Linker error when inlining function from cpp file

Well I'm getting a linker (unresolved external symbol) error when doing the following:

-I have a class "Object" - it is defined in "object.h".

it has a constructor like: explicit Object(double x, /* lots more */);

in file "object.cpp" I want to give that constructor a body: Object::object(double x) : _x(x) {}

This works.. However if I add the keyword "inline" in the "object.cpp" file:

inline Object::Object(double x) : _x(x) {}

suddenly a linker error pops up! "error LNK2019: unresolved external symbol"

Why? - does it mean I can't use inlining with constructors?

EDIT: actually I notice it is the case for all methods. However if I move all methods to the object.h header fil it DOES work. You can't inline function from outside the header file where the object is defined?

EDIT2: alright a big update, I decided to build a quick test case:
main.cpp:

#include "a.h"
int main ()
{
    a t;
    t.test(5);
    return 0;
}

a.h

class a {
public:
    void test (int x);
};

a.cpp

#include <iostream>
#include "a.h"
inline void a::test(int x) {
    std::cout << x << std::endl;
}

This gives the following error:

main.obj : error LNK2019: unresolved external symbol "public: void __thiscall a::test(int)" (?test@a@@QAEXH@Z) referenced in function _main

Removal of the "inline" keyword makes the program work.. As does combining "a.h" and "a.cpp" into 1 file.

I really can't think of more information to give :/