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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
P
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E
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∑
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S
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π
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exp
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MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiuaiabg2da9mrr1ngBPrwtHrhAYaqeguuDJXwAKbstHrhAGq1DVbacfaGae8hHWx0aaeWaaeaadaaeqbqaaiaadofadaWgaaWcbaGaamyAaaqabaGccqGHxdaTcqaHapaCdaWgaaWcbaGaeyOeI0IaeuiLdqKaaiilaiaadMgacqGHsislcqqHuoaraeqaaOGaey41aqRaaeyzaiaabIhacaqGWbWaaeWaaeaacqGHsislcaWG5bWaaSbaaSqaaiaadMgaaeqaaOGaey41aqRaamyAaaGaayjkaiaawMcaaaWcbaGaamyAaaqab0GaeyyeIuoaaOGaayjkaiaawMcaaaaa@6128@