A Note on the Numerical Solution of Rational Inattention Models Where Distributions are Not Jointly Normal

Fang, Yuhan

doi:10.2139/ssrn.1839707

Abstract

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A Note on the Numerical Solution of Rational Inattention Models Where Distributions are Not Jointly Normal

Yuhan Fang

affiliation not provided to SSRN

May 12, 2011

Abstract:
This note provides an algorithm based on the rate-distortion literature that numerically solves a wide class of rational inattention models.

Number of Pages in PDF File: 1

Keywords: Rational inattention, rate distortion, information theory

JEL Classification: E00

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Date posted: May 14, 2011

Suggested Citation

Fang, Yuhan, A Note on the Numerical Solution of Rational Inattention Models Where Distributions are Not Jointly Normal (May 12, 2011). Available at SSRN: http://ssrn.com/abstract=1839707 or http://dx.doi.org/10.2139/ssrn.1839707

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Yuhan Fang (Contact Author)

affiliation not provided to SSRN ( email )