Title of paper: Rational Inattention, Long-run Consumption Risk, and Portfolio Choice by Yulei Luo

The following matlab codes are included in longrisk1.zip:

1)longrisk1.m is used to generate Figure 1 in the paper.

2)horizon1.m is used to generate Figure 2.

3)es1.m is used to generate Figure 3.

4)dynan09a.m is used to generate Figure 4.