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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 (A4)
λ
t
=
λ
0
+
λ
1
′
X
t
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdW2aaSbaaSqaaiaadshaaeqaaOGaeyypa0Jaeq4UdW2aaSbaaSqaaiaaicdaaeqaaOGaey4kaSIaeq4UdW2aa0baaSqaaiaaigdaaeaaiiaacqWFYaIOaaGccaWHybWaaSbaaSqaaiaadshaaeqaaaaa@4392@