Question: 10. As an alternative to the model in Exercise 9.9, consider the relationship ln(JV1):6 -f 6o1 n(U1+) 61l n(u'-r) + erm (r%-r)* v, (a) Estimateth

10. As an alternative to the model in Exercise 9.9, consider the relationship ln(JV1):6 -f 6o1 n(U1+) 61l n(u'-r) + erm (r%-r)* v,

(a) Estimateth isr elationshiapn dt estt heh ypothesIis1 e:6 1: -0r60.C ommenot n the result.

(b) Forecast ln("/lf Ur+t : Ur+z:

for 5 .

9 . 1 be writtr

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