RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia Equation (A1)

P t n = E t Q ( e r t P t+1 n1 ) MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiuamaaDaaaleaacaWG0baabaGaamOBaaaakiabg2da9mrr1ngBPrwtHrhAYaqeguuDJXwAKbstHrhAGq1DVbacfaGae8hHWx0aa0baaSqaaiaadshaaeaacaWGrbaaaOWaaeWaaeaacaWGLbWaaWbaaSqabeaacqGHsislcaWGYbWaaSbaaWqaaiaadshaaeqaaaaakiaadcfadaqhaaWcbaGaamiDaiabgUcaRiaaigdaaeaacaWGUbGaeyOeI0IaaGymaaaaaOGaayjkaiaawMcaaaaa@53CA@