Skip to content
RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
Equation
w
0
(
m
)
=
h
2
−
L
h
2
w
i
(
m
)
=
1
2
h
2
∀
i
≥
1
w
i
(
c
1
)
=
1
4
h
2
w
i
(
c
2
)
=
h
2
−
1
4
h
4
∀
i
≥
1
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqbaeaabiWaaa qaaiaadEhadaqhaaWcbaGaaGimaaqaamaabmaabaGaamyBaaGaayjk aiaawMcaaaaakiabg2da9maalaaabaGaamiAamaaCaaaleqabaGaaG OmaaaakiabgkHiTiaadYeaaeaacaWGObWaaWbaaSqabeaacaaIYaaa aaaaaOqaaiaadEhadaqhaaWcbaGaamyAaaqaamaabmaabaGaamyBaa GaayjkaiaawMcaaaaakiabg2da9maalaaabaGaaGymaaqaaiaaikda caWGObWaaWbaaSqabeaacaaIYaaaaaaaaOqaaiabgcGiIiaadMgacq GHLjYScaaIXaaabaGaam4DamaaDaaaleaacaWGPbaabaWaaeWaaeaa caWGJbWaaSbaaWqaaiaaigdaaeqaaaWccaGLOaGaayzkaaaaaOGaey ypa0ZaaSaaaeaacaaIXaaabaGaaGinaiaadIgadaahaaWcbeqaaiaa ikdaaaaaaaGcbaGaam4DamaaDaaaleaacaWGPbaabaWaaeWaaeaaca WGJbWaaSbaaWqaaiaaikdaaeqaaaWccaGLOaGaayzkaaaaaOGaeyyp a0ZaaSaaaeaacaWGObWaaWbaaSqabeaacaaIYaaaaOGaeyOeI0IaaG ymaaqaaiaaisdacaWGObWaaWbaaSqabeaacaaI0aaaaaaaaOqaaiab gcGiIiaadMgacqGHLjYScaaIXaaaaaaa@6943@