Michael Dominic Bauer
Names
| first: |
Michael |
| middle: |
Dominic |
| last: |
Bauer |
Identifer
Contact
Affiliations
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Federal Reserve Bank of San Francisco (weight: 99%)
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Universität Hamburg
/ Fachbereich Volkswirtschaftslehre (weight: 1%)
Research profile
author of:
- Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment (RePEc:aea:aecrev:v:104:y:2014:i:1:p:323-37)
by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu - Interest Rates under Falling Stars (RePEc:aea:aecrev:v:110:y:2020:i:5:p:1316-54)
by Michael D. Bauer & Glenn D. Rudebusch - An Alternative Explanation for the "Fed Information Effect" (RePEc:aea:aecrev:v:113:y:2023:i:3:p:664-700)
by Michael D. Bauer & Eric T. Swanson - Risk Appetite and the Risk-Taking Channel of Monetary Policy (RePEc:aea:jecper:v:37:y:2023:i:1:p:77-100)
by Michael D. Bauer & Ben S. Bernanke & Eric Milstein - Interest Rate Skewness and Biased Beliefs (RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217)
by Michael Bauer & Mikhail Chernov - Climate Policy Curves: Linking Policy Choices to Climate Outcomes (RePEc:ces:ceswps:_10113)
by Martin C. Hänsel & Michael D. Bauer & Moritz A. Drupp & Gernot Wagner & Glenn D. Rudebusch - Perceptions about Monetary Policy (RePEc:ces:ceswps:_10182)
by Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam - Where Is the Carbon Premium? Global Performance of Green and Brown Stocks (RePEc:ces:ceswps:_10246)
by Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms - The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act (RePEc:ces:ceswps:_10739)
by Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch - Resolving the Spanning Puzzle in Macro-Finance Term Structure Models (RePEc:ces:ceswps:_5187)
by Michael D. Bauer & Glenn D. Rudebusch - Restrictions on Risk Prices in Dynamic Term Structure Models (RePEc:ces:ceswps:_5241)
by Michael D. Bauer - Robust Bond Risk Premia (RePEc:ces:ceswps:_5541)
by Michael D. Bauer & James D. Hamilton - Interest Rates Under Falling Stars (RePEc:ces:ceswps:_6571)
by Michael D. Bauer & Glenn D. Rudebusch - Market-based monetary policy uncertainty (RePEc:ces:ceswps:_7621)
by Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller - The Fed's Response to Economic News Explains the "Fed Information Effect" (RePEc:ces:ceswps:_8151)
by Michael D. Bauer & Eric T. Swanson - Interest Rate Skewness and Biased Beliefs (RePEc:ces:ceswps:_9150)
by Michael D. Bauer & Mikhail Chernov - A Reassessment of Monetary Policy Surprises and High-Frequency Identification (RePEc:ces:ceswps:_9642)
by Michael D. Bauer & Eric T. Swanson - Interest Rate Skewness and Biased Beliefs (RePEc:cpr:ceprdp:16274)
by Chernov, Mikhail & Bauer, Michael - A Reassessment of Monetary Policy Surprises and High-Frequency Identification (RePEc:cpr:ceprdp:17116)
by Bauer, Michael & Swanson, Eric T. - Perceptions about Monetary Policy (RePEc:cpr:ceprdp:17574)
by Bauer, Michael & Pflueger, Carolin & Sunderam, Adi - Climate Policy Curves: Linking Policy Choices to Climate Outcomes (RePEc:cpr:ceprdp:17703)
by Bauer, Michael & Hänsel, Martin & Drupp, Moritz & Wagner, Gernot & Rudebusch, Glenn - Perceptions about Monetary Policy (RePEc:cpr:ceprdp:17758)
by Bauer, Michael & Pflueger, Carolin & Sunderam, Adi - Where is the Carbon Premium? Global Performance of Green and Brown Stocks (RePEc:cpr:ceprdp:17824)
by Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole - International channels of the Fed's unconventional monetary policy (RePEc:eee:jimfin:v:44:y:2014:i:c:p:24-46)
by Bauer, Michael D. & Neely, Christopher J. - Financial market outlook for inflation (RePEc:fip:fedfel:00016)
