RDP 2006-05: Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market Equation (3)

H t = C t1 ( j )dj MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamisamaaBa aaleaacaWG0baabeaakiabg2da9maapeaabaGaam4qamaaBaaaleaa caWG0bGaeyOeI0IaaGymaaqabaGcdaqadaqaaiaadQgaaiaawIcaca GLPaaacaWGKbGaamOAaaWcbeqab0Gaey4kIipaaaa@42E2@