RDP 2011-02: Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy
Equation (A14)
b
L
,
t
u
=
ω
b
L
,
t
−
1
u
+
ε
b
L
,
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qacaWGIbWaa0baaSqaaiaadYeacaGGSaGaamiDaaqaaiaadwhaaaGc cqGH9aqpcqaHjpWDcaWGIbWaa0baaSqaaiaadYeacaGGSaGaamiDai abgkHiTiaaigdaaeaacaWG1baaaOGaey4kaSIaeqyTdu2aaSbaaSqa aiaadkgadaWgaaadbaGaamitaiaacYcacaWG0baabeaaaSqabaaaaa@4A03@