RDP 2000-02: Forecasting Australian Economic Activity Using Leading Indicators
Equation (D1)
Δ
100
ln
y
t
=
α
+
∑
j
=
2
6
β
j
r
t
−
j
+
∑
j
=
1
2
γ
j
S
O
I
t
−
j
+
ϕ
100
ln
y
t
−
1
+
θ
100
ln
y
t
−
1
*
+
π
Δ
100
ln
y
t
*
+
ε
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeuiLdqKaaG ymaiaaicdacaaIWaGaciiBaiaac6gacaWG5bWaaSbaaSqaaiaadsha aeqaaOGaeyypa0JaeqySdeMaey4kaSYaaabCaeaacqaHYoGydaWgaa WcbaGaamOAaaqabaaabaGaamOAaiabg2da9iaaikdaaeaacaaI2aaa niabggHiLdGccaWGYbWaaSbaaSqaaiaadshacqGHsislcaWGQbaabe aakiabgUcaRmaaqahabaGaeq4SdC2aaSbaaSqaaiaadQgaaeqaaaqa aiaadQgacqGH9aqpcaaIXaaabaGaaGOmaaqdcqGHris5aOGaam4uai aad+eacaWGjbWaaSbaaSqaaiaadshacqGHsislcaWGQbaabeaakiab gUcaRiabew9aMjaaigdacaaIWaGaaGimaiGacYgacaGGUbGaamyEam aaBaaaleaacaWG0bGaeyOeI0IaaGymaaqabaGccqGHRaWkcqaH4oqC caaIXaGaaGimaiaaicdaciGGSbGaaiOBaiaadMhadaqhaaWcbaGaam iDaiabgkHiTiaaigdaaeaacaGGQaaaaOGaey4kaSIaeqiWdaNaeuiL dqKaaGymaiaaicdacaaIWaGaciiBaiaac6gacaWG5bWaa0baaSqaai aadshaaeaacaGGQaaaaOGaey4kaSIaeqyTdu2aaSbaaSqaaiaadsha aeqaaaaa@80CC@