RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results
Equation
Dr
b1
=
α
17
(
r
^
b
1
−
r
b
1
)
+
β
55
DQr
b
1
r
^
b
1
=
r
b1
0
+
β
56
r
eu
+
(
1.0
−
β
56
)
r
m
+
β
57
ξ
+
β
58
QE
ξ
=log
(
E
^
/
E
)
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqr1ngBPrgifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=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@7F21@