| to the source. Modeling Model Uncertainty (2003) | |||||||||||||||
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| in the seminar, especially our discussants Glenn Rudebusch and Ulf Söderström for detailed and insightful discussions and Chris Sims for useful comments. We are extremely grateful to Jim Stock for inviting us to participate and for providing helpful comments. We also thank Glenn Rudebusch and Athanasios Orphanides for providing us with data. Finally, we thank the editor, Roberto Perotti, and three anonymous referees for comments and suggestions that greatly improved the substance and presentation of the paper. Alexei Onatski thanks Columbia University for providing a financial support in the form of a Council Grant for summer research. The views expressed herein are those of the authors and not necessarily those of the National Bureau | |||||||||||||||
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