フォロー
Michael D. Bauer
Michael D. Bauer
確認したメール アドレス: sf.frb.org - ホームページ
タイトル
引用先
引用先
The signaling channel for Federal Reserve bond purchases
MD Bauer, GD Rudebusch
36th issue (September 2014) of the International Journal of Central Banking, 2018
7272018
International channels of the Fed's unconventional monetary policy
MD Bauer, CJ Neely
Journal of International Money and Finance 44, 24-46, 2014
4682014
An alternative explanation for the “fed information effect”
MD Bauer, ET Swanson
American Economic Review 113 (3), 664-700, 2023
380*2023
Monetary policy expectations at the zero lower bound
MD Bauer, GD Rudebusch
Journal of Money, Credit and Banking 48 (7), 1439-1465, 2016
3402016
A reassessment of monetary policy surprises and high-frequency identification
MD Bauer, ET Swanson
NBER Macroeconomics Annual 37 (1), 87-155, 2023
3112023
Interest rates under falling stars
MD Bauer, GD Rudebusch
American Economic Review 110 (5), 1316-1354, 2020
2592020
Correcting estimation bias in dynamic term structure models
MD Bauer, GD Rudebusch, JC Wu
Journal of Business & Economic Statistics 30 (3), 454-467, 2012
2562012
Robust bond risk premia
MD Bauer, JD Hamilton
The Review of Financial Studies 31 (2), 399-448, 2018
2332018
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
1442014
Market-based monetary policy uncertainty
MD Bauer, A Lakdawala, P Mueller
The Economic Journal 132 (644), 1290-1308, 2022
1422022
Resolving the spanning puzzle in macro-finance term structure models
MD Bauer, GD Rudebusch
Review of Finance 21 (2), 511-553, 2017
1292017
Economic forecasts with the yield curve
MD Bauer, TM Mertens
FRBSF Economic Letter 7, 8-07, 2018
1152018
Restrictions on risk prices in dynamic term structure models
MD Bauer
Journal of Business & Economic Statistics 36 (2), 196-211, 2018
100*2018
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
972023
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
882022
Inflation expectations and the news
MD Bauer
39th issue (March 2015) of the International Journal of Central Banking, 2018
822018
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
792023
Information in the yield curve about future recessions
MD Bauer, TM Mertens
FRBSF Economic Letter 20 (1), 1-5, 2018
772018
Perceptions about monetary policy
MD Bauer, CE Pflueger, A Sunderam
The Quarterly Journal of Economics 139 (4), 2227-2278, 2024
502024
Interest rate skewness and biased beliefs
M Bauer, M Chernov
The Journal of Finance 79 (1), 173-217, 2024
412024
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