Added PDF documentation for parallel stuff

.gitignore

@@ -58,6 +58,12 @@ ylwrap
 !/doc/userguide/P_SchorfMod.pdf
 !/doc/userguide/P_ModStruct2.pdf
 !/doc/userguide/P_ShockModel2.pdf
+!/doc/parallel/AvenueParadigm.pdf
+!/doc/parallel/iVaNo_*.pdf
+!/doc/parallel/netbook_*.pdf
+!/doc/parallel/quest_*.pdf
+!/doc/parallel/RWMH_quest1_*.pdf
+!/doc/parallel/waitbars*.pdf
 
 # Preprocessor
 /preprocessor/dynare_m

configure.ac

@@ -164,6 +164,7 @@ AC_CONFIG_FILES([Makefile
                  doc/preprocessor/Makefile
                  doc/macroprocessor/Makefile
                  doc/userguide/Makefile
+                 doc/parallel/Makefile
                  tests/Makefile
                  matlab/dynare_version.m
                  windows/dynare-version.nsi

doc/Makefile.am

-SUBDIRS = preprocessor macroprocessor userguide
+SUBDIRS = preprocessor macroprocessor userguide parallel
 
 PDF_TARGETS =
 

doc/parallel/Makefile.am

+if HAVE_PDFLATEX
+if HAVE_BIBTEX
+pdf-local: parallel.pdf
+endif
+endif
+
+SRC = AvenueParadigm.pdf iVaNo_gain.pdf iVaNo_time_comp.pdf marco.bib					\
+	netbook_complete_comp.pdf netbook_complete_openclose.pdf										\
+	netbook_partial_comp.pdf netbook_partial_openclose.pdf parallel.tex					\
+	quest_complete_comp.pdf quest_complete_openclose.pdf quest_partial_comp.pdf	\
+	quest_partial_openclose.pdf RWMH_quest1_PriorsAndPosteriors1Comp.pdf				\
+	RWMH_quest1_PriorsAndPosteriors2Comp.pdf																		\
+	RWMH_quest1_PriorsAndPosteriors3Comp.pdf																		\
+	RWMH_quest1_PriorsAndPosteriors4Comp.pdf																		\
+	RWMH_quest1_PriorsAndPosteriors5Comp.pdf																		\
+	RWMH_quest1_PriorsAndPosteriors6Comp.pdf																		\
+	RWMH_quest1_PriorsAndPosteriors7Comp.pdf waitbars1.pdf waitbars2.pdf				\
+	waitbarsP.pdf
+
+EXTRA_DIST = $(SRC)
+
+parallel.pdf: $(SRC)
+	$(PDFLATEX) parallel
+	$(BIBTEX) parallel
+	$(PDFLATEX) parallel
+	$(PDFLATEX) parallel
+	$(PDFLATEX) parallel
+
+clean-local:
+	rm -f *.log *.aux *.toc *.blg *.bbl *.out
+	rm -f parallel.pdf

