Let xt be the annual growth rate of the money supply and yt be the unemployment rate in year t. Both yt and xt are stationary, and are modelled as a vector autoregression, VAR(1). To test whether the money supply growth rate Granger-causes the unemployment rate, we use the model _____ , where ut is an error term and the 's are constant parameters. a.yt = 0 + 1xt + ut b.yt = 0 + 1xt + 2yt-1 + ut c.yt = 0 + 1xt-1 + 2yt-1 + ut d.yt = 0 + 1yt-1 + 2yt-2 + ut e.yt = 0 + 1xt-1 + 2yt-2 + ut