This paper shows the potential of heterogeneous computing in solving dynamic equilibrium models in economics. We illustrate the power and simplicity of C++ Accelerated Massive Parallelism (C++ AMP) recently introduced by Microsoft. Starting from the same exercise as Aldrich et al. (J Econ Dyn Control 35:386–393, 2011) we document a speed gain together with a simplified programming style that naturally enables parallelization.
Computational Economics, 2014, Vol 43, Issue 4, p. 485-495