Dennis, Richard J. (contributor) - 2001 - [Elektronische Ressource]
Correspondence, Economic Research Department, Mail Stop 1130, Federal Reserve
Bank of San Francisco, 101 Market St, CA 94105, USA … state and control vectors as
Loss = Et
∞summationdisplay
j=0
βj[(zt+j −z)′W(zt+j −z) + (xt+j −x)′Q(xt+j −x)
+2(zt+j −z …)′H(xt+j −x) + 2(xt+j −x)′G(zt+j −z)], (8)
where W, Q, H, and G are matrices containing the policy preference parameters
and x and …