doc/parallel/marco.bib

+% This file was created with JabRef 2.5.
+% Encoding: Cp1252
+
+@TECHREPORT{SIMLAB,
+  author = { \textsc{SIMLAB} },
+  title = { Ver 2.2},
+  institution = {European Commission, Joint Research Centre},
+  year = {2003},
+  type = { {http://www.jrc.cec.eu.int/uasa/prj-sa-soft.asp} },
+  address = {Ispra}
+}
+
+@TECHREPORT{Adolfson2005,
+  author = {Adolfson, Malin and Lasen, Stefan and Lind, Jesper and Villani,
+	Mattias},
+  title = {Bayesian Estimation of an Open Economy {DSGE} Model with Incomplete
+	Pass-Through},
+  institution = {Sveriges Riksbank (Central Bank of Sweden)},
+  year = {2005},
+  type = {Working Paper Series},
+  number = {179},
+  month = Mar,
+  note = {available at http://ideas.repec.org/p/hhs/rbnkwp/0179.html}
+}
+
+@TECHREPORT{ACEL2005,
+  author = {David Altig and Lawrence Christiano and Martin Eichenbaum and Jesper
+	Linde},
+  title = {Firm-Specific Capital, Nominal Rigidities and the Business Cycle},
+  institution = {National Bureau of Economic Research, Inc},
+  year = {2005},
+  type = {NBER Working Papers},
+  number = {11034},
+  month = Jan,
+  note = {available at http://ideas.repec.org/p/nbr/nberwo/11034.html}
+}
+
+@UNPUBLISHED{An2005,
+  author = {An, A.},
+  title = {Bayesian Estimation of {DSGE} Models: Lessons from Second Order Approximations},
+  year = {2005},
+  source = {University of Pennsylvania}
+}
+
+@ARTICLE{AnSchorfheide2007,
+  author = {An, Sungbae and Schorfheide, Frank},
+  title = {Bayesian Analysis of {DSGE} Models},
+  journal = {Econometric Reviews},
+  year = {2007},
+  volume = {26},
+  pages = {113-172},
+  number = {2-4},
+  note = {DOI:10.1080/07474930701220071}
+}
+
+@TECHREPORT{AnSchorfheide2005,
+  author = {An, Sungbae and Schorfheide, Frank},
+  title = {Bayesian Analysis of {DSGE} Models},
+  institution = {C.E.P.R. Discussion Papers},
+  year = {2005},
+  type = {CEPR Discussion Papers},
+  number = {5207},
+  month = Sep,
+  note = {available at http://ideas.repec.org/p/cpr/ceprdp/5207.html}
+}
+
+@ARTICLE{Anderson2008,
+  author = {Gary Anderson},
+  title = {Solving Linear Rational Expectations Models: A Horse Race},
+  journal = {Computational Economics},
+  year = {2008},
+  volume = {31},
+  pages = {95-113},
+  number = {2},
+  month = {March},
+  abstract = {No abstract is available for this item.},
+  url = {http://ideas.repec.org/a/kap/compec/v31y2008i2p95-113.html}
+}
+
+@ARTICLE{AIM1985,
+  author = {Anderson, Gary and Moore, George},
+  title = {A linear algebraic procedure for solving linear perfect foresight
+	models},
+  journal = {Economics Letters},
+  year = {1985},
+  volume = {17},
+  pages = {247-252},
+  number = {3},
+  note = {available at http://ideas.repec.org/a/eee/ecolet/v17y1985i3p247-252.html}
+}
+
+@ARTICLE{KleinMelardZahaf2000,
+  author = {Andre Klein, Guy Melard and Toufik Zahaf},
+  title = {Construction of the exact Fisher information matrix of Gaussian time
+	series models by means of matrix differential rules},
+  journal = {Linear Algebra and its Applications},
+  year = {2000},
+  volume = {321},
+  pages = {209-232},
+  number = {1-3},
+  month = {December},
+  source = {http://www.sciencedirect.com/science/article/B6V0R-41V8JCT-H/2/007e48ff9a7d27171a39e42145f93266}
+}
+
+@ARTICLE{Aruoba_et_al_2006,
+  author = {Aruoba, S. Boragan and Fernandez-Villaverde, Jesus and Rubio-Ramirez,
+	Juan F.},
+  title = {Comparing solution methods for dynamic equilibrium economies},
