Multivariate rational inattention

DOI10.3982/ECTA18086MaRDI QIDQ5087318zbMATH OpenOpenAlexFDO

Authors Jianjun Miao, Jieran Wu, Eric R. Young

Publication date 11 July 2022

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta18086

zbMATH Keywords

endogenous information choiceentropyoptimal controlrational inattentionsemidefinite programtracking problem

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Semidefinite programming (90C22) Decision theory (91B06)

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• Rational inattention in the frequency domain
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• Paying for inattention
• Dynamic discrete choice under rational inattention
• Geometric methods for finite rational inattention
• Nominal rigidities, rational inattention, and the optimal monetary policy
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• The two-period rational inattention model: Accelerations and analyses

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