Dynamic rational inattention: analytical results

DOI10.1016/j.jet.2018.05.001zbMath1419.91444OpenAlexW2799812170WikidataQ129870037 ScholiaQ129870037MaRDI QIDQ1757589

Bartosz Maćkowiak, Mirko Wiederholt, Filip Matějka

Publication date: 15 January 2019

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2018.05.001

zbMATH Keywords

Kalman filtermacroeconomicsrational inattentioninformation choice

Mathematics Subject Classification ID

Economic growth models (91B62) Economics of information (91B44)

Related Items (11)

Optimal ownership of entrepreneurial firms with rational inattention ⋮ Rational inattention and public signals ⋮ Multi-layered rational inattention and time-varying volatility ⋮ Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents ⋮ Competing conventions with costly information acquisition ⋮ Paying for inattention ⋮ Rational inattention in the frequency domain ⋮ Inattention and belief polarization ⋮ Optimal attention and heterogeneous precautionary saving behavior ⋮ Constrained versus unconstrained rational inattention ⋮ Value computation and modulation: a neuroeconomic theory of self-control as constrained optimization

Cites Work

• Unnamed Item
• Optimal Properties of Exponentially Weighted Forecasts
• Exogenous Information, Endogenous Information, and Optimal Monetary Policy
• Business Cycle Dynamics under Rational Inattention
• Rationally Inattentive Seller: Sales and Discrete Pricing
• Rational Inattention Dynamics: Inertia and Delay in Decision-Making
• Coarse Pricing Policies

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