RDP 8608: Exchange Rate Regimes and the Volatility,of Financial Prices: The Australian Case
Equation (3)
Y
t
=
D
t
*
+
∑
j
=
0
∞
M
j
G
−
1
u
t
−
j
=
D
t
*
+
∑
j
=
o
∞
A
j
u
t
−
j
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