RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
Equation
y
t
,
τ
i
=
E
t
(
q
t
,
τ
)
−
1
2
V
t
(
q
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+
ℂ
ov
t
(
m
t
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τ
,
q
t
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.
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