RDP 2012-01: Co-movement in Inflation Equation (A7)

Y t = W t ( Ξ θ + u ) + E t = χ t θ + ξ t MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaCywamaaBa aaleaacaWG0baabeaakiabg2da9iaahEfadaWgaaWcbaGaamiDaaqa baGcdaqadaqaaiaah65acaWH4oGaey4kaSIaaCyDaaGaayjkaiaawM caaiabgUcaRiaahweadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcaWH hpWaaSbaaSqaaiaadshaaeqaaOGaaCiUdiabgUcaRiaah67adaWgaa WcbaGaamiDaaqabaaaaa@4BEF@