Dynamic discrete choice under rational inattention

B-Tier
Journal: Economic Theory
Year: 2024
Volume: 77
Issue: 3
Pages: 597-652

Authors (2)

Jianjun Miao (Zhejiang University) Hao Xing (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

Abstract We adopt the posterior-based approach to study dynamic discrete choice problems under rational inattention. We provide necessary and sufficient conditions to characterize the solution for general uniformly posterior-separable cost functions. We propose an efficient algorithm to solve these conditions and apply our model to explain phenomena such as perceptual distance, status quo bias, confirmation bias, and belief polarization. A key condition for our approach to work is the concavity of the difference between the generalized entropy of the current posterior and the discounted generalized entropy of the prior beliefs about the future states.

Technical Details

RePEc Handle
repec:spr:joecth:v:77:y:2024:i:3:d:10.1007_s00199-023-01512-1
Journal Field
Theory
Author Count
2
Added to Database
2026-01-26