RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results
Equation
D
logF
=
a
14
log
P
f
^
/
F
)
+
β
43
log
(
M
/
M
0
e
λ
2
t
)
+
β
44
log
(
q
0
P
x
x
/
EP
i
i
)
+
β
45
(
Dr
b1
−
Dr
eu
β
46
(
r
b1
−
r
eu
)
+
β
47
log
(
E
^
/
E
)
+
β
48
QF
F
^
=
f
0
ye
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