EconPapers    
Economics at your fingertips  
 

Details about Michael Dominic Bauer

E-mail:
Homepage:https://www.michaeldbauer.com
Postal address:Federal Reserve Bank of San Francisco 101 Market St San Francisco, CA 94105
Workplace:Federal Reserve Bank of San Francisco, (more information at EDIRC)
Fachbereich Volkswirtschaftslehre (Department of Economics), Universität Hamburg (University of Hamburg), (more information at EDIRC)

Access statistics for papers by Michael Dominic Bauer.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pba824


Jump to Journal Articles Chapters

Working Papers

2024

  1. Corporate Green Pledges
    CESifo Working Paper Series, CESifo Downloads
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2024) Downloads
    Working Paper Series, Federal Reserve Bank of San Francisco (2024) Downloads
  2. Green Stocks and Monetary Policy Shocks: Evidence from Europe
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    Also in CESifo Working Paper Series, CESifo (2024) Downloads

2023

  1. Perceptions about Monetary Policy
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2022) Downloads View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022) Downloads
    CESifo Working Paper Series, CESifo (2022) Downloads View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2022) Downloads View citations (9)

    See also Journal Article Perceptions About Monetary Policy*, The Quarterly Journal of Economics, President and Fellows of Harvard College (2024) Downloads View citations (1) (2024)
  2. The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2023) Downloads View citations (3)
  3. Where Is the Carbon Premium? Global Performance of Green and Brown Stocks
    CESifo Working Paper Series, CESifo Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2022) Downloads View citations (17)

2022

  1. A Reassessment of Monetary Policy Surprises and High-Frequency Identification
    CESifo Working Paper Series, CESifo Downloads View citations (33)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2022) Downloads View citations (34)
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2022) Downloads View citations (33)

    See also Journal Article A Reassessment of Monetary Policy Surprises and High-Frequency Identification, NBER Macroeconomics Annual, University of Chicago Press (2023) Downloads View citations (35) (2023)
    Chapter A Reassessment of Monetary Policy Surprises and High-Frequency Identification, NBER Chapters, National Bureau of Economic Research, Inc (2022) Downloads View citations (33) (2022)
  2. Climate Policy Curves: Linking Policy Choices to Climate Outcomes
    CESifo Working Paper Series, CESifo Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022) Downloads

2021

  1. Interest Rate Skewness and Biased Beliefs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads
    CESifo Working Paper Series, CESifo (2021) Downloads View citations (10)
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2021) Downloads View citations (10)

    See also Journal Article Interest Rate Skewness and Biased Beliefs, Journal of Finance, American Finance Association (2024) Downloads View citations (1) (2024)
  2. Market-Based Monetary Policy Uncertainty
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (15)
    Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) Downloads View citations (18)
    CESifo Working Paper Series, CESifo (2019) Downloads View citations (18)

    See also Journal Article Market-Based Monetary Policy Uncertainty, The Economic Journal, Royal Economic Society (2022) Downloads View citations (20) (2022)
  3. 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 Working Paper Series, Federal Reserve Bank of San Francisco (2020) Downloads View citations (24)
    CESifo Working Paper Series, CESifo (2020) Downloads View citations (29)

2020

  1. An Alternative Explanation for the “Fed Information Effect”
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    See also Journal Article An Alternative Explanation for the "Fed Information Effect", American Economic Review, American Economic Association (2023) Downloads View citations (19) (2023)
  2. The Rising Cost of Climate Change: Evidence from the Bond Market
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (1)
    See also Journal Article The Rising Cost of Climate Change: Evidence from the Bond Market, The Review of Economics and Statistics, MIT Press (2023) Downloads View citations (5) (2023)

2019

  1. Interest Rates Under Falling Stars
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (7)
    Also in CESifo Working Paper Series, CESifo (2017) Downloads View citations (23)

    See also Journal Article Interest Rates under Falling Stars, American Economic Review, American Economic Association (2020) Downloads View citations (55) (2020)

