RDP 9809: Estimating Output Gaps Equation (A.4)

[ μ t y μ t π y t p z t z t−1 θ t ω t ]=[ 1 0 0 0 0 0 0 0 1 0 0 0 0 0 1 0 1 0 0 0 0 0 0 0 ϕ 1 ϕ 2 0 0 0 0 0 1 0 0 0 0 1 0 β 0 δ 1 δ 2 0 0 0 0 0 1 0 ][ μ t−1 y μ t−1 π y t−1 p z t−1 z t−2 θ t−1 ω t−1 ]+[ 0 0 0 0 0 ( 1− δ 1 − δ 2 ) π t−2 * 0 ]+[ 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 0 0 1 0 0 0 ][ ε t y ε t z ε t π ] MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaamWaaeaafa qabeWbbaaaaeaacqaH8oqBdaqhaaWcbaGaamiDaaqaaiaadMhaaaaa keaacqaH8oqBdaqhaaWcbaGaamiDaaqaaiabec8aWbaaaOqaaiaadM hadaqhaaWcbaGaamiDaaqaaiaadchaaaaakeaacaWG6bWaaSbaaSqa aiaadshaaeqaaaGcbaGaamOEamaaBaaaleaacaWG0bGaeyOeI0IaaG ymaaqabaaakeaacqaH4oqCdaWgaaWcbaGaamiDaaqabaaakeaacqaH jpWDdaWgaaWcbaGaamiDaaqabaaaaaGccaGLBbGaayzxaaGaeyypa0 ZaamWaaeaafaqabeWbhaaaaaqaaiaaigdaaeaacaaIWaaabaGaaGim aaqaaiaaicdaaeaacaaIWaaabaGaaGimaaqaaiaaicdaaeaacaaIWa aabaGaaGymaaqaaiaaicdaaeaacaaIWaaabaGaaGimaaqaaiaaicda aeaacaaIWaaabaGaaGymaaqaaiaaicdaaeaacaaIXaaabaGaaGimaa qaaiaaicdaaeaacaaIWaaabaGaaGimaaqaaiaaicdaaeaacaaIWaaa baGaaGimaaqaaiabew9aMnaaBaaaleaacaaIXaaabeaaaOqaaiabew 9aMnaaBaaaleaacaaIYaaabeaaaOqaaiaaicdaaeaacaaIWaaabaGa aGimaaqaaiaaicdaaeaacaaIWaaabaGaaGymaaqaaiaaicdaaeaaca aIWaaabaGaaGimaaqaaiaaicdaaeaacaaIXaaabaGaaGimaaqaaiab ek7aIbqaaiaaicdaaeaacqaH0oazdaWgaaWcbaGaaGymaaqabaaake aacqaH0oazdaWgaaWcbaGaaGOmaaqabaaakeaacaaIWaaabaGaaGim aaqaaiaaicdaaeaacaaIWaaabaGaaGimaaqaaiaaigdaaeaacaaIWa aaaaGaay5waiaaw2faamaadmaabaqbaeqabCqaaaaabaGaeqiVd02a a0baaSqaaiaadshacqGHsislcaaIXaaabaGaamyEaaaaaOqaaiabeY 7aTnaaDaaaleaacaWG0bGaeyOeI0IaaGymaaqaaiabec8aWbaaaOqa aiaadMhadaqhaaWcbaGaamiDaiabgkHiTiaaigdaaeaacaWGWbaaaa GcbaGaamOEamaaBaaaleaacaWG0bGaeyOeI0IaaGymaaqabaaakeaa caWG6bWaaSbaaSqaaiaadshacqGHsislcaaIYaaabeaaaOqaaiabeI 7aXnaaBaaaleaacaWG0bGaeyOeI0IaaGymaaqabaaakeaacqaHjpWD daWgaaWcbaGaamiDaiabgkHiTiaaigdaaeqaaaaaaOGaay5waiaaw2 faaiabgUcaRmaadmaabaqbaeqabCqaaaaabaGaaGimaaqaaiaaicda aeaacaaIWaaabaGaaGimaaqaaiaaicdaaeaadaqadaqaaiaaigdacq GHsislcqaH0oazdaWgaaWcbaGaaGymaaqabaGccqGHsislcqaH0oaz daWgaaWcbaGaaGOmaaqabaaakiaawIcacaGLPaaacqaHapaCdaqhaa WcbaGaamiDaiabgkHiTiaaikdaaeaacaGGQaaaaaGcbaGaaGimaaaa aiaawUfacaGLDbaacqGHRaWkdaWadaqaauaabeqahmaaaaqaaiaaic daaeaacaaIWaaabaGaaGimaaqaaiaaicdaaeaacaaIWaaabaGaaGim aaqaaiaaigdaaeaacaaIWaaabaGaaGimaaqaaiaaicdaaeaacaaIXa aabaGaaGimaaqaaiaaicdaaeaacaaIWaaabaGaaGimaaqaaiaaicda aeaacaaIWaaabaGaaGymaaqaaiaaicdaaeaacaaIWaaabaGaaGimaa aaaiaawUfacaGLDbaadaWadaqaauaabeqadeaaaeaacqaH1oqzdaqh aaWcbaGaamiDaaqaaiaadMhaaaaakeaacqaH1oqzdaqhaaWcbaGaam iDaaqaaiaadQhaaaaakeaacqaH1oqzdaqhaaWcbaGaamiDaaqaaiab ec8aWbaaaaaakiaawUfacaGLDbaaaaa@D8EC@