A comparison of programming languages in macroeconomics

被引：50

作者：

Aruoba, S. Boragan ^{[1
]}

Fernandez-Villaverde, Jesus ^{[2
,3
,4
]}

机构：

[1] Univ Maryland, College Pk, MD 20742 USA

[2] Univ Penn, Philadelphia, PA 19104 USA

[3] NBER, Cambridge, MA 02138 USA

[4] CEPR, Washington, DC USA

来源：

JOURNAL OF ECONOMIC DYNAMICS & CONTROL | 2015年 / 58卷

关键词：

Dynamic equilibrium economies; Computational methods; Programming languages;

D O I：

10.1016/j.jedc.2015.05.009

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We solve the stochastic neoclassical growth model, the workhorse of modern macroeconomics, using c+ +14, Fortran 2008, Java, Julia, Python, Matlab, Mathematica, and it We implement the same algorithm, value function iteration, in each of the languages. We report the execution times of the codes in a mac and in a Windows computer and briefly comment on the strengths and weaknesses of each language. (C) 2015 Elsevier B.V. All rights reserved.

引用

页码：265 / 273

页数：9

共 6 条

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