RDP 8601: Classical Models and Unobserved Aggregates
Equation (15)
κ
t
=
t
−
1
σ
t
2
Γ
1
′
{
Γ
1
t
−
1
σ
t
2
Γ
1
′
+
Δ
1
Ω
0
Δ
1
′
+
Δ
2
Ω
Δ
2
′
}
−
1
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