Michael Dominic Bauer

Names

Identifer

Contact

Affiliations

• Federal Reserve Bank of San Francisco (weight: 99%)
  • EDIRC entry
  • location:
• Universität Hamburg / Fachbereich Volkswirtschaftslehre (weight: 1%)
  • EDIRC entry
  • location:

Research profile

author of:

• Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
  American Economic Review, American Economic Association (2014)
  by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu
  (ReDIF-article, aea:aecrev:v:104:y:2014:i:1:p:323-37)
• Interest Rates under Falling Stars
  American Economic Review, American Economic Association (2020)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, aea:aecrev:v:110:y:2020:i:5:p:1316-54)
• An Alternative Explanation for the "Fed Information Effect"
  American Economic Review, American Economic Association (2023)
  by Michael D. Bauer & Eric T. Swanson
  (ReDIF-article, aea:aecrev:v:113:y:2023:i:3:p:664-700)
• Risk Appetite and the Risk-Taking Channel of Monetary Policy
  Journal of Economic Perspectives, American Economic Association (2023)
  by Michael D. Bauer & Ben S. Bernanke & Eric Milstein
  (ReDIF-article, aea:jecper:v:37:y:2023:i:1:p:77-100)
• Interest Rate Skewness and Biased Beliefs
  Journal of Finance, American Finance Association (2024)
  by Michael Bauer & Mikhail Chernov
  (ReDIF-article, bla:jfinan:v:79:y:2024:i:1:p:173-217)
• Climate Policy Curves: Linking Policy Choices to Climate Outcomes
  CESifo Working Paper Series, CESifo (2022)
  by Martin C. Hänsel & Michael D. Bauer & Moritz A. Drupp & Gernot Wagner & Glenn D. Rudebusch
  (ReDIF-paper, ces:ceswps:_10113)
• Perceptions about Monetary Policy
  CESifo Working Paper Series, CESifo (2022)
  by Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam
  (ReDIF-paper, ces:ceswps:_10182)
• Where Is the Carbon Premium? Global Performance of Green and Brown Stocks
  CESifo Working Paper Series, CESifo (2023)
  by Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms
  (ReDIF-paper, ces:ceswps:_10246)
• The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act
  CESifo Working Paper Series, CESifo (2023)
  by Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch
  (ReDIF-paper, ces:ceswps:_10739)
• Corporate Green Pledges
  CESifo Working Paper Series, CESifo (2024)
  by Michael Bauer & Daniel Huber & Eric Offner & Marlene Renkel & Ole Wilms & Michael D. Bauer
  (ReDIF-paper, ces:ceswps:_11507)
• Green Stocks and Monetary Policy Shocks: Evidence from Europe
  CESifo Working Paper Series, CESifo (2024)
  by Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch
  (ReDIF-paper, ces:ceswps:_11552)
• Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
  CESifo Working Paper Series, CESifo (2015)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-paper, ces:ceswps:_5187)
• Restrictions on Risk Prices in Dynamic Term Structure Models
  CESifo Working Paper Series, CESifo (2015)
  by Michael D. Bauer
  (ReDIF-paper, ces:ceswps:_5241)
• Robust Bond Risk Premia
  CESifo Working Paper Series, CESifo (2015)
  by Michael D. Bauer & James D. Hamilton
  (ReDIF-paper, ces:ceswps:_5541)
• Interest Rates Under Falling Stars
  CESifo Working Paper Series, CESifo (2017)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-paper, ces:ceswps:_6571)
• Market-based monetary policy uncertainty
  CESifo Working Paper Series, CESifo (2019)
  by Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller
  (ReDIF-paper, ces:ceswps:_7621)
• The Fed's Response to Economic News Explains the "Fed Information Effect"
  CESifo Working Paper Series, CESifo (2020)
  by Michael D. Bauer & Eric T. Swanson
  (ReDIF-paper, ces:ceswps:_8151)
• Interest Rate Skewness and Biased Beliefs
  CESifo Working Paper Series, CESifo (2021)
  by Michael D. Bauer & Mikhail Chernov
  (ReDIF-paper, ces:ceswps:_9150)
• A Reassessment of Monetary Policy Surprises and High-Frequency Identification
  CESifo Working Paper Series, CESifo (2022)
  by Michael D. Bauer & Eric T. Swanson
  (ReDIF-paper, ces:ceswps:_9642)
• Interest Rate Skewness and Biased Beliefs
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
  by Chernov, Mikhail & Bauer, Michael
  (ReDIF-paper, cpr:ceprdp:16274)
• A Reassessment of Monetary Policy Surprises and High-Frequency Identification
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
  by Bauer, Michael & Swanson, Eric T.
  (ReDIF-paper, cpr:ceprdp:17116)
• Perceptions about Monetary Policy
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
  by Bauer, Michael & Pflueger, Carolin & Sunderam, Adi
  (ReDIF-paper, cpr:ceprdp:17574)
• Climate Policy Curves: Linking Policy Choices to Climate Outcomes
