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RDP 8601: Classical Models and Unobserved Aggregates
Equation (15)
κ
t
=
t
−
1
σ
t
2
Γ
′
1
{
Γ
1
t
−
1
σ
t
2
Γ
′
1
+
Δ
1
Ω
0
Δ
′
1
+
Δ
2
Ω
Δ
′
2
}
−
1
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