Dynamic Rational Inattention Problems (DRIPs)

DRIPs.jl is a Julia software package that provides a fast and robust method for solving LQG Dynamic Rational Inattention models using the methods developed by Afrouzi and Yang (2020).


To add the package, execute the following in Julia REPL:

using Pkg; Pkg.add("DRIPs");

To import and use the package, execute:

using DRIPs;



Examples and Replications