RDP 9201: The Impact of Real And Nominal Shocks on Australian Real Exchange Rates
Equation (4)
X
(
t
)
=
ν
(
t
)
+
C
(
1
)
ν
(
t
−
1
)
+
C
(
2
)
ν
(
t
−
2
)
+
.......
=
∑
j
=
0
∞
C
(
j
)
ν
(
t
−
j
)
a
n
d
E
ν
ν
′
=
Ω
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