IDEAS home Printed from https://ideas.repec.org/r/red/sed008/64.html
   My bibliography  Save this item

Risk-sensitive Consumption and Savings under Rational Inattention

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Luo, Yulei, 2015. "Robustly Strategic Consumption-Portfolio Rules with Informational Frictions," MPRA Paper 64312, University Library of Munich, Germany.
  2. Luo, Yulei & Nie, Jun & Young, Eric R., 2014. "Robust control, informational frictions, and international consumption correlations," European Economic Review, Elsevier, vol. 67(C), pages 1-27.
  3. Altantsetseg Batchuluun & Yulei Luo & Eric R. Young, 2019. "Portfolio Choice with Information-Processing Limits," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 137-162, May.
  4. Luo, Yulei & Young, Eric R., 2016. "Induced uncertainty, market price of risk, and the dynamics of consumption and wealth," Journal of Economic Theory, Elsevier, vol. 163(C), pages 1-41.
  5. Paolo Vitale Author-Name-First Paolo, 2013. "Pessimistic optimal choice for risk-averse agents," Working Papers CASMEF 1306, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  6. Penghui Yin, 2018. "Optimal Amount of Attention to Capital Income Risk and Heterogeneous Precautionary Saving Behavior," CESifo Working Paper Series 7413, CESifo.
  7. Luo, Yulei & Nie, Jun & Young, Eric R., 2012. "Robustness, information–processing constraints, and the current account in small open economies," Journal of International Economics, Elsevier, vol. 88(1), pages 104-120.
  8. Yulei Luo & Jun Nie & Gaowang Wang & Eric Young, 2014. "What we don’t know doesn’t hurt us: rational inattention and the permanent income hypothesis in general equilibrium," Research Working Paper RWP 14-14, Federal Reserve Bank of Kansas City.
  9. Yulei Luo & Jun Nie & Eric Young, 2015. "Robust permanent income in general equilibrium," Research Working Paper RWP 15-14, Federal Reserve Bank of Kansas City.
  10. Serena Masino & Miguel Niño-Zarazúa, 2014. "Social Service Delivery and Access to Financial Innovation: The Impact of Oportunidades' Electronic Payment System in Mexico," WIDER Working Paper Series wp-2014-034, World Institute for Development Economic Research (UNU-WIDER).
  11. Yulei Luo & Eric R. Young, 2016. "Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 325-362, March.
  12. Chen, Heng & Luo, Yulei & Pei, Guangyu, 2015. "Attention misallocation, social welfare and policy implications," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 37-57.
  13. Zorn, Peter, 2016. "Investment under Rational Inattention: Evidence from US Sectoral Data," VfS Annual Conference 2016 (Augsburg): Demographic Change 145572, Verein für Socialpolitik / German Economic Association.
  14. Chen, Heng & Luo, Yulei & Pei, Guangyu, 2014. "Too Much of a Good Thing: Attention Misallocation and Social Welfare in Coordination Games," MPRA Paper 59139, University Library of Munich, Germany.
  15. Luo, Yulei & Nie, Jun & Young, Eric R., 2014. "Model uncertainty and intertemporal tax smoothing," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 289-314.
  16. Yulei Luo, 2017. "Robustly Strategic Consumption–Portfolio Rules with Informational Frictions," Management Science, INFORMS, vol. 63(12), pages 4158-4174, December.
  17. Yulei Luo & Jun Nie & Eric R. Young, 2015. "Slow Information Diffusion And The Inertial Behavior Of Durable Consumption," Journal of the European Economic Association, European Economic Association, vol. 13(5), pages 805-840, October.
  18. Edilio Valentini & Paolo Vitale, 2019. "Optimal Climate Policy for a Pessimistic Social Planner," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 72(2), pages 411-443, February.
  19. Luo, Yulei & Young, Eric, 2013. "Rational Inattention in Macroeconomics: A Survey," MPRA Paper 54267, University Library of Munich, Germany.
  20. Luo, Yulei & Nie, Jun & Wang, Gaowang & Young, Eric R., 2017. "Rational inattention and the dynamics of consumption and wealth in general equilibrium," Journal of Economic Theory, Elsevier, vol. 172(C), pages 55-87.
  21. Yulei Luo & Jun Nie & Eric Young, 2012. "Model uncertainty, state uncertainty, and state-space models," Research Working Paper RWP 12-02, Federal Reserve Bank of Kansas City.
  22. Luo, Yulei, 2014. "Strategic Consumption-Portfolio Rules and Precautionary Savings with Informational Frictions," MPRA Paper 58077, University Library of Munich, Germany.
  23. Nicole Bäuerle & Anna Jaśkiewicz, 2024. "Markov decision processes with risk-sensitive criteria: an overview," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 99(1), pages 141-178, April.
  24. Yulei Luo & Eric R. Young, 2014. "Signal Extraction And Rational Inattention," Economic Inquiry, Western Economic Association International, vol. 52(2), pages 811-829, April.
  25. Masino, Serena & Niño-Zarazúa, Miguel, 2014. "Social service delivery and access to financial innovation. The impact of Oportunidades’ electronic payment system in Mexico," MPRA Paper 53430, University Library of Munich, Germany.
  26. Yulei Luo & Jun Nie & Xiaowen Wang & Eric Young, 2021. "Production and Inventory Dynamics under Ambiguity Aversion," Research Working Paper RWP 21-05, Federal Reserve Bank of Kansas City.
  27. George Loewenstein & Zachary Wojtowicz, 2023. "The Economics of Attention," CESifo Working Paper Series 10712, CESifo.
  28. Yulei Luo & Jun Nie & Eric R Young, 2020. "Ambiguity, Low Risk-Free Rates and Consumption Inequality," The Economic Journal, Royal Economic Society, vol. 130(632), pages 2649-2679.
  29. Luo Yulei & Young Eric R, 2009. "Rational Inattention and Aggregate Fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-43, April.
  30. Jianjun Miao & Jieran Wu & Eric R. Young, 2022. "Multivariate Rational Inattention," Econometrica, Econometric Society, vol. 90(2), pages 907-945, March.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.