Rational inattention and the dynamics of consumption and wealth in general equilibrium

A-Tier
Journal: Journal of Economic Theory
Year: 2017
Volume: 172
Issue: C
Pages: 55-87

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose a recursive utility version of a basic Huggett (1993) model to study the implications of rational inattention (or RI, Sims, 2003, 2010) for the cross-sectional dispersion of consumption and wealth (relative to income) in general equilibrium. We find that incorporating RI can significantly improve the model's predictions in both dimensions in general equilibrium. In addition, we find that intertemporal substitution plays an important role in determining the two key dispersion moments via affecting the degree of optimal attention in equilibrium. Finally, we show that alternative models that rely on habit formation, incomplete information about current income, or borrowing constraints are not consistent with the facts we document.

Technical Details

RePEc Handle
repec:eee:jetheo:v:172:y:2017:i:c:p:55-87
Journal Field
Theory
Author Count
4
Added to Database
2026-01-25