RDP 2001-01: The Decline in Australian Output Volatility Equation (5)

u t u ′ t = B 0 −1 ε t ε ′ t B 0 − 1 ′ ⇒E( u t u ′ t )=E( B 0 −1 ε t ε ′ t B 0 − 1 ′ ) ⇒Σ= B 0 −1 E( ε t ε ′ t ) B 0 −1 ⇒ B 0 Σ B ′ 0 =Ω=E( ε t ε ′ t ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYfdmGievaebbnrfi fHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk 0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9 Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakqaabeqaaiaadw hadaWgaaWcbaGaamiDaaqabaGcceWG1bGbauaadaWgaaWcbaGaamiD aaqabaGccqGH9aqpcaWHcbWaa0baaSqaaiaaicdaaeaacqGHsislca qGXaaaaOGaeqyTdu2aaSbaaSqaaiaadshaaeqaaOGafqyTduMbauaa daWgaaWcbaGaamiDaaqabaGccaWHcbWaa0baaSqaaiaaicdaaeaacq GHsislceaIXaGbauaaaaaakeaacqGHshI3caWGfbWaaeWaaeaacaWG 1bWaaSbaaSqaaiaadshaaeqaaOGabmyDayaafaWaaSbaaSqaaiaads haaeqaaaGccaGLOaGaayzkaaGaeyypa0JaamyramaabmaabaGaaCOq amaaDaaaleaacaaIWaaabaGaeyOeI0Iaaeymaaaakiabew7aLnaaBa aaleaacaWG0baabeaakiqbew7aLzaafaWaaSbaaSqaaiaadshaaeqa aOGaaCOqamaaDaaaleaacaaIWaaabaGaeyOeI0IabGymayaafaaaaa GccaGLOaGaayzkaaaabaGaeyO0H4Taeu4OdmLaeyypa0JaaCOqamaa DaaaleaacaaIWaaabaGaeyOeI0IaaGymaaaakiaadweadaqadaqaai abew7aLnaaBaaaleaacaWG0baabeaakiqbew7aLzaafaWaaSbaaSqa aiaadshaaeqaaaGccaGLOaGaayzkaaGaaCOqamaaDaaaleaacaaIWa aabaGaeyOeI0IaaGymaaaaaOqaaiabgkDiElaahkeadaWgaaWcbaGa aGimaaqabaGccqqHJoWuceWHcbGbauaadaWgaaWcbaGaaGimaaqaba GccqGH9aqpcqqHPoWvcqGH9aqpcaWGfbWaaeWaaeaacqaH1oqzdaWg aaWcbaGaamiDaaqabaGccuaH1oqzgaqbamaaBaaaleaacaWG0baabe aaaOGaayjkaiaawMcaaaaaaa@8763@