RDP 2010-02: Learning in an Estimated Small Open Economy Model Appendix A: Log Linear Equations
March 2010
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Real exchange rate
Export demand
Domestic consumption demand
Import demand
Real marginal cost of imported goods
Real marginal cost of domestic goods
The relative price of goods produced domestically sold to the world
Domestic production
CPI Inflation
The relative price of imported goods for the domestic consumer
Flow budget constraint
Monetary policy
Consumption
Inflation of domestically produced goods
Inflation of imported produced goods
Uncovered interest rate parity
Shock processes
The model can be expressed in the following form
where