RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia Equation

B E t,t+n = f t,t+n n f t,t+n r = E t ( r t+n ) E t ( r t+n * )+ir p t,t+n = E t ( π t+n )+ir p t,t+n MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=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@76F9@