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

S-Tier
Journal: American Economic Review
Year: 2014
Volume: 104
Issue: 1
Pages: 338-41

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:aea:aecrev:v:104:y:2014:i:1:p:338-41
Journal Field
General
Author Count
1
Added to Database
2026-01-29