Skip to content
RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation (7)
y
t
,
τ
=
a
τ
+
b
′
τ
x
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyEamaaBa aaleaacaWG0bGaaiilaiabes8a0bqabaGccqGH9aqpcaWGHbWaaSba aSqaaiabes8a0bqabaGccqGHRaWkceWHIbGbauaadaWgaaWcbaGaeq iXdqhabeaakiaahIhadaWgaaWcbaGaamiDaaqabaaaaa@4479@