by Michael D. Bauer & Jens H. E. Christensen - Options-based expectations of future policy rates (RePEc:fip:fedfel:00032)
by Michael D. Bauer - Optimal policy and market-based expectations (RePEc:fip:fedfel:00052)
by Michael D. Bauer & Glenn D. Rudebusch - Can we rely on market-based inflation forecasts? (RePEc:fip:fedfel:00070)
by Michael D. Bauer & Erin McCarthy - Do macro variables help forecast interest rates? (RePEc:fip:fedfel:00098)
by Michael D. Bauer & James D. Hamilton - Why Are Long-Term Interest Rates So Low? (RePEc:fip:fedfel:00114)
by Michael D. Bauer & Glenn D. Rudebusch - Bridging the Gap: Forecasting Interest Rates with Macro Trends (RePEc:fip:fedfel:00136)
by Michael D. Bauer - A New Conundrum in the Bond Market? (RePEc:fip:fedfel:00149)
by Michael D. Bauer - Economic Forecasts with the Yield Curve (RePEc:fip:fedfel:00158)
by Michael D. Bauer & Thomas M. Mertens - Information in the Yield Curve about Future Recessions (RePEc:fip:fedfel:00171)
by Michael D. Bauer & Thomas M. Mertens - Zero Lower Bound Risk according to Option Prices (RePEc:fip:fedfel:00204)
by Michael D. Bauer & Thomas M. Mertens - Climate Change Costs Rise as Interest Rates Fall (RePEc:fip:fedfel:93257)
by Michael D. Bauer & Glenn D. Rudebusch - Current Recession Risk According to the Yield Curve (RePEc:fip:fedfel:94217)
by Michael D. Bauer & Thomas M. Mertens - Monetary Policy and Financial Conditions (RePEc:fip:fedfel:97899)
by Zoë Arnaut-Hull & Michael D. Bauer - Signals from unconventional monetary policy (RePEc:fip:fedfel:y:2011:i:nov.21:n:2011-36)
by Michael D. Bauer & Glenn D. Rudebusch - What moves the interest rate term structure? (RePEc:fip:fedfel:y:2011:i:nov.7:n:2011-34)
by Michael D. Bauer - Monetary policy and interest rate uncertainty (RePEc:fip:fedfel:y:2012:i:dec24:n:2012-38)
by Michael D. Bauer - Fed asset buying and private borrowing rates (RePEc:fip:fedfel:y:2012:i:may21:n:2012-16)
by Michael D. Bauer - What caused the decline in long-term yields? (RePEc:fip:fedfel:y:2013:i:july8:n:2013-19)
by Michael D. Bauer & Glenn D. Rudebusch - Expectations for monetary policy liftoff (RePEc:fip:fedfel:y:2013:i:nov18:n:2013-34)
by Michael D. Bauer & Glenn D. Rudebusch - Restrictions on Risk Prices in Dynamic Term Structure Models (RePEc:fip:fedfwp:2011-03)
by Michael D. Bauer - Unbiased estimate of dynamic term structure models (RePEc:fip:fedfwp:2011-12)
by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu - Nominal interest rates and the news (RePEc:fip:fedfwp:2011-20)
by Michael D. Bauer - The signaling channel for Federal Reserve bond purchases (RePEc:fip:fedfwp:2011-21)
by Michael D. Bauer & Glenn D. Rudebusch - International channels of the Fed’s unconventional monetary policy (RePEc:fip:fedfwp:2012-12)
by Michael D. Bauer & Christopher J. Neely - Monetary Policy Expectations at the Zero Lower Bound (RePEc:fip:fedfwp:2013-18)
by Michael D. Bauer & Glenn D. Rudebusch - Inflation Expectations and the News (RePEc:fip:fedfwp:2014-09)
by Michael D. Bauer - Resolving the spanning puzzle in macro-finance term structure models (RePEc:fip:fedfwp:2015-01)
by Michael D. Bauer & Glenn D. Rudebusch - Robust bond risk premia (RePEc:fip:fedfwp:2015-15)
by Michael D. Bauer & James D. Hamilton - Interest Rates Under Falling Stars (RePEc:fip:fedfwp:2017-16)
by Michael D. Bauer & Glenn D. Rudebusch - Market-Based Monetary Policy Uncertainty (RePEc:fip:fedfwp:2019-12)
by Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller - The Fed's Response to Economic News Explains the “Fed Information Effect” (RePEc:fip:fedfwp:87543)
by Michael D. Bauer & Eric T. Swanson - The Rising Cost of Climate Change: Evidence from the Bond Market (RePEc:fip:fedfwp:88357)
