Skip to content
RDP 9111: Monthly Movements in the Australian Dollar and Real Short-Term Interest Differentials: An Application of the Kalman Filter
Equation (10)
q
t
=
[
β
1
−
ρ
]
E
t
[
d
t,t+1
]
+
w
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeyCamaaBa aaleaacaqG0baabeaakiabg2da9maadmaabaWaaSaaaeaacqaHYoGy aeaacaaIXaGaeyOeI0IaeqyWdihaaaGaay5waiaaw2faaiaabweada WgaaWcbaGaaeiDaaqabaGccaGGBbGaaeizamaaBaaaleaacaqG0bGa aeilaiaabshacaqGRaGaaeymaaqabaGccaGGDbGaey4kaSIaae4Dam aaBaaaleaacaqG0baabeaaaaa@4BF8@