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Consider the Taylor model with the money stock white noise rather than a random walk; that is, mt = t, where t is serially
Consider the Taylor model with the money stock white noise rather than a random walk; that is, mt = t, where t is serially uncorrelated. Solve the model using the method of undetermined coefficients.
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Data Analysis And Decision Making
Authors: Christian Albright, Wayne Winston, Christopher Zappe
4th Edition
538476125, 978-0538476126
