Authors: Michael Creel
Computational Economics, Vol. 48, No 3, 535-546, March, 2017This note explains how MPI may be used with the Julia programming language. An example of a simple Monte Carlo study is presented, with code. The code is intended to serve as a general purpose template for more relevant applications. A second example shows how the template code may be adapted to perform a Monte Carlo study of the properties of an approximate Bayesian computing estimator of actual research interest. All of the code is available at https://github.com/mcreel/JuliaMPIMonteCarlo.