+  journal = {Journal of Economic Dynamics and Control},
+  year = {2006},
+  volume = {30},
+  pages = {2477-2508},
+  number = {12},
+  month = {December},
+  note = {available at http://ideas.repec.org/a/eee/dyncon/v30y2006i12p2477-2508.html}
+}
+
+@TECHREPORT{Aruoba2003,
+  author = {S. Boragan Aruoba and Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez},
+  title = {Comparing Solution Methods for Dynamic Equilibrium Economies},
+  institution = {Penn Institute for Economic Research, Department of Economics, University
+	of Pennsylvania},
+  year = {2003},
+  type = {PIER Working Paper Archive},
+  number = {04-003},
+  month = Nov,
+  note = {available at http://ideas.repec.org/p/pen/papers/04-003.html},
+  owner = {nikolay},
+  timestamp = {2007.06.16}
+}
+
+@CONFERENCE{Azzini_etal_DYNARE_2007,
+  author =       {Azzini, I. and Girardi, R. and Ratto, M.},
+  title =        {Parallelization of {Matlab} codes under {Windows} platform for {Bayesian} estimation: A {DYNARE} application},
+  booktitle =    {DYNARE CONFERENCE},
+  year =         {2007},
+  address =      {Paris School of Economics},
+  month =        {September},
+}
+
+@BOOK{Barney_2009,
+  AUTHOR =       {Barney, B},
+  TITLE =        {Introducing To Parallel Computing (Tutorial)},
+  PUBLISHER =    {Lawrence Livermore National Laboratory},
+  YEAR =         {2009}
+}
+
+
+@ARTICLE{BekkerPollock1986,
+  author = {Bekker, Paul A. and Pollock, D. S. G.},
+  title = {Identification of linear stochastic models with covariance restrictions},
+  journal = {Journal of Econometrics},
+  year = {1986},
+  volume = {31},
+  pages = {179-208},
+  number = {2},
+  month = {March},
+  note = {available at http://ideas.repec.org/a/eee/econom/v31y1986i2p179-208.html}
+}
+
+@BOOK{BelsleyKuhWelsch1980,
+  title = {Regression Diagnostics - Identifying Influential Data and Sources
+	of Variation},
+  publisher = {New York: Wiley},
+  year = {1980},
+  author = {D.A. Belsley and E. Kuh and R.E. Welsch}
+}
+
+@ARTICLE{Benhabib2003,
+  author = {Benhabib, J. and Schmitt-Grohe, S. and Uribe, M.},
+  title = {Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, And
+	Macroeconomic Instability},
+  journal = {Journal of Money, Credit and Banking},
+  year = {2003},
+  volume = {35},
+  pages = {1379-1412}
+}
+
+@TECHREPORT{BayerFarmer2004,
+  author = {Andreas Beyer and Roger E. A. Farmer},
+  title = {On the indeterminacy of New-Keynesian economics},
+  institution = {European Central Bank},
+  year = {2004},
+  type = {Working Paper Series},
+  number = {323},
+  month = Mar,
+  note = {available at http://ideas.repec.org/p/ecb/ecbwps/20040323.html}
+}
+
+@ARTICLE{Blanchard1980,
+  author = {Blanchard, O. and Kahn, C.},
+  title = {The solution of linear difference models under rational expectations},
+  journal = {Econometrica},
+  year = {1980},
+  volume = {48},
+  pages = {1305--1311},
+  keyword = {linear difference model}
+}
+
+@ARTICLE{BlanchardKahn1980,
+  author = {Blanchard, Olivier Jean and Kahn, Charles M},
+  title = {The Solution of Linear Difference Models under Rational Expectations},
+  journal = {Econometrica},
+  year = {1980},
+  volume = {48},
+  pages = {1305-11},
+  number = {5},
+  month = {July},
+  note = {available at http://ideas.repec.org/a/ecm/emetrp/v48y1980i5p1305-11.html}
+}
+
+@TECHREPORT{BoivinGiannoni2006,
+  author = {Jean Boivin and Marc Giannoni},
+  title = {{DSGE} Models in a Data-Rich Environment},
