Overview
Kyle Jurado is a macroeconomist interested in how changes in agents' expectations about current and future economic conditions influence aggregate economic outcomes. His most recent work focuses on dynamic models of attention allocation in the face of information processing constraints, and on rational expectations equilibria in dynamic models with learning from endogenous variables.
Current Appointments & Affiliations
Associate Professor of Economics
·
2024 - Present
Economics,
Trinity College of Arts & Sciences
Recent Publications
Revisiting the forecasts of others
Journal Article Journal of Monetary Economics · November 1, 2025 In macroeconomic models with dispersed information, agents have an incentive to learn from endogenous variables, which themselves depend on the forecasts of others. This paper revisits the model of Townsend (1983) to characterize how this mechanism affects ... Full text CiteRational inattention in the frequency domain
Journal Article Journal of Economic Theory · March 1, 2023 This paper solves a dynamic rational inattention problem by formulating it in the frequency domain. The main result is a rational inattention version of the classical Wiener-Kolmogorov filter. This filter permits an infinite-dimensional state vector, provi ... Full text CiteRecoverability and Expectations-Driven Fluctuations
Journal Article Review of Economic Studies · January 1, 2022 Time series methods for identifying structural economic disturbances often require disturbances to satisfy technical conditions that can be inconsistent with economic theory. We propose replacing these conditions with a less restrictive condition called re ... Full text CiteEducation, Training & Certifications
Columbia University ·
2015
Ph.D.