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Journal of Political Economy Vol. 131 No. 12 2023

Experimental Tests of Rational Inattention

Mark Dean1; Nathaniel Neligh2

1 Columbia University · 2 University of Tennessee at Knoxville

open access

Abstract

We use laboratory experiments to test models of rational inattention, in which people acquire information to maximize utility net of information costs. We show that subjects adjust their attention in response to changes in incentives, in line with the rational inattention model. However, our results are qualitatively inconsistent with information costs that are linear in Shannon entropy, as is often assumed in applied work. Our data are best fit by a generalization of the Shannon model, which allows for a more flexible response to incentives and for some states of the world to be harder to distinguish than others.

DOI
10.1086/725174
Volume
131
Issue
12
Pages
3415-3461
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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