Replication data for: Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply
- Wright, Jonathan H.
AbstractBauer, Rudebusch, and Wu (2014) advocate the use of bias-corrected estimates in their comment on Wright (2011). Econometric estimation of a macro-finance VAR provides quite imprecise estimates of future short-term interest rates. Nonetheless, comparison with survey responses indicates that the proposed bias-corrected point estimates are less plausible than their maximum-likelihood counterparts.
Is supplement to
DOI: 10.1257/aer.104.1.338 (Text)
Wright, Jonathan H. “Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply.” American Economic Review 104, no. 1 (January 2014): 338–41. https://doi.org/10.1257/aer.104.1.338.
- ID: 10.1257/aer.104.1.338 (DOI)
Update Metadata: 2020-05-18 | Issue Number: 2 | Registration Date: 2019-10-12