Skip to content
RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
Equation
P
y
k
=
∑
i
=
1
L
[
w
i
(
c
1
)
(
φ
k
i
−
φ
k
L
+
i
)
[
2
]
+
w
i
(
c
2
)
(
φ
k
i
+
φ
k
L
+
i
−
2
φ
k
0
)
[
2
]
]
+
R
k
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiuamaaBa aaleaacaqG5bWaaSbaaWqaaiaadUgaaeqaaaWcbeaakiabg2da9maa qahabaWaamWaaeaacaWG3bWaa0baaSqaaiaadMgaaeaadaqadaqaai aadogadaWgaaadbaGaaGymaaqabaaaliaawIcacaGLPaaaaaGcdaqa daqaaiabeA8aQnaaDaaaleaacaWGRbaabaGaamyAaaaakiabgkHiTi abeA8aQnaaDaaaleaacaWGRbaabaGaamitaiabgUcaRiaadMgaaaaa kiaawIcacaGLPaaadaahaaWcbeqaamaadmaabaGaaGOmaaGaay5wai aaw2faaaaakiabgUcaRiaadEhadaqhaaWcbaGaamyAaaqaamaabmaa baGaam4yamaaBaaameaacaaIYaaabeaaaSGaayjkaiaawMcaaaaakm aabmaabaGaeqOXdO2aa0baaSqaaiaadUgaaeaacaWGPbaaaOGaey4k aSIaeqOXdO2aa0baaSqaaiaadUgaaeaacaWGmbGaey4kaSIaamyAaa aakiabgkHiTiaaikdacqaHgpGAdaqhaaWcbaGaam4Aaaqaaiaaicda aaaakiaawIcacaGLPaaadaahaaWcbeqaamaadmaabaGaaGOmaaGaay 5waiaaw2faaaaaaOGaay5waiaaw2faaiabgUcaRiaadkfadaWgaaWc baGaam4AaaqabaaabaGaamyAaiabg2da9iaaigdaaeaacaWGmbaani abggHiLdaaaa@7336@