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13-055/III - Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox

  • Authors
    Roberto Casarin, University Ca' Foscari of Venice and GRETA; Stefano Grassi, CREATES, Aarhus University; Francesco Ravazzolo, Norges Bank, and BI Norwegian Business School; Herman K. van Dijk, Erasmus University Rotterdam, and VU University Amsterdam
  • Publication date
    April 9, 2013
  • Keywords
    Density Forecast Combination, Sequential Monte Carlo, Parallel Computing, GPU, Matlab
  • JEL
    C11, C15, C53, E37
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