Skip to content
RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
Equation
d
x
t
=
K
∗
(
μ
∗
−
x
t
)
d
t
+
Σ
d
B
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeizaiaabI hadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcaWGlbWaaWbaaSqabeaa cqGHxiIkaaGcdaqadaqaaiabeY7aTnaaCaaaleqabaGaey4fIOcaaO GaeyOeI0IaaeiEamaaBaaaleaacaWG0baabeaaaOGaayjkaiaawMca aiaabsgacaWG0bGaey4kaSIaeu4OdmLaaeizaiaahkeadaWgaaWcba GaamiDaaqabaaaaa@4A9C@