Skip to content
RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
Equation (5)
Δ
X
t
+
1
=
μ
˜
+
θ
˜
X
t
+
∑
ε
t
+
1
Q
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaCiLdiaahIfadaWgaaWcbaGaamiDaiabgUcaRiaaigdaaeqaaOGaeyypa0ZaaacaaeaacqaH8oqBaiaawoWaaiabgUcaRmaaGaaabaGaeqiUdehacaGLdmaacaWHybWaaSbaaSqaaiaadshaaeqaaOGaey4kaSIaeyyeIuUaeqyTdu2aa0baaSqaaiaadshacqGHRaWkcaaIXaaabaGaaeyuaaaaaaa@4B6D@