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
  by Hänsel, Martin & Bauer, Michael & Drupp, Moritz & Wagner, Gernot & Rudebusch, Glenn
  (ReDIF-paper, cpr:ceprdp:17703)
• Perceptions about Monetary Policy
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
  by Bauer, Michael & Pflueger, Carolin & Sunderam, Adi
  (ReDIF-paper, cpr:ceprdp:17758)
• Where is the Carbon Premium? Global Performance of Green and Brown Stocks
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
  by Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole
  (ReDIF-paper, cpr:ceprdp:17824)
• International channels of the Fed's unconventional monetary policy
  Journal of International Money and Finance, Elsevier (2014)
  by Bauer, Michael D. & Neely, Christopher J.
  (ReDIF-article, eee:jimfin:v:44:y:2014:i:c:p:24-46)
• Financial market outlook for inflation
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2014)
  by Michael D. Bauer & Jens H. E. Christensen
  (ReDIF-article, fip:fedfel:00016)
• Options-based expectations of future policy rates
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2014)
  by Michael D. Bauer
  (ReDIF-article, fip:fedfel:00032)
• Optimal policy and market-based expectations
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2015)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, fip:fedfel:00052)
• Can we rely on market-based inflation forecasts?
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2015)
  by Michael D. Bauer & Erin McCarthy
  (ReDIF-article, fip:fedfel:00070)
• Do macro variables help forecast interest rates?
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2016)
  by Michael D. Bauer & James D. Hamilton
  (ReDIF-article, fip:fedfel:00098)
• Why Are Long-Term Interest Rates So Low?
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2016)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, fip:fedfel:00114)
• Bridging the Gap: Forecasting Interest Rates with Macro Trends
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2017)
  by Michael D. Bauer
  (ReDIF-article, fip:fedfel:00136)
• A New Conundrum in the Bond Market?
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2017)
  by Michael D. Bauer
  (ReDIF-article, fip:fedfel:00149)
• Economic Forecasts with the Yield Curve
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2018)
  by Michael D. Bauer & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:00158)
• Information in the Yield Curve about Future Recessions
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2018)
  by Michael D. Bauer & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:00171)
• Zero Lower Bound Risk according to Option Prices
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2019)
  by Michael D. Bauer & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:00204)
• Climate Change Costs Rise as Interest Rates Fall
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2021)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, fip:fedfel:93257)
• Current Recession Risk According to the Yield Curve
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2022)
  by Michael D. Bauer & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:94217)
• Monetary Policy and Financial Conditions
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2024)
  by Zoë Arnaut-Hull & Michael D. Bauer
  (ReDIF-article, fip:fedfel:97899)
• Current Perceptions About Monetary Policy
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2025)
  by Michael D. Bauer & Carolin Pflueger & Adi Sunderam
  (ReDIF-article, fip:fedfel:99604)
• Signals from unconventional monetary policy
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2011)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, fip:fedfel:y:2011:i:nov.21:n:2011-36)
• What moves the interest rate term structure?
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2011)
  by Michael D. Bauer
  (ReDIF-article, fip:fedfel:y:2011:i:nov.7:n:2011-34)
• Monetary policy and interest rate uncertainty
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2012)
  by Michael D. Bauer
  (ReDIF-article, fip:fedfel:y:2012:i:dec24:n:2012-38)
• Fed asset buying and private borrowing rates
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2012)
  by Michael D. Bauer
  (ReDIF-article, fip:fedfel:y:2012:i:may21:n:2012-16)
• What caused the decline in long-term yields?
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2013)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, fip:fedfel:y:2013:i:july8:n:2013-19)
• Expectations for monetary policy liftoff
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2013)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, fip:fedfel:y:2013:i:nov18:n:2013-34)
