RDP 8601: Classical Models and Unobserved Aggregates
Equation
t
σ
t
2
=
t
−
1
σ
t
2
−
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
Γ
1
t
−
1
σ
t
2
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaSbaaSqaai aabshaaeqaaOGaeq4Wdm3aa0baaSqaaiaabshaaeaacaaIYaaaaOGa eyypa0ZaaSbaaSqaaiaabshacqGHsislcaaIXaaabeaakiabeo8aZn aaDaaaleaacaqG0baabaGaaGOmaaaakiabgkHiTmaaBaaaleaacaqG 0bGaeyOeI0IaaGymaaqabaGccqaHdpWCdaqhaaWcbaGaaeiDaaqaai aaikdaaaGccqqHtoWrdaWgaaWcbaGaaGymaaqabaGcdaahaaWcbeqa aOGamai4gkdiIcaacaGGOaGaeu4KdC0aaSbaaSqaaiaaigdacaqG0b GaeyOeI0IaaGymaaqabaGccqaHdpWCdaqhaaWcbaGaaeiDaaqaaiaa ikdaaaGccqqHtoWrdaWgaaWcbaGaaGymaaqabaGcdaahaaWcbeqaaO Gamai4gkdiIcaacqGHRaWkcqqHuoardaWgaaWcbaGaaGymaaqabaGc cqqHPoWvdaWgaaWcbaGaaGimaaqabaGccqqHuoardaWgaaWcbaGaaG ymaaqabaGcdaahaaWcbeqaaOGamai4gkdiIcaacqGHRaWkcqqHuoar daWgaaWcbaGaaGOmaaqabaGccqqHPoWvcqqHuoardaWgaaWcbaGaaG OmaaqabaGcdaahaaWcbeqaaOGamai4gkdiIcaacaGGPaWaaWbaaSqa beaacqGHsislcaaIXaaaaOGaeu4KdC0aaSbaaSqaaiaaigdacaqG0b GaeyOeI0IaaGymaaqabaGccqaHdpWCdaqhaaWcbaGaaeiDaaqaaiaa ikdaaaaaaa@7E9B@