RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation (A6)

B − x D = ( x 1 − x D ) λ 1 + ⋯ + ( x D − 1 − x D ) λ D − 1 + ε . MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaCOqaiabgkHiTiaahIhadaWgaaWcbaGaaCiraaqabaGccqGH9aqpdaqadaqaaiaahIhadaWgaaWcbaGaaGymaaqabaGccqGHsislcaWH4bWaaSbaaSqaaiaahseaaeqaaaGccaGLOaGaayzkaaGaeq4UdW2aaSbaaSqaaiaaigdaaeqaaOGaey4kaSIaeS47IWKaey4kaSYaaeWaaeaacaWH4bWaaSbaaSqaaiaahseacqGHsislcaaIXaaabeaakiabgkHiTiaahIhadaWgaaWcbaGaaCiraaqabaaakiaawIcacaGLPaaacqaH7oaBdaWgaaWcbaGaamiraiabgkHiTiaaigdaaeqaaOGaey4kaSIaeqyTduMaaiOlaaaa@5735@