RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
Equation (4)
d
x
t
=
K
(
μ
−
x
t
)
d
t
+
Σ
d
B
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeizaiaabI hadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcaWGlbWaaeWaaeaaiiWa cqWF8oqBcqGHsislcaaMc8UaaeiEamaaBaaaleaacaWG0baabeaaaO GaayjkaiaawMcaaiaabsgacaWG0bGaey4kaSIaeu4OdmfcbaGaa4hz aiaahkeadaWgaaWcbaGaamiDaaqabaaaaa@49E9@