Did SilverBullet work for you?
- NO WAY: I GOT DIFFERENT RESULTS!!!
- No way: Dynare is now slower
- It didn’t affect my running times
- It is faster now (between 1.2x and 2x)
- It is much faster now (between 2x and 4x)
- It is a lot faster now (more than 4x)
I recently posted, in the “contributions” forum, a tool to accelerate the estimation of big models using Dynare:
Accelerating Dynare, up to 10x, with SilverBullet *
For the model I’m estimating, it makes Dynare run 6 times faster, while giving exactly the same results
with another version of the same model it run 10 times faster, again with numerically identical results
(you have to set seeds for the random number generators before launching Dynare to get identical results)
Anyway, I’m not sure if this is a general result or if it only works with our particular model, so please, give it a try and let us know: is it working for your model too?
(the first vote is mine; please try a reasonable number of M-H iterations: with 100 it can’t do its magic properly, as most of the time is spent analyzing the results, and that’s not going to be any faster)
NB:* new url