RDP 2006-05: Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market
Equation (A9)
B
1
=
[
0
5
x
1
1
0
ϕ
0
]
,
C
1
=
[
1
0
0
0
0
0
0
0
0
0
1
0
0
0
1
0
0
0
0
0
0
]
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