RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation (9)
x
t
=
e
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K
h
x
t
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h
+
ε
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaCiEamaaBa aaleaacaWG0baabeaakiabg2da9iaadwgadaahaaWcbeqaaiabgkHi TiaadUeacaWGObaaaOGaaCiEamaaBaaaleaacaWG0bGaeyOeI0Iaam iAaaqabaGccqGHRaWkcqaH1oqzdaWgaaWcbaGaamiDaaqabaaaaa@44AF@