Skip to content
RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
Equation
∫
0
τ
ρ
′
(
I
−
e
−
K
s
)
μ
d
s
=
ρ
′
(
τ
I
+
e
−
K
τ
K
−
1
−
K
−
1
)
μ
=
ρ
′
(
τ
I
−
M
′
1
,
τ
)
μ
,
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaa8qmaeaaii WacuWFbpGCgaqbamaabmaabaGaamysaiabgkHiTiaadwgadaahaaWc beqaaiabgkHiTiaadUeacaWGZbaaaaGccaGLOaGaayzkaaGae8hVd0 MaaeizaiaadohacqGH9aqpcuWFbpGCgaqbamaabmaabaGaeqiXdqNa amysaiabgUcaRiaadwgadaahaaWcbeqaaiabgkHiTiaadUeacqaHep aDaaGccaWGlbWaaWbaaSqabeaacqGHsislcaaIXaaaaOGaeyOeI0Ia am4samaaCaaaleqabaGaeyOeI0IaaGymaaaaaOGaayjkaiaawMcaai ab=X7aTjabg2da9iqb=f8aYzaafaWaaeWaaeaacqaHepaDcaWGjbGa eyOeI0IabmytayaafaWaaSbaaSqaaiaaigdacaGGSaGaeqiXdqhabe aaaOGaayjkaiaawMcaaiabeY7aTjaacYcaaSqaaiaaicdaaeaacqaH epaDa0Gaey4kIipaaaa@6A06@