Improving Estimation Speed for DSGE

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Improving Estimation Speed for DSGE

Postby EconStudent » Fri Feb 15, 2013 1:06 pm

Hello guys,

I recently put together an Intel I7 3,4 Ghz, 8 GB Ram and 64 GB SSD. I built it with estimating DSGE models in mind .
Has anyone noticed an increase in estimation speed when running Matlab + Dynare from an SSD instead of a HDD? Opinions seem to be divergent on the net (at least for solely using Matlab).




Thanks !
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Re: Improving Estimation Speed for DSGE

Postby bpyemba » Mon Feb 25, 2013 5:29 am

I can't write in my code 2^t where t is the time. How can I write time in power?
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Re: Improving Estimation Speed for DSGE

Postby jpfeifer » Mon Feb 25, 2013 1:35 pm

You can't. Your model would not be stationary.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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