+  institution = {National Bureau of Economic Research, Inc},
+  year = {2006},
+  type = {NBER Working Papers},
+  number = {12772},
+  month = Dec,
+  note = {available at http://ideas.repec.org/p/nbr/nberwo/12772.html}
+}
+
+@TECHREPORT{BoswijkDoornik2003,
+  author = {H. Peter Boswijk and Jurgen Doornik},
+  title = {Identifying, Estimating and Testing Restricted Cointegrated Systems:
+	An Overview},
+  institution = {Economics Group, Nuffield College, University of Oxford},
+  year = {2003},
+  type = {Economics Papers},
+  number = {2003-W10},
+  month = Jan,
+  note = {available at http://ideas.repec.org/p/nuf/econwp/0310.html}
+}
+
+@ARTICLE{Bratley93,
+  author = {Bratley, P. and Fox, H. and Niederreiter, H.},
+  title = {Implementaton and tests of low-discrepancy sequences},
+  journal = {ACM Trans. Model. Comput. Simulation},
+  year = {1993},
+  volume = {2},
+  pages = {195--213}
+}
+
+@BOOK{Brookshear,
+  AUTHOR =       {Brookshear, J.G. },
+  TITLE =        {Computer Science: An Overview},
+  PUBLISHER =    {Pearson},
+  YEAR =         {2009},
+  edition =      {10th},
+  note =         {http://www.aw-bc.com/brookshear/},
+  isbn =         {0-321-52403-9},
+}
+
+
+@INCOLLECTION{BrowningHansenHeckman1999,
+  author = {Browning, Martin and Hansen, Lars Peter and Heckman, James J.},
+  title = {Micro data and general equilibrium models},
+  booktitle = {Handbook of Macroeconomics},
+  editor = {J. B. Taylor and M. Woodford}
+}
+
+@BOOK{BrysonHo69,
+  title = {Applied Optimal Control},
+  publisher = {Blaisdel},
+  year = {1969},
+  author = {Bryson, A.E. and Ho, Y.C.}
+}
+
+@ARTICLE{Calvo1983,
+  author = {Calvo, Guillermo A.},
+  title = {Staggered prices in a utility-maximizing framework},
+  journal = {Journal of Monetary Economics},
+  year = {1983},
+  volume = {12},
+  pages = {383-398},
+  number = {3},
+  month = {September},
+  note = {available at http://ideas.repec.org/a/eee/moneco/v12y1983i3p383-398.html}
+}
+
+@ARTICLE{Campolongoetal2006,
+  author = {Campolongo, F. and Cariboni, J. and Saltelli, A.},
+  title = {An effective screening design for sensitivity analysis of large models},
+  journal = {Environmental Modelling and Software},
+  year = {2006},
+  note = {To appear}
+}
+
+@INBOOK{Canova2005,
+  chapter = {What {VAR} Tell us about {DSGE} Models?},
+  pages = {89-123},
+  title = {New Trends in Macroeconomics },
+  publisher = {Springer Berlin Heidelberg},
+  year = {2005},
+  editor = {Claude Diebolt and Catherine Kyrtsou},
+  author = {Fabio Canova and Joaquim Pires Pina},
+  owner = {nikolay},
+  timestamp = {2007.06.16}
+}
+
+@ARTICLE{Canova2009,
+  author = {Fabio Canova and Luca Sala},
+  title = {Back to square one: identification issues in {DSGE} models},
+  journal = {Journal of Monetary Economics},
+  year = {2009},
+  volume = {56},
+  number = {4},
+  month = {May}
+}
+
+@ARTICLE{ChangDohSchorfheide2007,
+  author = {Yongsung Chang and Taeyoung Doh and Frank Schorfheide},
+  title = {Non-stationary Hours in a {DSGE} Model},
+  journal = {Journal of Money, Credit and Banking},
+  year = {2007},
+  volume = {39},
+  pages = {1357-1373},
+  number = {6},
+  month = {09},
+  note = {available at http://ideas.repec.org/a/mcb/jmoncb/v39y2007i6p1357-1373.html}
+}
+
+@TECHREPORT{Chari2005,
+  author = {V. V. Chari and Patrick J. Kehoe and Ellen R. McGrattan},
+  title = {A critique of structural VARs using real business cycle theory},
