4.) Cousider two structural equations for consumption and income Ct = a + 8y + Myt-1 + Uct Yt = 1 + 0yt-1 + A Gt-1 + uyt where uct and us are ild and independent. Obtain the reduced form VAR representation of this model. Show that reduced form random error terms are correlate. 4.) Cousider two structural equations for consumption and income Ct = a + 8y + Myt-1 + Uct Yt = 1 + 0yt-1 + A Gt-1 + uyt where uct and us are ild and independent. Obtain the reduced form VAR representation of this model. Show that reduced form random error terms are correlate