Details about Michael Dominic Bauer
Access statistics for papers by Michael Dominic Bauer.
Last updated 2022-08-28. Update your information in the RePEc Author Service.
Short-id: pba824
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Working Papers
2022
- A Reassessment of Monetary Policy Surprises and High-Frequency Identification
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2022) View citations (9) CESifo Working Paper Series, CESifo (2022) View citations (9) NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (9)
See also Chapter (2022)
- Perceptions about Monetary Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2021
- Interest Rate Skewness and Biased Beliefs
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in CESifo Working Paper Series, CESifo (2021) View citations (8) NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (8) IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2021) View citations (7)
- Market-Based Monetary Policy Uncertainty
Working Paper Series, Federal Reserve Bank of San Francisco View citations (15)
Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (17) CESifo Working Paper Series, CESifo (2019) View citations (17) Working Papers, Michigan State University, Department of Economics (2019) View citations (19)
- 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) 
Also in CESifo Working Paper Series, CESifo (2020) View citations (24) Working Paper Series, Federal Reserve Bank of San Francisco (2020) View citations (19)
2020
- An Alternative Explanation for the “Fed Information Effect”
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
- The Rising Cost of Climate Change: Evidence from the Bond Market
Working Paper Series, Federal Reserve Bank of San Francisco View citations (1)
2019
- Interest Rates Under Falling Stars
Working Paper Series, Federal Reserve Bank of San Francisco View citations (6)
Also in CESifo Working Paper Series, CESifo (2017) View citations (20)
See also Journal Article in American Economic Review (2020)
2017
- Robust Bond Risk Premia
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
Also in CESifo Working Paper Series, CESifo (2015) View citations (12) Working Paper Series, Federal Reserve Bank of San Francisco (2015) View citations (5)
See also Journal Article in Review of Financial Studies (2018)
2015
- Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
CESifo Working Paper Series, CESifo View citations (7)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2015) View citations (4)
See also Journal Article in Review of Finance (2017)
- Restrictions on Risk Prices in Dynamic Term Structure Models
CESifo Working Paper Series, CESifo View citations (6)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2011) View citations (17)
See also Journal Article in Journal of Business & Economic Statistics (2018)
2014
- Inflation Expectations and the News
Working Paper Series, Federal Reserve Bank of San Francisco View citations (5)
See also Journal Article in International Journal of Central Banking (2015)
2013
- Monetary Policy Expectations at the Zero Lower Bound
Working Paper Series, Federal Reserve Bank of San Francisco View citations (27)
See also Journal Article in Journal of Money, Credit and Banking (2016)
- The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off
2013 Meeting Papers, Society for Economic Dynamics View citations (1)
2012
- International channels of the Fed’s unconventional monetary policy
Working Papers, Federal Reserve Bank of St. Louis View citations (30)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2012) View citations (5)
See also Journal Article in Journal of International Money and Finance (2014)
2011
- Nominal interest rates and the news
Working Paper Series, Federal Reserve Bank of San Francisco 
See also Journal Article in Journal of Money, Credit and Banking (2015)
- The signaling channel for Federal Reserve bond purchases
Working Paper Series, Federal Reserve Bank of San Francisco View citations (49)
See also Journal Article in International Journal of Central Banking (2014)
- Unbiased estimate of dynamic term structure models
Working Paper Series, Federal Reserve Bank of San Francisco View citations (6)
Journal Articles
2022
- Current Recession Risk According to the Yield Curve
FRBSF Economic Letter, 2022, 2022, (11), 05 View citations (2)
2021
- Climate Change Costs Rise as Interest Rates Fall
FRBSF Economic Letter, 2021, 2021, (28), 05
2020
- Interest Rates under Falling Stars
American Economic Review, 2020, 110, (5), 1316-54 View citations (34)
See also Working Paper (2019)
2019
- Zero Lower Bound Risk according to Option Prices
FRBSF Economic Letter, 2019
2018
- Economic Forecasts with the Yield Curve
FRBSF Economic Letter, 2018 View citations (28)
- Information in the Yield Curve about Future Recessions
FRBSF Economic Letter, 2018 View citations (16)
- Restrictions on Risk Prices in Dynamic Term Structure Models
Journal of Business & Economic Statistics, 2018, 36, (2), 196-211 View citations (20)
See also Working Paper (2015)
- Robust Bond Risk Premia
Review of Financial Studies, 2018, 31, (2), 399-448 View citations (39)
See also Working Paper (2017)
2017
- A New Conundrum in the Bond Market?
FRBSF Economic Letter, 2017 View citations (4)
- Bridging the Gap: Forecasting Interest Rates with Macro Trends
FRBSF Economic Letter, 2017 View citations (1)
- Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
Review of Finance, 2017, 21, (2), 511-553 View citations (21)
See also Working Paper (2015)
2016
- Do macro variables help forecast interest rates?
FRBSF Economic Letter, 2016
- Monetary Policy Expectations at the Zero Lower Bound
Journal of Money, Credit and Banking, 2016, 48, (7), 1439-1465 View citations (102)
See also Working Paper (2013)
- Why Are Long-Term Interest Rates So Low?
FRBSF Economic Letter, 2016 View citations (4)
2015
- Can we rely on market-based inflation forecasts?
FRBSF Economic Letter, 2015 View citations (8)
- Inflation Expectations and the News
International Journal of Central Banking, 2015, 11, (2), 1-40 View citations (33)
See also Working Paper (2014)
- Nominal Interest Rates and the News
Journal of Money, Credit and Banking, 2015, 47, (2-3), 295-332 View citations (13)
See also Working Paper (2011)
- Optimal policy and market-based expectations
FRBSF Economic Letter, 2015 View citations (4)
2014
- Financial market outlook for inflation
FRBSF Economic Letter, 2014 View citations (4)
- International channels of the Fed's unconventional monetary policy
Journal of International Money and Finance, 2014, 44, (C), 24-46 View citations (100)
See also Working Paper (2012)
- Options-based expectations of future policy rates
FRBSF Economic Letter, 2014 View citations (2)
- Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
American Economic Review, 2014, 104, (1), 323-37 View citations (67)
- The Signaling Channel for Federal Reserve Bond Purchases
International Journal of Central Banking, 2014, 10, (3), 233-289 View citations (284)
See also Working Paper (2011)
2013
- Expectations for monetary policy liftoff
FRBSF Economic Letter, 2013, (nov18) View citations (5)
- What caused the decline in long-term yields?
FRBSF Economic Letter, 2013, (july8) View citations (3)
2012
- Correcting Estimation Bias in Dynamic Term Structure Models
Journal of Business & Economic Statistics, 2012, 30, (3), 454-467 View citations (152)
- Fed asset buying and private borrowing rates
FRBSF Economic Letter, 2012, (may21) View citations (8)
- Monetary policy and interest rate uncertainty
FRBSF Economic Letter, 2012, (dec24) View citations (16)
2011
- Signals from unconventional monetary policy
FRBSF Economic Letter, 2011, (nov.21) View citations (11)
- What moves the interest rate term structure?
FRBSF Economic Letter, 2011, (nov.7) View citations (1)
Chapters
2022
- A Reassessment of Monetary Policy Surprises and High-Frequency Identification
A chapter in NBER Macroeconomics Annual 2022, volume 37, 2022, pp 87-155 View citations (9)
See also Working Paper (2022)
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