Cards to Perform Massively Parallel Simulation of Advanced Monte Carlo Methods

Journal of Computational and Graphical Statistics · 2010 · 207 citations · Full text

Computing, Computer Science, High-performance Computing +17