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RDP 2006-05: Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market
Equation (A4)
[
X
1
,
t
+
1
E
t
X
2
,
t
+
1
]
=
A
[
X
1
,
t
X
2
,
t
]
+
B
i
t
+
C
ε
t
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