RDP 2006-05: Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market Equation (52)

{\bar{A}}_{n} = - \bar{i} + {\bar{A}}_{n - 1} - {\bar{B}}^{'}_{n - 1} V + \frac{1}{2} {\bar{B}}^{'}_{n - 1} N Σ N^{'} {\bar{B}}_{n - 1}