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RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
Equation
E
t
(
π
t
+
n
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=
π
0
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π
1
′
E
t
(
X
t
+
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)
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyramaaBaaaleaacaWG0baabeaakmaabmaabaGaeqiWda3aaSbaaSqaaiaadshacqGHRaWkcaWGUbaabeaaaOGaayjkaiaawMcaaiabg2da9iabec8aWnaaBaaaleaacaaIWaaabeaakiabgUcaRiabec8aWnaaDaaaleaacaaIXaaabaaccaGae8NmGikaaOGaamyramaaBaaaleaacaWG0baabeaakmaabmaabaGaaCiwamaaBaaaleaacaWG0bGaey4kaSIaamOBaaqabaaakiaawIcacaGLPaaaaaa@4E65@