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Michael Dominic Bauer

Personal Details

First Name:Michael
Middle Name:Dominic
Last Name:Bauer
Suffix:
RePEc Short-ID:pba824
[This author has chosen not to make the email address public]
https://www.michaeldbauer.com
Federal Reserve Bank of San Francisco 101 Market St San Francisco, CA 94105
Twitter: @michaelbauer_hh
Bluesky: @michaeldbauer.bsky.social
Terminal Degree:2010 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

(99%) Federal Reserve Bank of San Francisco

San Francisco, California (United States)
http://www.frbsf.org/
RePEc:edi:frbsfus (more details at EDIRC)

(1%) Fachbereich Volkswirtschaftslehre
Universität Hamburg

Hamburg, Germany
https://www.wiso.uni-hamburg.de/fachbereich-vwl.html
RePEc:edi:fwhamde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023. "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series 10246, CESifo.
  2. Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch, 2023. "The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act," CESifo Working Paper Series 10739, CESifo.
  3. Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," CESifo Working Paper Series 10182, CESifo.
  4. Martin C. Hänsel & Michael D. Bauer & Moritz A. Drupp & Gernot Wagner & Glenn D. Rudebusch, 2022. "Climate Policy Curves: Linking Policy Choices to Climate Outcomes," CESifo Working Paper Series 10113, CESifo.
  5. Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022. "Where is the carbon premium? Global performance of green and brown stocks," Other publications TiSEM 6b117156-316d-440a-9fa5-b, Tilburg University, School of Economics and Management.
  6. Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
  7. Michael D. Bauer & Mikhail Chernov, 2021. "Interest Rate Skewness and Biased Beliefs," CESifo Working Paper Series 9150, CESifo.
  8. Michael D. Bauer & Glenn D. Rudebusch, 2020. "The Rising Cost of Climate Change: Evidence from the Bond Market," Working Paper Series 2020-25, Federal Reserve Bank of San Francisco.
  9. Michael D. Bauer & Eric T. Swanson, 2020. "An Alternative Explanation for the “Fed Information Effect”," NBER Working Papers 27013, National Bureau of Economic Research, Inc.
  10. Michael D. Bauer & Eric T. Swanson, 2020. "The Fed's Response to Economic News Explains the "Fed Information Effect"," CESifo Working Paper Series 8151, CESifo.
  11. Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
  12. Michael D. Bauer & Glenn D. Rudebusch, 2017. "Interest Rates Under Falling Stars," CESifo Working Paper Series 6571, CESifo.
  13. Michael D. Bauer & Glenn D. Rudebusch, 2015. "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," CESifo Working Paper Series 5187, CESifo.
  14. Michael D. Bauer, 2015. "Restrictions on Risk Prices in Dynamic Term Structure Models," CESifo Working Paper Series 5241, CESifo.
  15. Michael D. Bauer & James D. Hamilton, 2015. "Robust Bond Risk Premia," CESifo Working Paper Series 5541, CESifo.
  16. Michael D. Bauer, 2014. "Inflation Expectations and the News," Working Paper Series 2014-9, Federal Reserve Bank of San Francisco.
  17. Glenn Rudebusch & Michael Bauer, 2013. "The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off," 2013 Meeting Papers 691, Society for Economic Dynamics.
  18. Michael D. Bauer & Glenn D. Rudebusch, 2013. "Monetary Policy Expectations at the Zero Lower Bound," Working Paper Series 2013-18, Federal Reserve Bank of San Francisco.
  19. Michael D. Bauer & Christopher J. Neely, 2012. "International channels of the Fed’s unconventional monetary policy," Working Paper Series 2012-12, Federal Reserve Bank of San Francisco.
  20. Michael D. Bauer, 2011. "Nominal interest rates and the news," Working Paper Series 2011-20, Federal Reserve Bank of San Francisco.
  21. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2011. "Unbiased estimate of dynamic term structure models," Working Paper Series 2011-12, Federal Reserve Bank of San Francisco.
  22. Michael D. Bauer & Glenn D. Rudebusch, 2011. "The signaling channel for Federal Reserve bond purchases," Working Paper Series 2011-21, Federal Reserve Bank of San Francisco.

