RDP 2012-01: Co-movement in Inflation Equation (A3)

Y t = D 1 Y t 1 + D 2 Y t 2 + + D P Y t P + A 0 C t + + A P - 1 C t p + 1 + E t MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaCywamaaBa aaleaacaWG0baabeaakiabg2da9iaahseadaWgaaWcbaGaaCymaaqa baGccaWHzbWaaSbaaSqaaiaadshacqGHsislcaaIXaaabeaakiabgU caRiaahseadaWgaaWcbaGaaCOmaaqabaGccaWHzbWaaSbaaSqaaiaa dshacqGHsislcaaIYaaabeaakiabgUcaRiabl+UimjabgUcaRiaahs eadaWgaaWcbaGaaCiuaaqabaGccaWHzbWaaSbaaSqaaiaadshacqGH sislcaWGqbaabeaakiabgUcaRiaahgeadaWgaaWcbaGaaCimaaqaba GccaWHdbWaaSbaaSqaaiaadshaaeqaaOGaey4kaSIaeS47IWKaey4k aSIaaCyqamaaBaaaleaacaWHqbGaaCylaiaahgdaaeqaaOGaaC4qam aaBaaaleaacaWG0bGaeyOeI0IaamiCaiabgUcaRiaaigdaaeqaaOGa ey4kaSIaaCyramaaBaaaleaacaWG0baabeaaaaa@621E@