RDP 2012-01: Co-movement in Inflation Equation (A1)

y i , t = β 1 i y i , t 1 + β 2 i y i , t 2 + + β p i y i , t p + e i , t MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyEamaaBa aaleaacaWGPbGaaiilaiaadshaaeqaaOGaeyypa0JaeqOSdi2aa0ba aSqaaiaaigdaaeaacaWGPbaaaOGaamyEamaaBaaaleaacaWGPbGaai ilaiaadshacqGHsislcaaIXaaabeaakiabgUcaRiabek7aInaaDaaa leaacaaIYaaabaGaamyAaaaakiaadMhadaWgaaWcbaGaamyAaiaacY cacaWG0bGaeyOeI0IaaGOmaaqabaGccqGHRaWkcqWIVlctcqGHRaWk cqaHYoGydaqhaaWcbaGaamiCaaqaaiaadMgaaaGccaWG5bWaaSbaaS qaaiaadMgacaGGSaGaamiDaiabgkHiTiaadchaaeqaaOGaey4kaSIa amyzamaaBaaaleaacaWGPbGaaiilaiaadshaaeqaaaaa@5F3C@