This repository saves replication files for the paper "Efficient Parallelization of Nonlinear Macroeconomic Models: A MATLAB Executable Approach", 2025 version, in folders "Code sovereignDefault" and "Code heteroAgents". This repository includes Matlab code that generates Mex files to solve sovereign default (as well as folders of Fortran/PyTorch code for comparison) and heterogeneous agents models. Details for setting up the environment are documented in the paper.
Folder "Code stochasticGrowthModel" includes tutorial code for a simple stochastic growth model that is solved with linear interpolation methods, using native Matlab, Mex parfor and Mex CUDA.
Authors: Alessandro Di Nola and Liang Shi