RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia Appendix E: Estimated Forward Rates for Reduced Sample

Jonathan Hambur and Richard Finlay

February 2018

Figure E1: Expected Future Nominal Interest Rates
x-year-ahead
Figure E1: Expected Future Nominal Interest Rates
Figure E2: Expected Future Real Interest Rates
x-year-ahead
Figure E2: Expected Future Real Interest Rates
Figure E3: Expected Future Inflation Rates
x-year-ahead
Figure E3: Expected Future Inflation Rates
Figure E4: Nominal Term Premia
x-year-ahead
Figure E4: Nominal Term Premia
Figure E5: Real Term Premia
x-year-ahead
Figure E5: Real Term Premia
Figure E6: Inflation Risk Premia
x-year-ahead
Figure E6: Inflation Risk Premia