2017

  1. Robust Bond Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2015) Downloads View citations (5)
    CESifo Working Paper Series, CESifo (2015) Downloads View citations (12)

    See also Journal Article Robust Bond Risk Premia, The Review of Financial Studies, Society for Financial Studies (2018) Downloads View citations (52) (2018)

2015

  1. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
    CESifo Working Paper Series, CESifo Downloads View citations (7)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2015) Downloads View citations (4)

    See also Journal Article Resolving the Spanning Puzzle in Macro-Finance Term Structure Models, Review of Finance, European Finance Association (2017) Downloads View citations (29) (2017)
  2. Restrictions on Risk Prices in Dynamic Term Structure Models
    CESifo Working Paper Series, CESifo Downloads View citations (6)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2011) Downloads View citations (17)

    See also Journal Article Restrictions on Risk Prices in Dynamic Term Structure Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2018) Downloads View citations (21) (2018)

2014

  1. Inflation Expectations and the News
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (5)
    See also Journal Article Inflation Expectations and the News, International Journal of Central Banking, International Journal of Central Banking (2015) Downloads View citations (37) (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 Monetary Policy Expectations at the Zero Lower Bound, Journal of Money, Credit and Banking, Blackwell Publishing (2016) Downloads View citations (120) (2016)
  2. The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

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 International channels of the Fed's unconventional monetary policy, Journal of International Money and Finance, Elsevier (2014) Downloads View citations (110) (2014)

2011

  1. Nominal interest rates and the news
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    See also Journal Article Nominal Interest Rates and the News, Journal of Money, Credit and Banking, Blackwell Publishing (2015) Downloads View citations (15) (2015)
  2. The signaling channel for Federal Reserve bond purchases
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (67)
    See also Journal Article The Signaling Channel for Federal Reserve Bond Purchases, International Journal of Central Banking, International Journal of Central Banking (2014) Downloads View citations (311) (2014)
  3. Unbiased estimate of dynamic term structure models
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (6)

Journal Articles

2024

  1. Interest Rate Skewness and Biased Beliefs
    Journal of Finance, 2024, 79, (1), 173-217 Downloads View citations (1)
    See also Working Paper Interest Rate Skewness and Biased Beliefs, NBER Working Papers (2021) Downloads View citations (10) (2021)
  2. Monetary Policy and Financial Conditions
    FRBSF Economic Letter, 2024, 2024, (07), 6 Downloads
  3. Perceptions About Monetary Policy*
    The Quarterly Journal of Economics, 2024, 139, (4), 2227-2278 Downloads View citations (1)
    See also Working Paper Perceptions about Monetary Policy, Working Paper Series (2023) Downloads (2023)

2023

  1. A Reassessment of Monetary Policy Surprises and High-Frequency Identification
    NBER Macroeconomics Annual, 2023, 37, (1), 87 - 155 Downloads View citations (35)
    See also Working Paper A Reassessment of Monetary Policy Surprises and High-Frequency Identification, CESifo Working Paper Series (2022) Downloads View citations (33) (2022)
    Chapter A Reassessment of Monetary Policy Surprises and High-Frequency Identification, NBER Chapters, 2022, 87-155 (2022) Downloads View citations (33) (2022)
  2. An Alternative Explanation for the "Fed Information Effect"
    American Economic Review, 2023, 113, (3), 664-700 Downloads View citations (19)
    See also Working Paper An Alternative Explanation for the “Fed Information Effect”, NBER Working Papers (2020) Downloads View citations (16) (2020)
  3. Risk Appetite and the Risk-Taking Channel of Monetary Policy
    Journal of Economic Perspectives, 2023, 37, (1), 77-100 Downloads View citations (18)
  4. The Rising Cost of Climate Change: Evidence from the Bond Market
    The Review of Economics and Statistics, 2023, 105, (5), 1255-1270 Downloads View citations (5)
    See also Working Paper The Rising Cost of Climate Change: Evidence from the Bond Market, Working Paper Series (2020) Downloads View citations (1) (2020)

