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 (2019).

Installation

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

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

To import and use the package, execute:

using DRIPs;

Overview

Syntax

Examples and Replications