Skip to content
RDP 2012-01: Co-movement in Inflation
Equation (A12)
f
(
Ω
−
1
|
Y
T
,
θ
,
σ
2
)
=
W
i
(
z
0
+
T
,
[
Q
0
−
1
+
Σ
t
=
1
T
(
Y
t
−
χ
t
θ
)
(
Y
t
−
χ
t
θ
)
′
σ
t
]
−
1
)
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzamaabm aabaGaeuyQdC1aaWbaaSqabeaacqGHsislcaaIXaaaaOGaaiiFaiaa hMfadaahaaWcbeqaaiaadsfaaaGccaGGSaGaaCiUdiaacYcacqaHdp WCdaahaaWcbeqaaiaaikdaaaaakiaawIcacaGLPaaacqGH9aqpcaWG xbGaamyAamaabmaabaGaamOEamaaBaaaleaacaaIWaaabeaakiabgU caRiaadsfacaGGSaWaamWaaeaacaWHrbWaa0baaSqaaiaaicdaaeaa cqGHsislcaaIXaaaaOGaey4kaSIaeu4Odm1aa0baaSqaaiaadshacq GH9aqpcaaIXaaabaGaamivaaaakmaalaaabaWaaeWaaeaacaWHzbWa aSbaaSqaaiaadshaaeqaaOGaeyOeI0Iaeq4Xdm2aaSbaaSqaaiaads haaeqaaOGaaCiUdaGaayjkaiaawMcaamaabmaabaGaaCywamaaBaaa leaacaWG0baabeaakiabgkHiTiabeE8aJnaaBaaaleaacaWG0baabe aakiaahI7aaiaawIcacaGLPaaaiiaacqWFYaIOaeaacqaHdpWCdaWg aaWcbaGaamiDaaqabaaaaaGccaGLBbGaayzxaaWaaWbaaSqabeaacq GHsislcaaIXaaaaaGccaGLOaGaayzkaaaaaa@7031@