+  institution = {Federal Reserve Bank of Minneapolis},
+  year = {2005},
+  type = {Working Papers},
+  number = {631},
+  note = {available at http://ideas.repec.org/p/fip/fedmwp/631.html},
+  owner = {nikolay},
+  timestamp = {2007.06.16}
+}
+
+@ARTICLE{CEE2005,
+  author = {Lawrence Christiano and Martin Eichenbaum and Charles Evans},
+  title = {Nominal Rigidities and the Dynamic Effects of a Shock to Monetary
+	Policy},
+  journal = {Journal of Political Economy},
+  year = {2005},
+  volume = {113},
+  pages = {1-45},
+  number = {1},
+  month = {February},
+  note = {available at http://ideas.repec.org/a/ucp/jpolec/v113y2005i1p1-45.html}
+}
+
+@ARTICLE{Christiano2002,
+  author = {Lawrence J. Christiano},
+  title = {Solving dynamic equilibrium models by a method of undetermined coefficients},
+  journal = {Computational Economics},
+  year = {2002},
+  volume = {20},
+  number = {1-2}
+}
+
+@ARTICLE{Christiano1987,
+  author = {Christiano, Lawrence J},
+  title = {Is Consumption Insufficiently Sensitive to Innovations in Income?},
+  journal = {American Economic Review},
+  year = {1987},
+  volume = {77},
+  pages = {337-41},
+  number = {2},
+  month = {May},
+  note = {available at http://ideas.repec.org/a/aea/aecrev/v77y1987i2p337-41.html},
+  owner = {nikolay},
+  timestamp = {2007.06.16}
+}
+
+@TECHREPORT{Christiano2006,
+  author = {Lawrence J. Christiano and Martin Eichenbaum and Robert Vigfusson},
+  title = {Assessing Structural VARs},
+  institution = {National Bureau of Economic Research, Inc},
+  year = {2006},
+  type = {NBER Working Papers},
+  number = {12353},
+  month = Jul,
+  note = {available at http://ideas.repec.org/p/nbr/nberwo/12353.html},
+  owner = {nikolay},
+  timestamp = {2007.06.16}
+}
+
+@TECHREPORT{Cochrane2007,
+  author = {John H. Cochrane},
+  title = {Identification with Taylor Rules: A Critical Review},
+  institution = {National Bureau of Economic Research, Inc},
+  year = {2007},
+  type = {NBER Working Papers},
+  number = {13410},
+  month = Sep,
+  url = {http://ideas.repec.org/p/nbr/nberwo/13410.html}
+}
+
+@TECHREPORT{Coenen2005,
+  author = {Coenen, G. and Straub, R.},
+  title = {{Non-Ricardian} Households and Fiscal Policy in an Estimated {DSGE}
+	Model of the {Euro Area}},
+  institution = {Society for Computational Economics},
+  year = {2005},
+  type = {Computing in Economics and Finance 2005},
+  note = {available at http://ideas.repec.org/p/sce/scecf5/102.html}
+}
+
+@ARTICLE{Cooley1998,
+  author = {Cooley, Thomas F. and Dwyer, Mark},
+  title = {Business cycle analysis without much theory A look at structural
+	VARs},
+  journal = {Journal of Econometrics},
+  year = {1998},
+  volume = {83},
+  pages = {57-88},
+  number = {1-2},
+  note = {available at http://ideas.repec.org/a/eee/econom/v83y1998i1-2p57-88.html},
+  owner = {nikolay},
+  timestamp = {2007.06.16}
+}
+
+@ARTICLE{CraggDonald1997,
+  author = {Cragg, John G. and Donald, Stephen G.},
+  title = {Inferring the rank of a matrix},
+  journal = {Journal of Econometrics},
+  year = {1997},
+  volume = {76},
+  pages = {223-250},
+  number = {1-2},
+  note = {available at http://ideas.repec.org/a/eee/econom/v76y1997i1-2p223-250.html}
+}
+
+@ARTICLE{CraggDonald1996,
+  author = {Cragg, John G. and Donald, Stephen G.},
+  title = {On the asymptotic properties of LDU-based tests of the rank of a
+	matrix},
+  journal = {Journal of the American Statistical Association},
