RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
Equation
(
φ
k
)
j
,
i
=
{
H
1
k
,
j
(
χ
i
)
i
=
0
,
…
,
2
L
,
j
=
1
,
…
,
m
k
H
2
k
,
j
(
χ
i
)
i
=
0
,
…
,
2
L
,
j
=
m
k
+
1
,
…
,
m
k
+
n
k
.
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