by Michael D. Bauer & Glenn D. Rudebusch - The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act (RePEc:fip:fedfwp:97096)
by Michael D. Bauer & Eric Offner & Glenn D. Rudebusch - Perceptions about Monetary Policy (RePEc:fip:fedfwp:97242)
by Michael D. Bauer & Carolin Pflueger & Adi Sunderam - International channels of the Fed’s unconventional monetary policy (RePEc:fip:fedlwp:2012-028)
by Michael D. Bauer & Christopher J. Neely - The Signaling Channel for Federal Reserve Bond Purchases (RePEc:ijc:ijcjou:y:2014:q:3:a:7)
by Michael D. Bauer & Glenn D. Rudebusch - Inflation Expectations and the News (RePEc:ijc:ijcjou:y:2015:q:2:a:1)
by Michael D. Bauer - A Reassessment of Monetary Policy Surprises and High-Frequency Identification (RePEc:nbr:nberch:14657)
by Michael D. Bauer & Eric T. Swanson - Robust Bond Risk Premia (RePEc:nbr:nberwo:23480)
by Michael D. Bauer & James D. Hamilton - An Alternative Explanation for the “Fed Information Effect” (RePEc:nbr:nberwo:27013)
by Michael D. Bauer & Eric T. Swanson - Interest Rate Skewness and Biased Beliefs (RePEc:nbr:nberwo:28954)
by Michael D. Bauer & Mikhail Chernov - A Reassessment of Monetary Policy Surprises and High-Frequency Identification (RePEc:nbr:nberwo:29939)
by Michael D. Bauer & Eric T. Swanson - Perceptions about Monetary Policy (RePEc:nbr:nberwo:30480)
by Michael D. Bauer & Carolin Pflueger & Adi Sunderam - Market-Based Monetary Policy Uncertainty (RePEc:oup:econjl:v:132:y:2022:i:644:p:1290-1308.)
by Michael D Bauer & Aeimit Lakdawala & Philippe Mueller - Resolving the Spanning Puzzle in Macro-Finance Term Structure Models (RePEc:oup:revfin:v:21:y:2017:i:2:p:511-553.)
by Michael D. Bauer & Glenn D. Rudebusch - Robust Bond Risk Premia (RePEc:oup:rfinst:v:31:y:2018:i:2:p:399-448.)
by Michael D. Bauer & James D. Hamilton - The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off (RePEc:red:sed013:691)
by Glenn Rudebusch & Michael Bauer - Market-Based Monetary Policy Uncertainty (RePEc:red:sed019:1403)
by Aeimit Lakdawala & Michael Bauer & Philippe Mueller - Market-Based Monetary Policy Uncertainty (RePEc:ris:msuecw:2019_002)
by Lakdawala, Aeimit & Bauer, Michael & Mueller, Philippe - Correcting Estimation Bias in Dynamic Term Structure Models (RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467)
by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu - Restrictions on Risk Prices in Dynamic Term Structure Models (RePEc:taf:jnlbes:v:36:y:2018:i:2:p:196-211)
by Michael D. Bauer - Where is the carbon premium? Global performance of green and brown stocks (RePEc:tiu:tiutis:6b117156-316d-440a-9fa5-b005b19eeb9b)
by Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole - The Rising Cost of Climate Change: Evidence from the Bond Market (RePEc:tpr:restat:v:105:y:2023:i:5:p:1255-1270)
by Michael D. Bauer & Glenn D. Rudebusch - A Reassessment of Monetary Policy Surprises and High-Frequency Identification (RePEc:ucp:macann:doi:10.1086/723574)
by Michael D. Bauer & Eric T. Swanson - Nominal Interest Rates and the News (RePEc:wly:jmoncb:v:47:y:2015:i:2-3:p:295-332)
by Michael D. Bauer - Monetary Policy Expectations at the Zero Lower Bound (RePEc:wly:jmoncb:v:48:y:2016:i:7:p:1439-1465)
by Michael D. Bauer & Glenn D. Rudebusch - The Fed's response to economic news explains the "Fed information effect" (RePEc:zbw:imfswp:155)
by Bauer, Michael D. & Swanson, Eric T. - Interest rate skewness and biased beliefs (RePEc:zbw:imfswp:163)
by Bauer, Michael & Chernov, Mikhail - A reassessment of monetary policy surprises and high-frequency identification (RePEc:zbw:imfswp:165)
by Bauer, Michael D. & Swanson, Eric T. - Perceptions about monetary policy (RePEc:zbw:imfswp:176)
by Bauer, Michael D. & Pflueger, Carolin E. & Sunderam, Adi