+  year = {1996},
+  volume = {91},
+  pages = {13011309}
+}
+
+@BOOK{DavidsonMacKinnon2004,
+  title = {Econometric Theory and Methods},
+  publisher = {Oxford University Press},
+  year = {2004},
+  author = {Rusell Davidson and James MacKinnon}
+}
+
+@ARTICLE{DeFiore2005,
+  author = {De Fiore, F. and Liu, Z.},
+  title = {Does trade openness matter for aggregate instability?},
+  journal = {Journal of Economic Dynamics and Control},
+  year = {2005},
+  volume = {7},
+  pages = {1165-1192}
+}
+
+@ARTICLE{DejongIngramWhiteman2000,
+  author = {DeJong, David N. and Ingram, Beth F. and Whiteman, Charles H.},
+  title = {A Bayesian approach to dynamic macroeconomics},
+  journal = {Journal of Econometrics},
+  year = {2000},
+  volume = {98},
+  pages = {203-223},
+  number = {2},
+  month = {October},
+  note = {available at http://ideas.repec.org/a/eee/econom/v98y2000i2p203-223.html}
+}
+
+@ARTICLE{DeJongIngramWhiteman2000,
+  author = {David N. DeJong and Beth F. Ingram and Charles H. Whiteman},
+  title = {Keynesian impulses versus Solow residuals: identifying sources of
+	business cycle fluctuations},
+  journal = {Journal of Applied Econometrics},
+  year = {2000},
+  volume = {15},
+  pages = {311-329},
+  number = {3},
+  note = {available at http://ideas.repec.org/a/jae/japmet/v15y2000i3p311-329.html}
+}
+
+@ARTICLE{NegroSchorfheide2008,
+  author = {Del Negro, Marco and Frank Schorfheide},
+  title = {Forming priors for {DSGE} models (and how it affects the assessment
+	of nominal rigidities)},
+  journal = {Journal of Monetary Economics},
+  year = {2008},
+  volume = {55},
+  pages = {1191 - 1208},
+  number = {7},
+  doi = {DOI: 10.1016/j.jmoneco.2008.09.006},
+  issn = {0304-3932},
+  keywords = {Bayesian analysis},
+  url = {http://www.sciencedirect.com/science/article/B6VBW-4TKPVGT-3/2/508d89fdb8eb927643250b7f36aab161}
+}
+
+@TECHREPORT{DNSSW2005,
+  author = {Marco DelNegro and Frank Schorfheide and Frank Smets and Raf Wouters},
+  title = {On the fit and forecasting performance of New-Keynesian models},
+  institution = {European Central Bank},
+  year = {2005},
+  type = {Working Paper Series},
+  number = {491},
+  month = Jun,
+  note = {available at http://ideas.repec.org/p/ecb/ecbwps/20050491.html}
+}
+
+@ARTICLE{Demmel1987,
+  author = {Demmel, James},
+  title = {The condition number and the distance to the nearest ill-posed problem},
+  journal = {Numerische Mathematik},
+  year = {1987},
+  volume = {51},
+  number = {251289}
+}
+
+
+@MISC{ParallelDYNARE,
+  author = {ParallelDYNARE},
+  title =        {http://www.dynare.org/DynareWiki/ParallelDynare},
+  year =         {2009},
+}
+
+@ARTICLE{Dufour2003,
+  author = {Jean-Marie Dufour},
+  title = {Identification, weak instruments, and statistical inference in econometrics},
+  journal = {Canadian Journal of Economics},
+  year = {2003},
+  volume = {36},
+  pages = {767-808},
+  number = {4},
+  month = {November},
+  note = {available at http://ideas.repec.org/a/cje/issued/v36y2003i4p767-808.html}
+}
+
+@ARTICLE{EdelmanRao2005,
+  author = {Edelman, Alan and Rao, Raj},
+  title = {Random Matrix Theory},
+  journal = {Acta Numerica},
+  year = {2005},
+  volume = {1},
+  number = {65}
+}
+
+@ARTICLE{EichenbaumFisher2007,
+  author = {Martin Eichenbaum and Jonas Fisher},
+  title = {Estimating the Frequency of Reoptimisation in Calvo-style Models},
+  journal = {Journal of Monetary Economics, forthcoming},