RDP 2015-12: Modelling the Australian Dollar
Equation
ω
S
t
=
ω
0
(
1
−
S
t
)
+
ω
1
S
t
γ
S
t
=
γ
0
(
1
−
S
t
)
+
γ
1
S
t
α
j
,
S
t
=
α
j
,
0
(
1
−
S
t
)
+
α
j
,
1
S
t
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