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Replication data for: Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply

Version
V0
Resource Type
Dataset
Creator
  • Wright, Jonathan H.
Publication Date
2014-01-01
Description
  • Abstract

    Bauer, 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.
Availability
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Relations
  • Is supplement to
    DOI: 10.1257/aer.104.1.338 (Text)
Publications
  • 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

Wright, Jonathan H. (2014): Replication data for: Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply. Version: V0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E112730