• Restrictions on Risk Prices in Dynamic Term Structure Models
  Working Paper Series, Federal Reserve Bank of San Francisco (2011)
  by Michael D. Bauer
  (ReDIF-paper, fip:fedfwp:2011-03)
• Unbiased estimate of dynamic term structure models
  Working Paper Series, Federal Reserve Bank of San Francisco (2011)
  by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu
  (ReDIF-paper, fip:fedfwp:2011-12)
• Nominal interest rates and the news
  Working Paper Series, Federal Reserve Bank of San Francisco (2011)
  by Michael D. Bauer
  (ReDIF-paper, fip:fedfwp:2011-20)
• The signaling channel for Federal Reserve bond purchases
  Working Paper Series, Federal Reserve Bank of San Francisco (2011)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-paper, fip:fedfwp:2011-21)
• International channels of the Fed’s unconventional monetary policy
  Working Paper Series, Federal Reserve Bank of San Francisco (2012)
  by Michael D. Bauer & Christopher J. Neely
  (ReDIF-paper, fip:fedfwp:2012-12)
• Monetary Policy Expectations at the Zero Lower Bound
  Working Paper Series, Federal Reserve Bank of San Francisco (2013)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-paper, fip:fedfwp:2013-18)
• Inflation Expectations and the News
  Working Paper Series, Federal Reserve Bank of San Francisco (2014)
  by Michael D. Bauer
  (ReDIF-paper, fip:fedfwp:2014-09)
• Resolving the spanning puzzle in macro-finance term structure models
  Working Paper Series, Federal Reserve Bank of San Francisco (2015)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-paper, fip:fedfwp:2015-01)
• Robust bond risk premia
  Working Paper Series, Federal Reserve Bank of San Francisco (2015)
  by Michael D. Bauer & James D. Hamilton
  (ReDIF-paper, fip:fedfwp:2015-15)
• Interest Rates Under Falling Stars
  Working Paper Series, Federal Reserve Bank of San Francisco (2019)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-paper, fip:fedfwp:2017-16)
• Market-Based Monetary Policy Uncertainty
  Working Paper Series, Federal Reserve Bank of San Francisco (2021)
  by Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller
  (ReDIF-paper, fip:fedfwp:2019-12)
• The Fed's Response to Economic News Explains the “Fed Information Effect”
  Working Paper Series, Federal Reserve Bank of San Francisco (2020)
  by Michael D. Bauer & Eric T. Swanson
  (ReDIF-paper, fip:fedfwp:87543)
• The Rising Cost of Climate Change: Evidence from the Bond Market
  Working Paper Series, Federal Reserve Bank of San Francisco (2020)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-paper, fip:fedfwp:88357)
• The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act
  Working Paper Series, Federal Reserve Bank of San Francisco (2023)
  by Michael D. Bauer & Eric Offner & Glenn D. Rudebusch
  (ReDIF-paper, fip:fedfwp:97096)
• Perceptions about Monetary Policy
  Working Paper Series, Federal Reserve Bank of San Francisco (2023)
  by Michael D. Bauer & Carolin Pflueger & Adi Sunderam
  (ReDIF-paper, fip:fedfwp:97242)
• Corporate Green Pledges
  Working Paper Series, Federal Reserve Bank of San Francisco (2024)
  by Michael D. Bauer & Daniel Huber & Eric Offner & Marlene Renkel & Ole Wilms
  (ReDIF-paper, fip:fedfwp:99236)
• Green Stocks and Monetary Policy Shocks: Evidence from Europe
  Working Paper Series, Federal Reserve Bank of San Francisco (2024)
  by Michael D. Bauer & Eric Offner & Glenn D. Rudebusch
  (ReDIF-paper, fip:fedfwp:99301)
• International channels of the Fed’s unconventional monetary policy
  Working Papers, Federal Reserve Bank of St. Louis (2012)
  by Michael D. Bauer & Christopher J. Neely
  (ReDIF-paper, fip:fedlwp:2012-028)
• The Signaling Channel for Federal Reserve Bond Purchases
  International Journal of Central Banking, International Journal of Central Banking (2014)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, ijc:ijcjou:y:2014:q:3:a:7)
• Inflation Expectations and the News
  International Journal of Central Banking, International Journal of Central Banking (2015)
  by Michael D. Bauer
  (ReDIF-article, ijc:ijcjou:y:2015:q:2:a:1)
• A Reassessment of Monetary Policy Surprises and High-Frequency Identification
  NBER Chapters, National Bureau of Economic Research, Inc (2022)
  by Michael D. Bauer & Eric T. Swanson
  (ReDIF-chapter, nbr:nberch:14657)
• Robust Bond Risk Premia
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Michael D. Bauer & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:23480)
• An Alternative Explanation for the “Fed Information Effect”
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Michael D. Bauer & Eric T. Swanson
  (ReDIF-paper, nbr:nberwo:27013)
