RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
Equation
w
0
(
m
)
=
h
2
−
L
h
2
w
i
(
m
)
=
1
2
h
2
∀
i
≥
1
w
i
(
c
1
)
=
1
4
h
2
w
i
(
c
2
)
=
h
2
−
1
4
h
4
∀
i
≥
1
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