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Michael D. Bauer
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Cited by
Year
The signaling channel for Federal Reserve bond purchases
MD Bauer, GD Rudebusch
36th issue (September 2014) of the International Journal of Central Banking, 2014
757*2014
A reassessment of monetary policy surprises and high-frequency identification
MD Bauer, ET Swanson
NBER Macroeconomics Annual 37 (1), 87-155, 2023
5842023
An alternative explanation for the “fed information effect”
MD Bauer, ET Swanson
American Economic Review 113 (3), 664-700, 2023
570*2023
International channels of the Fed's unconventional monetary policy
MD Bauer, CJ Neely
Journal of International Money and Finance 44, 24-46, 2014
4972014
Monetary policy expectations at the zero lower bound
MD Bauer, GD Rudebusch
Journal of Money, Credit and Banking 48 (7), 1439-1465, 2016
3612016
Interest rates under falling stars
MD Bauer, GD Rudebusch
American Economic Review 110 (5), 1316-1354, 2020
3112020
Correcting estimation bias in dynamic term structure models
MD Bauer, GD Rudebusch, JC Wu
Journal of Business & Economic Statistics 30 (3), 454-467, 2012
2702012
Robust bond risk premia
MD Bauer, JD Hamilton
The Review of Financial Studies 31 (2), 399-448, 2018
2512018
Market-based monetary policy uncertainty
MD Bauer, A Lakdawala, P Mueller
The Economic Journal 132 (644), 1290-1308, 2022
2002022
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
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
1552014
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
1482022
Resolving the spanning puzzle in macro-finance term structure models
MD Bauer, GD Rudebusch
Review of Finance 21 (2), 511-553, 2017
1362017
Economic forecasts with the yield curve
MD Bauer, TM Mertens
FRBSF Economic Letter 7, 8-07, 2018
1302018
Perceptions about monetary policy
MD Bauer, CE Pflueger, A Sunderam
The Quarterly Journal of Economics 139 (4), 2227-2278, 2024
1242024
Restrictions on risk prices in dynamic term structure models
MD Bauer
Journal of Business & Economic Statistics 36 (2), 196-211, 2018
105*2018
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
952023
Inflation expectations and the news
MD Bauer
39th issue (March 2015) of the International Journal of Central Banking, 2018
902018
Interest rate skewness and biased beliefs
M Bauer, M Chernov
The Journal of Finance 79 (1), 173-217, 2024
882024
Information in the yield curve about future recessions
MD Bauer, TM Mertens
FRBSF Economic Letter 20 (1), 1-5, 2018
862018
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Articles 1–20