Skip to content
RDP 2001-01: The Decline in Australian Output Volatility
Equation (6)
x
t
=
μ+
u
t
+
Ψ
1
u
t
−
1
+
Ψ
2
u
t
−
2
+
…
⇒
x
t
=
μ+
B
0
−
1
ε
t
+
Ψ
1
B
0
−
1
ε
t
−
1
+
Ψ
2
B
0
−
1
ε
t
−
2
+
…
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGceaqabeaacaWH4b WaaSbaaSqaaiaadshaaeqaaOGaeyypa0JaaeiVdiaabUcacaWH1bWa aSbaaSqaaiaadshaaeqaaOGaey4kaSIaeuiQdK1aaSbaaSqaaiaaig daaeqaaOGaaCyDamaaBaaaleaacaWG0bGaeyOeI0IaaGymaaqabaGc cqGHRaWkcqqHOoqwdaWgaaWcbaGaaGOmaaqabaGccaWH1bWaaSbaaS qaaiaadshacqGHsislcaaIYaaabeaakiabgUcaRiablAcilbqaaiab gkDiElaahIhadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcaqG8oGaae 4kaiaahkeadaqhaaWcbaGaaGimaaqaaiabgkHiTiaaigdaaaGccaqG 1oWaaSbaaSqaaiaadshaaeqaaOGaey4kaSIaeuiQdK1aaSbaaSqaai aaigdaaeqaaOGaaCOqamaaDaaaleaacaaIWaaabaGaeyOeI0IaaGym aaaakiaabw7adaWgaaWcbaGaamiDaiabgkHiTiaaigdaaeqaaOGaey 4kaSIaeuiQdK1aaSbaaSqaaiaaikdaaeqaaOGaaCOqamaaDaaaleaa caaIWaaabaGaeyOeI0IaaGymaaaakiaabw7adaWgaaWcbaGaamiDai abgkHiTiaaikdaaeqaaOGaey4kaSIaeSOjGSeaaaa@72CB@