Code files for "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice"

Yulei Luo ()

Computer Codes from Review of Economic Dynamics

Abstract: Programs to replicate figures in the article.

Language: Matlab
Date: 2010
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https://red-files-public.s3.amazonaws.com/codes/08/08-115/readme.txt (text/plain)
https://red-files-public.s3.amazonaws.com/codes/08/08-115/longrisk1.rar
None

Related works:
Journal Article: Rational Inattention, Long-run Consumption Risk, and Portfolio Choice (2010)
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