RDP 1999-11: A Structural Vector Autoregression Model of Monetary Policy in Australia
Equation (2)
A
(
L
)
x
t
=
ε
t
E
ε
t
ε
′
t
=
Σ
E
ε
t
ε
′
t
+
s
=
0
,
∀
s
≠
0
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