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