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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 (A2)
Δ
X
t
+
1
=
μ
+
θ
X
t
+
∑
ε
t
+
1
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeiLdiaahIfadaWgaaWcbaGaamiDaiabgUcaRiaaigdaaeqaaOGaeyypa0JaeqiVd0Maey4kaSIaeqiUdeNaaCiwamaaBaaaleaacaWG0baabeaakiabgUcaRiabggHiLlabew7aLnaaBaaaleaacaWG0bGaey4kaSIaaGymaaqabaaaaa@490E@