RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia Equation (4)

n× y t n =− A n − B n ′ X t MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOBaiabgEna0kaadMhadaqhaaWcbaGaamiDaaqaaiaad6gaaaGccqGH9aqpcqGHsislcaWGbbWaaSbaaSqaaiaad6gaaeqaaOGaeyOeI0IaaCOqamaaDaaaleaacaWGUbaabaaccaGae8NmGikaaOGaaCiwamaaBaaaleaacaWG0baabeaaaaa@466C@