RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation (11)

y ˜ t , τ = a 10 + b 10 e K τ x t + η ¯ t , τ MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmyEayaaia WaaSbaaSqaaiaadshacaGGSaGaeqiXdqhabeaakiabg2da9iaadgga daWgaaWcbaGaaGymaiaaicdaaeqaaOGaey4kaSIabCOyayaafaWaaS baaSqaaiaaigdacaaIWaaabeaakiabgwSixlaadwgadaahaaWcbeqa aiabgkHiTiaadUeacqaHepaDaaGccaWH4bWaaSbaaSqaaiaadshaae qaaOGaey4kaSIafq4TdGMbaebadaWgaaWcbaGaamiDaiaacYcacqaH epaDaeqaaaaa@511F@