Hassan Afrouzi

What’s new?!

• May 4, 2020: Solve Dynamic Rational Inattention Problems in milliseconds using the new DRIPs package.
  
  • Documentation, GitHub, Replication of Mackowiack Wiederholt (2009), Replication of Sims (2011)
    
• April 10, 2020: New working paper on “A Model of Costly Recall”.
  
• April 8, 2020: An interactive set of Jupyter notebooks for solving LQG Dynamic Rational Inattention Problems in Julia.
  • Launch binder

Publications

• “Inflation Targeting Does Not Anchor Inflation Expectations: Evidence from Firms in New Zealand” (with Saten Kumar, Olivier Coibion, and Yuriy Gorodnichenko). Brookings Papers on Economic Activity 2015(Fall), 151-225.
  
  • PDF, NBER, Data and Replication Files
  • in media: VoxEU, Financial Times, Washington Post, Bloomberg, New Zealand Herald, CFO, Week

Working Papers

• “A Model of Costly Recall” (with Spencer Kwon and Yueran Ma). This version: April 2020.
  
• “Strategic Inattention, Inflation Dynamics and the Non-Neutrality of Money” This version: March 2020.
  
  • in media: Bloomberg
    
• “Dynamic Rational Inattention and the Phillips Curve” (with Choongryul Yang). This version: November 2019.
  
  • Julia Package for Solving Dynamic Rational Inattention Problems (DRIPs)
    
  • Matlab Solver for Dynamic Rational Inattention Problems
    
  • An interactive Jupyter notebook for solving Dynamic Rational Inattention Models in Julia
    
• “Endogenous Firm Competition and Cyclicality of Markups” This version: December 2019. Other versions: Dallas Fed. Revise and Resubmit at Review of Economics and Statistics.

Works in Progress

• “Sticky Prices, Rational Inattention, and Monetary Non-Neutrality”
  • Slides
• “Rationally Confused: On the Aggregate Implications of Information Provision Policies” (with Miguel Acosta).
  • Slides
• “Inflation Expectations under High Inflation: Evidence from Iran” (with Saeed Bayat, Omid Ghaderi and Ali Madanizadeh)