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Details about Michael Dominic Bauer

E-mail:
Homepage:https://www.michaeldbauer.com
Workplace:Fachbereich Volkswirtschaftslehre (Department of Economics), Universität Hamburg (University of Hamburg), (more information at EDIRC)

Access statistics for papers by Michael Dominic Bauer.

Last updated 2021-11-03. Update your information in the RePEc Author Service.

Short-id: pba824


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Working Papers

2021

  1. Interest Rate Skewness and Biased Beliefs
    CESifo Working Paper Series, CESifo Downloads
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2021) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2021) Downloads
  2. 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) Downloads
    Also in CESifo Working Paper Series, CESifo (2020) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (8)
    Working Paper Series, Federal Reserve Bank of San Francisco (2020) Downloads View citations (8)

2020

  1. The Rising Cost of Climate Change: Evidence from the Bond Market
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads

2019

  1. Market-Based Monetary Policy Uncertainty
    Working Papers, Michigan State University, Department of Economics Downloads View citations (12)
    Also in CESifo Working Paper Series, CESifo (2019) Downloads View citations (8)
    Working Paper Series, Federal Reserve Bank of San Francisco (2019) Downloads View citations (9)
    2019 Meeting Papers, Society for Economic Dynamics (2019) Downloads View citations (7)

2017

  1. Interest Rates Under Falling Stars
    CESifo Working Paper Series, CESifo Downloads View citations (5)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2017) Downloads View citations (5)

    See also Journal Article in American Economic Review (2020)
  2. Robust Bond Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2015) Downloads View citations (4)
    CESifo Working Paper Series, CESifo (2015) Downloads View citations (4)

    See also Journal Article in Review of Financial Studies (2018)

2015

  1. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
    CESifo Working Paper Series, CESifo Downloads View citations (4)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2015) Downloads View citations (4)

    See also Journal Article in Review of Finance (2017)
  2. Restrictions on Risk Prices in Dynamic Term Structure Models
    CESifo Working Paper Series, CESifo Downloads View citations (4)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2011) Downloads View citations (17)

    See also Journal Article in Journal of Business & Economic Statistics (2018)

2014

  1. Inflation Expectations and the News
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (4)
    See also Journal Article in International Journal of Central Banking (2015)

2013

  1. Monetary Policy Expectations at the Zero Lower Bound
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (27)
    See also Journal Article in Journal of Money, Credit and Banking (2016)
  2. The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off
    2013 Meeting Papers, Society for Economic Dynamics Downloads

2012

  1. International channels of the Fed’s unconventional monetary policy
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (30)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2012) Downloads View citations (5)

    See also Journal Article in Journal of International Money and Finance (2014)

2011

  1. Nominal interest rates and the news
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    See also Journal Article in Journal of Money, Credit and Banking (2015)
  2. The signaling channel for Federal Reserve bond purchases
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (49)
    See also Journal Article in International Journal of Central Banking (2014)
  3. Unbiased estimate of dynamic term structure models
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (6)

Journal Articles

2021

  1. Climate Change Costs Rise as Interest Rates Fall
    FRBSF Economic Letter, 2021, 2021, (28), 05 Downloads

2020

  1. Interest Rates under Falling Stars
    American Economic Review, 2020, 110, (5), 1316-54 Downloads View citations (13)
    See also Working Paper (2017)

2019

  1. Zero Lower Bound Risk according to Option Prices
    FRBSF Economic Letter, 2019 Downloads

2018

  1. Economic Forecasts with the Yield Curve
    FRBSF Economic Letter, 2018 Downloads View citations (17)
  2. Information in the Yield Curve about Future Recessions
    FRBSF Economic Letter, 2018 Downloads View citations (10)
  3. Restrictions on Risk Prices in Dynamic Term Structure Models
    Journal of Business & Economic Statistics, 2018, 36, (2), 196-211 Downloads View citations (8)
    See also Working Paper (2015)
  4. Robust Bond Risk Premia
    Review of Financial Studies, 2018, 31, (2), 399-448 Downloads View citations (17)
    See also Working Paper (2017)

2017

  1. A New Conundrum in the Bond Market?
    FRBSF Economic Letter, 2017 Downloads View citations (3)
  2. Bridging the Gap: Forecasting Interest Rates with Macro Trends
    FRBSF Economic Letter, 2017 Downloads View citations (1)
  3. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
    Review of Finance, 2017, 21, (2), 511-553 Downloads View citations (13)
    See also Working Paper (2015)

2016

  1. Do macro variables help forecast interest rates?
    FRBSF Economic Letter, 2016 Downloads
  2. Monetary Policy Expectations at the Zero Lower Bound
    Journal of Money, Credit and Banking, 2016, 48, (7), 1439-1465 Downloads View citations (79)
    See also Working Paper (2013)
  3. Why Are Long-Term Interest Rates So Low?
    FRBSF Economic Letter, 2016 Downloads View citations (1)

2015

  1. Can we rely on market-based inflation forecasts?
    FRBSF Economic Letter, 2015 Downloads View citations (6)
  2. Inflation Expectations and the News
    International Journal of Central Banking, 2015, 11, (2), 1-40 Downloads View citations (21)
    See also Working Paper (2014)
  3. Nominal Interest Rates and the News
    Journal of Money, Credit and Banking, 2015, 47, (2-3), 295-332 Downloads View citations (10)
    See also Working Paper (2011)
  4. Optimal policy and market-based expectations
    FRBSF Economic Letter, 2015 Downloads View citations (4)

2014

  1. Financial market outlook for inflation
    FRBSF Economic Letter, 2014 Downloads View citations (3)
  2. International channels of the Fed's unconventional monetary policy
    Journal of International Money and Finance, 2014, 44, (C), 24-46 Downloads View citations (95)
    See also Working Paper (2012)
  3. Options-based expectations of future policy rates
    FRBSF Economic Letter, 2014 Downloads View citations (2)
  4. Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
    American Economic Review, 2014, 104, (1), 323-37 Downloads View citations (47)
  5. The Signaling Channel for Federal Reserve Bond Purchases
    International Journal of Central Banking, 2014, 10, (3), 233-289 Downloads View citations (196)
    See also Working Paper (2011)

2013

  1. Expectations for monetary policy liftoff
    FRBSF Economic Letter, 2013, (nov18) Downloads View citations (5)
  2. What caused the decline in long-term yields?
    FRBSF Economic Letter, 2013, (july8) Downloads View citations (3)

2012

  1. Correcting Estimation Bias in Dynamic Term Structure Models
    Journal of Business & Economic Statistics, 2012, 30, (3), 454-467 Downloads View citations (119)
  2. Fed asset buying and private borrowing rates
    FRBSF Economic Letter, 2012, (may21) Downloads View citations (8)
  3. Monetary policy and interest rate uncertainty
    FRBSF Economic Letter, 2012, (dec24) Downloads View citations (10)

2011

  1. Signals from unconventional monetary policy
    FRBSF Economic Letter, 2011, (nov.21) Downloads View citations (10)
  2. What moves the interest rate term structure?
    FRBSF Economic Letter, 2011, (nov.7) Downloads View citations (1)
 
Page updated 2021-12-07