RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation (1)

r t = ρ + 1 x t MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOCamaaBaaaleaacaWG0baabeaakiabg2da9iabeg8aYjabgUcaRiqaigdagaqbaiabgwSixlaabIhadaWgaaWcbaGaamiDaaqabaaaaa@40F3@