RDP 8708: Risk Effects Versus Monetary Effects in the Determination of Short-Term Interest Rates
Equation (10)
(
η
^
t+k
)
2
=
z
t
β
11
(
η
^
u
^
)
t+k
=
z
t
β
12
(
u
^
t+k
)
2
=
z
t
β
22
.
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