First of all I’ve run Dynare on a Matlab 64 bits and it seems to work fine (except that I didn’t re-compile the mex codes so I’m using the defauld .m).
Second, I would like to run the MCMC in parallel using the parallel toolbox of MATLAB (2008). Is somebody working on it?
I’ve been tinkering with Dynare 4.0.2, adapting it for the Parallel Computing Toolbox on an 8-core machine.
The global variables cause a few headaches, but I used Markus Buehren’s Multicore package as a work-around. There’s probably a better way to do it.
If anyone else is interested in this sort of thing, drop me a line and we can compare notes.