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RDP 2005-06: Credit and Monetary Policy: An Australian SVAR
Equation (A3)
E
(
u
t
u
t
′
)
=
E
(
B
ε
t
ε
t
′
B
′
)
=
(
A
−
1
)
(
A
−
1
)
′
=
D
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