• Interest Rate Skewness and Biased Beliefs
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Michael D. Bauer & Mikhail Chernov
  (ReDIF-paper, nbr:nberwo:28954)
• A Reassessment of Monetary Policy Surprises and High-Frequency Identification
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Michael D. Bauer & Eric T. Swanson
  (ReDIF-paper, nbr:nberwo:29939)
• Perceptions about Monetary Policy
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Michael D. Bauer & Carolin Pflueger & Adi Sunderam
  (ReDIF-paper, nbr:nberwo:30480)
• Market-Based Monetary Policy Uncertainty
  The Economic Journal, Royal Economic Society (2022)
  by Michael D Bauer & Aeimit Lakdawala & Philippe Mueller
  (ReDIF-article, oup:econjl:v:132:y:2022:i:644:p:1290-1308.)
• Perceptions About Monetary Policy
  The Quarterly Journal of Economics, President and Fellows of Harvard College (2024)
  by Michael D Bauer & Carolin E Pflueger & Adi Sunderam
  (ReDIF-article, oup:qjecon:v:139:y:2024:i:4:p:2227-2278.)
• Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
  Review of Finance, European Finance Association (2017)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, oup:revfin:v:21:y:2017:i:2:p:511-553.)
• Robust Bond Risk Premia
  The Review of Financial Studies, Society for Financial Studies (2018)
  by Michael D. Bauer & James D. Hamilton
  (ReDIF-article, oup:rfinst:v:31:y:2018:i:2:p:399-448.)
• The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off
  2013 Meeting Papers, Society for Economic Dynamics (2013)
  by Glenn Rudebusch & Michael Bauer
  (ReDIF-paper, red:sed013:691)
• Market-Based Monetary Policy Uncertainty
  2019 Meeting Papers, Society for Economic Dynamics (2019)
  by Aeimit Lakdawala & Michael Bauer & Philippe Mueller
  (ReDIF-paper, red:sed019:1403)
• Unknown item RePEc:ris:msuecw:2019_002 (paper)
• Correcting Estimation Bias in Dynamic Term Structure Models
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2012)
  by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu
  (ReDIF-article, taf:jnlbes:v:30:y:2012:i:3:p:454-467)
• Restrictions on Risk Prices in Dynamic Term Structure Models
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2018)
  by Michael D. Bauer
  (ReDIF-article, taf:jnlbes:v:36:y:2018:i:2:p:196-211)
• Where is the carbon premium? Global performance of green and brown stocks
  Other publications TiSEM, Tilburg University, School of Economics and Management (2022)
  by Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole
  (ReDIF-paper, tiu:tiutis:6b117156-316d-440a-9fa5-b005b19eeb9b)
• The Rising Cost of Climate Change: Evidence from the Bond Market
  The Review of Economics and Statistics, MIT Press (2023)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, tpr:restat:v:105:y:2023:i:5:p:1255-1270)
• A Reassessment of Monetary Policy Surprises and High-Frequency Identification
  NBER Macroeconomics Annual, University of Chicago Press (2023)
  by Michael D. Bauer & Eric T. Swanson
  (ReDIF-article, ucp:macann:doi:10.1086/723574)
• Nominal Interest Rates and the News
  Journal of Money, Credit and Banking, Blackwell Publishing (2015)
  by Michael D. Bauer
  (ReDIF-article, wly:jmoncb:v:47:y:2015:i:2-3:p:295-332)
• Monetary Policy Expectations at the Zero Lower Bound
  Journal of Money, Credit and Banking, Blackwell Publishing (2016)
  by Michael D. Bauer & Glenn D. Rudebusch
  (ReDIF-article, wly:jmoncb:v:48:y:2016:i:7:p:1439-1465)
• The Fed's response to economic news explains the "Fed information effect"
  IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2021)
  by Bauer, Michael D. & Swanson, Eric T.
  (ReDIF-paper, zbw:imfswp:155)
• Interest rate skewness and biased beliefs
  IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2021)
  by Bauer, Michael & Chernov, Mikhail
  (ReDIF-paper, zbw:imfswp:163)
• A reassessment of monetary policy surprises and high-frequency identification
  IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2022)
  by Bauer, Michael D. & Swanson, Eric T.
  (ReDIF-paper, zbw:imfswp:165)
• Perceptions about monetary policy
  IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2022)
  by Bauer, Michael D. & Pflueger, Carolin E. & Sunderam, Adi
  (ReDIF-paper, zbw:imfswp:176)
• Corporate green pledges
  IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2024)
  by Bauer, Michael & Huber, Daniel & Offner, Eric & Renkel, Marlene & Wilms, Ole
  (ReDIF-paper, zbw:imfswp:306828)
• Green stocks and monetary policy shocks: Evidence from Europe
  IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2024)
  by Bauer, Michael D. & Offner, Eric A. & Rudebusch, Glenn D.
  (ReDIF-paper, zbw:imfswp:308032)