RDP 2014-12: A State-space Approach to Australian GDP Measurement
Equation (3)
ζ
=
V
ar
(
Δ
y
t
)
V
ar
(
Δ
y
t
E
)
=
1
1
−
ρ
2
σ
G
2
1
−
1
−
ρ
2
σ
G
2
+
2
σ
G
E
+
σ
E
2
=
0.5.
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOTdONaey ypa0ZaaSaaaeaacaWGwbGaamyyaiaadkhadaqadaqaaiabfs5aejaa dMhadaWgaaWcbaGaamiDaaqabaaakiaawIcacaGLPaaaaeaacaWGwb Gaamyyaiaadkhadaqadaqaaiabfs5aejaadMhadaqhaaWcbaGaamiD aaqaaiaadweaaaaakiaawIcacaGLPaaaaaGaeyypa0ZaaSaaaeaada WcaaqaaiaaigdaaeaacaaIXaGaeyOeI0IaeqyWdi3aaWbaaSqabeaa caaIYaaaaaaakiabeo8aZnaaDaaaleaacaWGhbaabaGaaGOmaaaaaO qaamaalaaabaGaaGymaiabgkHiTaqaaiaaigdacqGHsislcqaHbpGC daahaaWcbeqaaiaaikdaaaaaaOGaeq4Wdm3aa0baaSqaaiaadEeaae aacaaIYaaaaOGaey4kaSIaaGOmaiabeo8aZnaaBaaaleaacaWGhbGa amyraaqabaGccqGHRaWkcqaHdpWCdaqhaaWcbaGaamyraaqaaiaaik daaaaaaOGaeyypa0JaaGimaiaac6cacaaI1aGaaiOlaaaa@6A01@