NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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A Practical Guide to Parallelization in Economics

Jesús Fernández-Villaverde, David Zarruk Valencia

NBER Working Paper No. 24561
Issued in April 2018
NBER Program(s):Economic Fluctuations and Growth Program

This guide provides a practical introduction to parallel computing in economics. After a brief introduction to the basic ideas of parallelization, we show how to parallelize a prototypical application in economics using, on CPUs, Julia, Matlab, R, Python, C++-OpenMP, Rcpp–OpenMP, and C++-MPI, and, on GPUs, CUDA and OpenACC. We provide code that the user can download and fork, present comparative results, and explain the strengths and weaknesses of each approach. We conclude with some additional remarks about alternative approaches.

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Document Object Identifier (DOI): 10.3386/w24561

 
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