Articles

  1. Zoë Arnaut-Hull & Michael D. Bauer, 2024. "Monetary Policy and Financial Conditions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2024(07), pages 1-6, February.
  2. Michael D Bauer & Carolin E Pflueger & Adi Sunderam, 2024. "Perceptions About Monetary Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(4), pages 2227-2278.
  3. Michael Bauer & Mikhail Chernov, 2024. "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, vol. 79(1), pages 173-217, February.
  4. Michael D. Bauer & Ben S. Bernanke & Eric Milstein, 2023. "Risk Appetite and the Risk-Taking Channel of Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 77-100, Winter.
  5. Michael D. Bauer & Eric T. Swanson, 2023. "An Alternative Explanation for the "Fed Information Effect"," American Economic Review, American Economic Association, vol. 113(3), pages 664-700, March.
  6. Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
  7. Michael D. Bauer & Glenn D. Rudebusch, 2023. "The Rising Cost of Climate Change: Evidence from the Bond Market," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1255-1270, September.
  8. Michael D. Bauer & Thomas M. Mertens, 2022. "Current Recession Risk According to the Yield Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(11), pages 1-05, May.
  9. Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022. "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
  10. Michael D. Bauer & Glenn D. Rudebusch, 2021. "Climate Change Costs Rise as Interest Rates Fall," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(28), pages 1-05, October.
  11. Michael D. Bauer & Glenn D. Rudebusch, 2020. "Interest Rates under Falling Stars," American Economic Review, American Economic Association, vol. 110(5), pages 1316-1354, May.
  12. Michael D. Bauer & Thomas M. Mertens, 2019. "Zero Lower Bound Risk according to Option Prices," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  13. Michael D. Bauer & James D. Hamilton, 2018. "Robust Bond Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 399-448.
  14. Michael D. Bauer & Thomas M. Mertens, 2018. "Economic Forecasts with the Yield Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  15. Michael D. Bauer & Thomas M. Mertens, 2018. "Information in the Yield Curve about Future Recessions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  16. Michael D. Bauer, 2018. "Restrictions on Risk Prices in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(2), pages 196-211, April.
  17. Michael D. Bauer & Glenn D. Rudebusch, 2017. "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," Review of Finance, European Finance Association, vol. 21(2), pages 511-553.
  18. Michael D. Bauer, 2017. "A New Conundrum in the Bond Market?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  19. Michael D. Bauer, 2017. "Bridging the Gap: Forecasting Interest Rates with Macro Trends," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  20. Michael D. Bauer & James D. Hamilton, 2016. "Do macro variables help forecast interest rates?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  21. Michael D. Bauer & Glenn D. Rudebusch, 2016. "Why Are Long-Term Interest Rates So Low?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  22. Michael D. Bauer & Glenn D. Rudebusch, 2016. "Monetary Policy Expectations at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1439-1465, October.
  23. Michael D. Bauer & Glenn D. Rudebusch, 2015. "Optimal policy and market-based expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  24. Michael D. Bauer, 2015. "Nominal Interest Rates and the News," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 295-332, March.
  25. Michael D. Bauer, 2015. "Inflation Expectations and the News," International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 1-40, March.
  26. Michael D. Bauer & Erin McCarthy, 2015. "Can we rely on market-based inflation forecasts?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  27. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2014. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment," American Economic Review, American Economic Association, vol. 104(1), pages 323-337, January.
  28. Bauer, Michael D. & Neely, Christopher J., 2014. "International channels of the Fed's unconventional monetary policy," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 24-46.
  29. Michael D. Bauer & Jens H. E. Christensen, 2014. "Financial market outlook for inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  30. Michael D. Bauer & Glenn D. Rudebusch, 2014. "The Signaling Channel for Federal Reserve Bond Purchases," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 233-289, September.
  31. Michael D. Bauer, 2014. "Options-based expectations of future policy rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  32. Michael D. Bauer & Glenn D. Rudebusch, 2013. "What caused the decline in long-term yields?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue july8.
  33. Michael D. Bauer & Glenn D. Rudebusch, 2013. "Expectations for monetary policy liftoff," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov18.
  34. Michael D. Bauer, 2012. "Monetary policy and interest rate uncertainty," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec24.
  35. Michael D. Bauer, 2012. "Fed asset buying and private borrowing rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may21.
  36. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2012. "Correcting Estimation Bias in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 454-467, April.
  37. Michael D. Bauer & Glenn D. Rudebusch, 2011. "Signals from unconventional monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.21.
  38. Michael D. Bauer, 2011. "What moves the interest rate term structure?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.7.

Chapters

  1. Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155, National Bureau of Economic Research, Inc.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. Number of Registered Citing Authors
  17. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  18. Number of Journal Pages, Weighted by Simple Impact Factor
  19. Number of Journal Pages, Weighted by Recursive Impact Factor
  20. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  21. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  22. Number of Abstract Views in RePEc Services over the past 12 months
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  24. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  25. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  26. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 37 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (28) 2011-02-19 2011-10-09 2011-10-09 2012-09-16 2012-09-30 2013-08-16 2013-12-29 2014-04-18 2015-02-05 2017-08-13 2017-11-12 2019-04-22 2019-04-29 2019-05-13 2019-10-07 2020-03-16 2020-04-06 2020-05-04 2021-04-19 2021-07-19 2021-07-26 2022-04-18 2022-05-02 2022-05-16 2022-10-17 2023-01-30 2023-02-06 2023-11-27. Author is listed
  2. NEP-MAC: Macroeconomics (23) 2011-10-09 2011-10-09 2013-08-16 2013-12-29 2014-04-18 2015-02-05 2015-11-07 2017-08-13 2017-11-12 2019-04-22 2019-04-29 2019-05-13 2020-03-16 2020-04-06 2020-05-04 2020-07-27 2021-04-19 2021-07-19 2021-07-19 2021-07-26 2022-04-18 2022-05-02 2022-05-16. Author is listed
  3. NEP-CBA: Central Banking (15) 2011-04-16 2011-10-09 2011-10-09 2013-08-16 2013-12-29 2014-04-18 2019-04-22 2019-04-29 2020-03-16 2020-04-06 2021-04-19 2021-07-19 2021-07-26 2022-04-18 2022-10-17. Author is listed
  4. NEP-ENE: Energy Economics (6) 2020-07-27 2023-01-09 2023-03-06 2023-10-30 2023-12-11 2023-12-18. Author is listed
  5. NEP-ENV: Environmental Economics (6) 2020-07-27 2023-01-09 2023-03-06 2023-10-30 2023-12-11 2023-12-18. Author is listed
  6. NEP-IFN: International Finance (5) 2019-04-22 2019-04-29 2019-05-13 2019-10-07 2022-10-17. Author is listed
  7. NEP-OPM: Open Economy Macroeconomics (2) 2012-09-16 2012-09-30
  8. NEP-AGR: Agricultural Economics (1) 2023-01-09
  9. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  10. NEP-ECM: Econometrics (1) 2011-04-16
  11. NEP-FMK: Financial Markets (1) 2023-03-06
  12. NEP-FOR: Forecasting (1) 2013-08-16
  13. NEP-SPO: Sports and Economics (1) 2013-08-16
  14. NEP-UPT: Utility Models and Prospect Theory (1) 2011-02-19

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