RDP 2012-01: Co-movement in Inflation
Equation (A12)
f
(
Ω
−
1
|
Y
T
,
θ
,
σ
2
)
=
W
i
(
z
0
+
T
,
[
Q
0
−
1
+
Σ
t
=
1
T
(
Y
t
−
χ
t
θ
)
(
Y
t
−
χ
t
θ
)
′
σ
t
]
−
1
)
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