RDP 2011-02: Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy
Equation (A17)
e
^
t
=
ρ
e
e
^
t
−
1
+
ε
e
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qaceWGLbGbaKaadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcqaHbpGC daWgaaWcbaGaamyzaaqabaGcceWGLbGbaKaadaWgaaWcbaGaamiDai abgkHiTiaaigdaaeqaaOGaey4kaSIaeqyTdu2aaSbaaSqaaiaadwga daWgaaadbaGaamiDaaqabaaaleqaaaaa@44C6@