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A Software Package for LQG Dynamic Rational Inattention Problems (DRIPs)

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This package provides a fast and robust method for solving LQG Dynamic Ratinoal Inattention Problems based on methods developed in Afrouzi and Yang (2019): Dynamic Rational Inattention and the Phillips Curve. For detailed documentation of the software, see the documentation page.

Installation

The package is registered in the General registry and can be installed at the REPL with ] add DRIPs.

Resources

Examples and Replications

Binder to run and/or modify all example online (no software required on local machine) or download: