Multithreading in Dynare

[jpfeifer]

Matlab itself will multithread computations. Apart from that, you can run multiple chains in parallel. See also

Estimation performance sccalling across cpu cores

Dear Dynare users, I have been using Dynare on MATLAB with Windows to estimate some large-scale macroeconomic models. I noticed that the estimation performance improves as the model size (number of observables and shocks) increases. For instance, when I estimate the Smets-Wouters model (7 observables and shocks), an eight-core CPU is only about 50% utilized. However, larger models can fully utilize the CPU. This seems to be the case regardless of the mode-finding algorithm or the MCMC method. I…