RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models
Equation (A3)
e
t
=
P
ε
t
a
n
d
V
=
E
(
e
t
e
t
′
)
=
H
H
′
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqbaeaabeWaaaqaaiaadwgadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcaWGqbGaeqyTdu2aaSbaaSqaaiaadshaaeqaaaGcbaGaamyyaiaad6gacaWGKbaabaGaamOvaiabg2da9iaadweadaqadaqaaiaadwgadaWgaaWcbaGaamiDaaqabaGccaWGLbWaa0baaSqaaiaadshaaeaaiiaacqWFYaIOaaaakiaawIcacaGLPaaacqGH9aqpcaWGibGabmisayaafaaaaaaa@4C24@