RDP 2013-06: Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies Equation (2)

y t = Σ i = 1 p Φ D S G E i y t − i + u D S G E t , u D S G E t ∼ N ( 0 , Σ D S G E u ) , MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyEamaaBaaaleaacaWG0baabeaakiabg2da9iabfo6atnaaDaaaleaacaWGPbGaeyypa0JaaGymaaqaaiaadchaaaGccqqHMoGrdaWgaaWcbaGaamiraiaadofacaWGhbGaamyraiaadMgaaeqaaOGaamyEamaaBaaaleaacaWG0bGaeyOeI0IaamyAaaqabaGccqGHRaWkcaWG1bWaaSbaaSqaaiaadseacaWGtbGaam4raiaadweacaWG0baabeaakiaacYcacaWG1bWaaSbaaSqaaiaadseacaWGtbGaam4raiaadweacaWG0baabeaakiablYJi6iaad6eadaqadaqaaiaaicdacaGGSaGaeu4Odm1aaSbaaSqaaiaadseacaWGtbGaam4raiaadweacaWG1baabeaaaOGaayjkaiaawMcaaiaacYcaaaa@603F@