Skip to content
RDP 8607: The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
Equation (7)
r
t
+
1
−
r
t
=
α
+
β
(
R
t
−
r
t
)
+
e
t
+
1
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaiOCamaaBa aaleaacaWG0bGaey4kaSIaaGymaaqabaGccqGHsislcaWGYbWaaSba aSqaaiaadshaaeqaaOGaeyypa0JaeqySdeMaey4kaSIaeqOSdi2aae WaaeaacaWGsbWaaSbaaSqaaiaadshaaeqaaOGaeyOeI0IaamOCamaa BaaaleaacaWG0baabeaaaOGaayjkaiaawMcaaiabgUcaRiaadwgada WgaaWcbaGaamiDaiabgUcaRiaaigdaaeqaaaaa@4D23@