RDP 2013-09: Terms of Trade Shocks and Incomplete Information Equation (25)

[ z t z t − 1 g t ] ︸ X t = [ ρ z 0 0 1 0 0 0 0 ρ g ] ︸ A [ z t − 1 z t − 2 g t − 1 ] ︸ X t − 1 + [ 1 0 0 0 0 0 0 1 0 ] ︸ B [ ε t z ε t g ε t h ] ︸ U t MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaGbaaeaada WadaqaauaabeqadeaaaeaacaWG6bWaaSbaaSqaaiaadshaaeqaaaGc baGaamOEamaaBaaaleaacaWG0bGaeyOeI0IaaGymaaqabaaakeaaca WGNbWaaSbaaSqaaiaadshaaeqaaaaaaOGaay5waiaaw2faaaWcbaWe xLMBb50ujbqeguez3fMCKLwyUbYuJjxAWrhijr1qaGqbaiab=Hfayn aaBaaameaacaWG0baabeaaaOGaayjo+dGaeyypa0ZaaGbaaeaadaWa daqaauaabeqadmaaaeaacqaHbpGCdaWgaaWcbaGaamOEaaqabaaake aacaaIWaaabaGaaGimaaqaaiaaigdaaeaacaaIWaaabaGaaGimaaqa aiaaicdaaeaacaaIWaaabaGaeqyWdi3aaSbaaSqaaiaadEgaaeqaaa aaaOGaay5waiaaw2faaaWcbaacbeGaa4xqaaGccaGL44padaagaaqa amaadmaabaqbaeqabmqaaaqaaiaadQhadaWgaaWcbaGaamiDaiabgk HiTiaaigdaaeqaaaGcbaGaamOEamaaBaaaleaacaWG0bGaeyOeI0Ia aGOmaaqabaaakeaacaWGNbWaaSbaaSqaaiaadshacqGHsislcaaIXa aabeaaaaaakiaawUfacaGLDbaaaSqaaiab=HfaynaaBaaameaacaWG 0bGaeyOeI0IaaGymaaqabaaakiaawIJ=aiabgUcaRmaayaaabaWaam WaaeaafaqabeWadaaabaGaaGymaaqaaiaaicdaaeaacaaIWaaabaGa aGimaaqaaiaaicdaaeaacaaIWaaabaGaaGimaaqaaiaaigdaaeaaca aIWaaaaaGaay5waiaaw2faaaWcbaGaa4NqaaGccaGL44padaagaaqa amaadmaabaqbaeqabmqaaaqaaiabew7aLnaaDaaaleaacaWG0baaba GaamOEaaaaaOqaaiabew7aLnaaDaaaleaacaWG0baabaGaam4zaaaa aOqaaiabew7aLnaaDaaaleaacaWG0baabaGaamiAaaaaaaaakiaawU facaGLDbaaaSqaaiaadwfadaWgaaadbaGaamiDaaqabaaakiaawIJ= aaaa@8FF8@