RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation (3)

λ t = λ 0 + Λ x t MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdW2aaSbaaSqaaiaadshaaeqaaOGaeyypa0Jaeq4UdW2aaSbaaSqaaiaaicdaaeqaaOGaey4kaSIaeu4MdWKaaeiEamaaBaaaleaacaWG0baabeaaaaa@40F8@