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RDP 2013-07: An Empirical BVAR-DSGE Model of the Australian Economy
Equation
Var
(
γ
i
j
_
)
=
{
ϑ
k
for
own
lags
ϑ
2
σ
i
2
k
σ
j
2
for
lags
of
variable
j
≠
i
,
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOvaiaadggacaWGYbWaaeWaaeaadaadaaqaaiabeo7aNnaaBaaaleaacaWGPbGaamOAaaqabaaaaaGccaGLOaGaayzkaaaccaGae8xpa0ZaaiqaaeaafaqabeGacaaabaWaaSaaaeaacqaHrpGsaeaacaWGRbaaaaqaaiaadAgacaWGVbGaamOCaiaaykW7caWGVbGaam4Daiaad6gacaaMc8UaamiBaiaadggacaWGNbGaam4CaaqaamaalaaabaGaeqy0dO0aaSbaaSqaaiaaikdaaeqaaOGaeq4Wdm3aa0baaSqaaiaadMgaaeaacaaIYaaaaaGcbaGaam4Aaiabeo8aZnaaDaaaleaacaWGQbaabaGaaGOmaaaaaaaakeaacaWGMbGaam4BaiaadkhacaaMc8UaamiBaiaadggacaWGNbGaam4CaiaaykW7caWGVbGaamOzaiaaykW7ieGacaGF2bGaa4xyaiaa+jhacaGFPbGaa4xyaiaa+jgacaGFSbGaa4xzaiaaykW7caGFQbGaeyiyIKRaa4xAaiaa+XcaaaaacaGL7baaaaa@747A@