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
+
…
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