2022

  1. Current Recession Risk According to the Yield Curve
    FRBSF Economic Letter, 2022, 2022, (11), 05 Downloads View citations (2)
  2. Market-Based Monetary Policy Uncertainty
    The Economic Journal, 2022, 132, (644), 1290-1308 Downloads View citations (20)
    See also Working Paper Market-Based Monetary Policy Uncertainty, Working Paper Series (2021) Downloads View citations (15) (2021)

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 (55)
    See also Working Paper Interest Rates Under Falling Stars, Working Paper Series (2019) Downloads View citations (7) (2019)

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 (37)
  2. Information in the Yield Curve about Future Recessions
    FRBSF Economic Letter, 2018 Downloads View citations (23)
  3. Restrictions on Risk Prices in Dynamic Term Structure Models
    Journal of Business & Economic Statistics, 2018, 36, (2), 196-211 Downloads View citations (21)
    See also Working Paper Restrictions on Risk Prices in Dynamic Term Structure Models, CESifo Working Paper Series (2015) Downloads View citations (6) (2015)
  4. Robust Bond Risk Premia
    The Review of Financial Studies, 2018, 31, (2), 399-448 Downloads View citations (52)
    See also Working Paper Robust Bond Risk Premia, NBER Working Papers (2017) Downloads View citations (21) (2017)

2017

  1. A New Conundrum in the Bond Market?
    FRBSF Economic Letter, 2017 Downloads View citations (4)
  2. Bridging the Gap: Forecasting Interest Rates with Macro Trends
    FRBSF Economic Letter, 2017 Downloads View citations (2)
  3. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
    Review of Finance, 2017, 21, (2), 511-553 Downloads View citations (29)
    See also Working Paper Resolving the Spanning Puzzle in Macro-Finance Term Structure Models, CESifo Working Paper Series (2015) Downloads View citations (7) (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 (120)
    See also Working Paper Monetary Policy Expectations at the Zero Lower Bound, Working Paper Series (2013) Downloads View citations (27) (2013)
  3. Why Are Long-Term Interest Rates So Low?
    FRBSF Economic Letter, 2016 Downloads View citations (4)

2015

  1. Can we rely on market-based inflation forecasts?
    FRBSF Economic Letter, 2015 Downloads View citations (9)
  2. Inflation Expectations and the News
    International Journal of Central Banking, 2015, 11, (2), 1-40 Downloads View citations (37)
    See also Working Paper Inflation Expectations and the News, Working Paper Series (2014) Downloads View citations (5) (2014)
  3. Nominal Interest Rates and the News
    Journal of Money, Credit and Banking, 2015, 47, (2-3), 295-332 Downloads View citations (15)
    See also Working Paper Nominal interest rates and the news, Working Paper Series (2011) Downloads (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 (5)
  2. International channels of the Fed's unconventional monetary policy
    Journal of International Money and Finance, 2014, 44, (C), 24-46 Downloads View citations (110)
    See also Working Paper International channels of the Fed’s unconventional monetary policy, Working Papers (2012) Downloads View citations (30) (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 (74)
  5. The Signaling Channel for Federal Reserve Bond Purchases
    International Journal of Central Banking, 2014, 10, (3), 233-289 Downloads View citations (311)
    See also Working Paper The signaling channel for Federal Reserve bond purchases, Working Paper Series (2011) Downloads View citations (67) (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 (165)
  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 (17)

2011

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

Chapters

2022

  1. A Reassessment of Monetary Policy Surprises and High-Frequency Identification
    A chapter in NBER Macroeconomics Annual 2022, volume 37, 2022, pp 87-155 Downloads View citations (33)
    See also Working Paper A Reassessment of Monetary Policy Surprises and High-Frequency Identification, CESifo (2022) Downloads View citations (33) (2022)
    Journal Article A Reassessment of Monetary Policy Surprises and High-Frequency Identification, University of Chicago Press (2023) Downloads View citations (35) (2023)
 
Page updated 2025-02-14