RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia Equation (B1)

( ρ 0 , ρ 1 )→( ρ 0, X ^ −C ρ 1 , ( D −1 ) ′ × ρ 1, X ^ ) MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaacqaHbpGCdaWgaaWcbaGaaGimaaqabaGccaGGSaGaeqyWdi3aaSbaaSqaaiaaigdaaeqaaaGccaGLOaGaayzkaaGaeyOKH46aaeWaaeaacqaHbpGCdaWgaaWcbaGaaGimaiaacYcadaqiaaqaaiaadIfaaiaawkWaaaqabaGccqGHsislcaWHdbGaeqyWdi3aaSbaaSqaaiaaigdaaeqaaOGaaiilamaabmaabaGaaCiramaaCaaaleqabaGaeyOeI0IaaGymaaaaaOGaayjkaiaawMcaamaaCaaaleqabaaccaGae8NmGikaaOGaey41aqRaeqyWdi3aaSbaaSqaaiaaigdacaGGSaWaaecaaeaacaWGybaacaGLcmaaaeqaaaGccaGLOaGaayzkaaaaaa@5823@