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RDP 2014-12: A State-space Approach to Australian GDP Measurement
Equation
Σ
*
=
[
σ
G
2
+
δ
(
1
−
ρ
2
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σ
G
E
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δ
σ
E
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σ
G
I
−
δ
σ
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I
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δ
σ
I
2
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δ
σ
G
P
−
δ
σ
E
P
+
δ
σ
I
P
+
δ
σ
P
2
+
δ
]
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