I would like to know how to implement the equation " 𝐸𝑡∗(𝜉𝑡+1)=𝐸𝑡(𝜉𝑡+1)+𝜃(𝐸𝑡(𝜉𝑡+1)−𝐸𝑡-1(𝜉t+1)） in Dynare."

About equation of expectation

jpfeifer 10 November 2024 08:56 2

See

That also works with EXPECTATION(-1)(y) which is E_{t-1}y_t

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