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Michael D. Bauer
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Cited by
Year
The signaling channel for Federal Reserve bond purchases
M Bauer, GD Rudebusch
International Journal of Central Banking, 2014
6952014
International channels of the Fed's unconventional monetary policy
MD Bauer, CJ Neely
Journal of International Money and Finance 44, 24-46, 2014
4422014
Monetary policy expectations at the zero lower bound
MD Bauer, GD Rudebusch
Journal of Money, Credit and Banking 48 (7), 1439-1465, 2016
3302016
An alternative explanation for the “fed information effect”
MD Bauer, ET Swanson
American Economic Review 113 (3), 664-700, 2023
284*2023
Correcting estimation bias in dynamic term structure models
MD Bauer, GD Rudebusch, JC Wu
Journal of Business & Economic Statistics 30 (3), 454-467, 2012
2462012
Interest rates under falling stars
MD Bauer, GD Rudebusch
American Economic Review 110 (5), 1316-1354, 2020
2292020
Robust bond risk premia
MD Bauer, JD Hamilton
The Review of Financial Studies 31 (2), 399-448, 2018
2172018
A reassessment of monetary policy surprises and high-frequency identification
MD Bauer, ET Swanson
NBER Macroeconomics Annual 37 (1), 87-155, 2023
1812023
Term premia and inflation uncertainty: Empirical evidence from an international panel dataset: Comment
MD Bauer, GD Rudebusch, JC Wu
American Economic Review 104 (1), 323-337, 2014
1332014
Resolving the spanning puzzle in macro-finance term structure models
MD Bauer, GD Rudebusch
Review of Finance 21 (2), 511-553, 2017
1172017
Market-based monetary policy uncertainty
MD Bauer, A Lakdawala, P Mueller
The Economic Journal 132 (644), 1290-1308, 2022
1132022
Economic forecasts with the yield curve
MD Bauer, TM Mertens
FRBSF Economic Letter 7, 8-07, 2018
1052018
Restrictions on risk prices in dynamic term structure models
MD Bauer
Journal of Business & Economic Statistics 36 (2), 196-211, 2018
97*2018
Inflation expectations and the news
M Bauer
International Journal of Central Banking, 2014
782014
Information in the yield curve about future recessions
MD Bauer, TM Mertens
FRBSF Economic Letter 20 (1), 1-5, 2018
692018
The rising cost of climate change: evidence from the bond market
MD Bauer, GD Rudebusch
Review of Economics and Statistics 105 (5), 1255-1270, 2023
602023
Risk appetite and the risk-taking channel of monetary policy
MD Bauer, BS Bernanke, E Milstein
Journal of Economic Perspectives 37 (1), 77-100, 2023
582023
Where is the carbon premium? Global performance of green and brown stocks
MD Bauer, D Huber, GD Rudebusch, O Wilms
Journal of Climate Finance 1, 100006, 2022
512022
Nominal interest rates and the news
MD Bauer
Journal of Money, Credit and Banking 47 (2-3), 295-332, 2015
382015
Monetary policy and interest rate uncertainty
MD Bauer
FRBSF Economic Letter 38, 1-5, 2012
362012
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Articles 1–20