RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia Appendix E: Estimated Forward Rates for Reduced Sample
February 2018
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Figure E1: Expected Future Nominal Interest Rates
x-year-ahead
![Figure E1: Expected Future Nominal Interest Rates](images/figure-e1.gif)
Figure E2: Expected Future Real Interest Rates
x-year-ahead
![Figure E2: Expected Future Real Interest Rates](images/figure-e2.gif)
Figure E3: Expected Future Inflation Rates
x-year-ahead
![Figure E3: Expected Future Inflation Rates](images/figure-e3.gif)
Figure E4: Nominal Term Premia
x-year-ahead
![Figure E4: Nominal Term Premia](images/figure-e4.gif)
Figure E5: Real Term Premia
x-year-ahead
![Figure E5: Real Term Premia](images/figure-e5.gif)
Figure E6: Inflation Risk Premia
x-year-ahead
![Figure E6: Inflation Risk Premia](images/figure-e6.gif)