RDP 2011-02: Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy Equation (A15)

b L , t r = ω b L , t 1 r + ε b L , t MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qacaWGIbWaa0baaSqaaiaadYeacaGGSaGaamiDaaqaaiaadkhaaaGc cqGH9aqpcqaHjpWDcaWGIbWaa0baaSqaaiaadYeacaGGSaGaamiDai abgkHiTiaaigdaaeaacaWGYbaaaOGaey4kaSIaeqyTdu2aaSbaaSqa aiaadkgadaWgaaadbaGaamitaiaacYcacaWG0baabeaaaSqabaaaaa@49FD@