Multi-layered rational inattention and time-varying volatility

DOI10.1016/J.JEDC.2022.104372MaRDI QIDQ2136989zbMATH OpenOpenAlexFDO

Authors Stephan Hobler

Publication date 16 May 2022

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.jedc.2022.104372

zbMATH Keywords

monetary policyPhillips curverational inattention

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Recommendations

• Business cycle dynamics under rational inattention
• Dynamic rational inattention: analytical results
• The two-period rational inattention model: Accelerations and analyses
• Rationally Inattentive Seller: Sales and Discrete Pricing
• Choosing what to pay attention to

Cites work

• A real-time data set for macroeconomists
• Business cycle dynamics under rational inattention
• Dynamic rational inattention: analytical results
• Endogenous Information Acquisition in Coordination Games
• Exogenous information, endogenous information, and optimal monetary policy
• Really uncertain business cycles
• The Impact of Uncertainty Shocks
• Uncertainty traps

This page was built for publication: Multi-layered rational inattention and time-varying volatility

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2136989)