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