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RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results
Equation
Dk
=
α
2
(
k
^
−
k
)
k
^
=
β
7
k
^
1
+
(
1.0
−
β
7
)
k
^
2
k
^
1
=
β
8
(
mpk
−
r
k
)
+
β
9
(
D
log
P
−
(
λ
2
−
λ
1
)
)
k
^
2
=
D
logK
min
v
−
(
λ
2
−
λ
1
)
mpk
=
β
10
(
y
^
nf
−
g
1
)
/
K
r
k
=
(
r
b
/
4.0
)
−
D
logP
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqr1ngBPrgifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=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@A520@