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RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation (8)
y
t
=
a
+
B
x
t
+
η
t
.
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaCyEamaaBa aaleaacaWG0baabeaakiabg2da9iaahggacqGHRaWkcaWGcbGaaCiE amaaBaaaleaacaWG0baabeaakiabgUcaRiabeE7aOnaaBaaaleaaca WG0baabeaakiaac6caaaa@425F@