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RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
Equation
(
φ
k
)
j
,
i
=
{
H
1
k
,
j
(
χ
i
)
i
=
0
,
…
,
2
L
,
j
=
1
,
…
,
m
k
H
2
k
,
j
(
χ
i
)
i
=
0
,
…
,
2
L
,
j
=
m
k
+
1
,
…
,
m
k
+
n
k
.
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaacq aHgpGAdaWgaaWcbaGaam4AaaqabaaakiaawIcacaGLPaaadaWgaaWc baGaamOAaiaacYcacaWGPbaabeaakiabg2da9maaceaabaqbaeaabi WaaaqaaiaadIeacaaIXaWaaSbaaSqaaiaadUgacaGGSaGaamOAaaqa baGcdaqadaqaaiabeE8aJnaaBaaaleaacaWGPbaabeaaaOGaayjkai aawMcaaaqaaiaadMgacqGH9aqpcaaIWaGaaiilaiablAciljaacYca caaIYaGaamitaiaacYcaaeaacaWGQbGaeyypa0JaaGymaiaacYcacq WIMaYscaGGSaGaamyBamaaBaaaleaacaWGRbaabeaaaOqaaiaadIea caaIYaWaaSbaaSqaaiaadUgacaGGSaGaamOAaaqabaGcdaqadaqaai abeE8aJnaaBaaaleaacaWGPbaabeaaaOGaayjkaiaawMcaaaqaaiaa dMgacqGH9aqpcaaIWaGaaiilaiablAciljaacYcacaaIYaGaamitai aacYcaaeaacaWGQbGaeyypa0JaamyBamaaBaaaleaacaWGRbaabeaa kiabgUcaRiaaigdacaGGSaGaeSOjGSKaaiilaiaad2gadaWgaaWcba Gaam4AaaqabaGccqGHRaWkcaWGUbWaaSbaaSqaaiaadUgaaeqaaOGa aiOlaaaaaiaawUhaaaaa@74CF@