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RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
Equation (A3)
E
t
Q
(
Z
t
+
1
)
=
E
t
(
ξ
t
+
1
Z
t
+
1
)
/
ξ
t
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWefv3ySLgznfgDOjdaryqr1ngBPrginfgDObcv39gaiuaacqWFecFrdaqhaaWcbaGaamiDaaqaaiaabgfaaaGcdaqadaqaaiaadQfadaWgaaWcbaGaamiDaiabgUcaRiaaigdaaeqaaaGccaGLOaGaayzkaaGaeyypa0Jae8hHWx0aaSbaaSqaaiaadshaaeqaaOWaaeWaaeaacqaH+oaEdaWgaaWcbaGaamiDaiabgUcaRiaaigdaaeqaaOGaamOwamaaBaaaleaacaWG0bGaey4kaSIaaGymaaqabaaakiaawIcacaGLPaaacaGGVaGaeqOVdG3aaSbaaSqaaiaadshaaeqaaaaa@5ADE@