Access Statistics for Michael Dominic Bauer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 4 14 44 67 14 40 158 241
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 0 5 11 1 2 19 42
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 0 4 32 1 2 19 101
A reassessment of monetary policy surprises and high-frequency identification 0 1 4 27 0 2 6 31
An Alternative Explanation for the “Fed Information Effect” 0 1 4 35 2 8 19 105
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 0 260 0 1 2 15
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 1 1 3 0 3 5 11
Inflation Expectations and the News 0 0 0 65 0 0 1 103
Interest Rate Skewness and Biased Beliefs 1 1 1 5 1 1 2 17
Interest Rate Skewness and Biased Beliefs 0 0 1 17 0 0 5 39
Interest Rate Skewness and Biased Beliefs 0 0 2 16 1 2 13 49
Interest Rates Under Falling Stars 0 0 5 60 0 3 16 152
Interest Rates Under Falling Stars 0 0 4 79 0 0 8 120
Interest rate skewness and biased beliefs 0 0 0 19 0 0 5 27
International channels of the Fed’s unconventional monetary policy 0 0 3 141 0 1 5 442
International channels of the Fed’s unconventional monetary policy 0 0 2 86 1 2 6 230
Market-Based Monetary Policy Uncertainty 0 0 0 22 0 1 3 69
Market-Based Monetary Policy Uncertainty 0 0 1 75 2 2 5 229
Market-Based Monetary Policy Uncertainty 0 0 0 66 0 2 5 114
Market-based monetary policy uncertainty 0 0 0 33 0 0 1 85
Monetary Policy Expectations at the Zero Lower Bound 0 0 5 183 1 1 14 339
Nominal interest rates and the news 0 0 0 64 0 0 2 157
Perceptions about Monetary Policy 1 1 3 18 2 2 14 46
Perceptions about Monetary Policy 0 0 0 0 0 0 0 2
Perceptions about Monetary Policy 0 0 0 0 0 2 6 11
Perceptions about Monetary Policy 0 0 4 9 4 6 24 26
Perceptions about Monetary Policy 0 0 1 10 0 1 3 13
Perceptions about monetary policy 0 0 0 7 1 2 7 14
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 0 25 1 1 5 127
Resolving the spanning puzzle in macro-finance term structure models 0 0 0 62 0 0 0 130
Restrictions on Risk Prices in Dynamic Term Structure Models 0 0 0 14 0 3 8 85
Restrictions on Risk Prices in Dynamic Term Structure Models 0 0 0 52 0 0 0 145
Robust Bond Risk Premia 0 0 0 17 0 1 4 93
Robust Bond Risk Premia 0 0 1 15 0 0 1 40
Robust bond risk premia 0 0 0 29 0 1 2 81
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 1 10 11 2 3 16 17
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 0 5 7 0 2 15 20
The Fed's Response to Economic News Explains the "Fed Information Effect" 1 6 9 79 2 11 30 271
The Fed's Response to Economic News Explains the “Fed Information Effect” 0 0 0 41 0 0 0 40
The Fed's response to economic news explains the "Fed information effect" 0 0 0 32 0 0 0 38
The Rising Cost of Climate Change: Evidence from the Bond Market 0 0 1 41 12 14 27 133
The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off 0 1 1 134 0 2 6 346
The signaling channel for Federal Reserve bond purchases 2 2 5 183 2 5 16 630
Unbiased estimate of dynamic term structure models 0 0 0 74 0 0 3 270
Where Is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 4 55 4 6 14 34
Where is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 0 0 0 1 1 3
Where is the carbon premium? Global performance of green and brown stocks 0 0 5 5 0 0 8 8
Total Working Papers 9 29 135 2,286 54 136 529 5,341

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Conundrum in the Bond Market? 0 0 0 10 1 1 1 103
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 3 16 19 2 12 52 63
An Alternative Explanation for the "Fed Information Effect" 1 2 12 33 6 17 49 136
Bridging the Gap: Forecasting Interest Rates with Macro Trends 0 0 1 23 0 1 8 126
Can we rely on market-based inflation forecasts? 0 0 4 31 0 3 8 144
Climate Change Costs Rise as Interest Rates Fall 0 0 0 6 0 1 3 19
Correcting Estimation Bias in Dynamic Term Structure Models 0 0 1 49 0 1 6 157
Current Recession Risk According to the Yield Curve 0 1 2 16 0 1 2 38
Do macro variables help forecast interest rates? 0 0 2 24 0 0 2 72
Economic Forecasts with the Yield Curve 1 2 8 155 2 7 26 446
Expectations for monetary policy liftoff 0 0 4 25 0 0 5 82
Fed asset buying and private borrowing rates 0 0 1 14 2 7 11 102
Financial market outlook for inflation 0 0 1 15 0 0 2 70
Inflation Expectations and the News 0 0 2 43 0 2 11 172
Information in the Yield Curve about Future Recessions 0 3 12 83 2 6 24 263
Interest Rate Skewness and Biased Beliefs 0 3 5 5 2 6 20 20
Interest Rates under Falling Stars 0 1 7 60 0 6 22 290
International channels of the Fed's unconventional monetary policy 3 11 20 211 7 22 50 618
Market-Based Monetary Policy Uncertainty 1 3 13 17 5 15 49 67
Monetary Policy Expectations at the Zero Lower Bound 0 4 4 62 2 9 21 228
Monetary Policy and Financial Conditions 0 1 7 7 3 9 26 26
Monetary policy and interest rate uncertainty 1 1 2 73 1 1 4 173
Nominal Interest Rates and the News 0 0 1 13 1 1 3 82
Optimal policy and market-based expectations 0 0 0 12 0 1 1 52
Options-based expectations of future policy rates 0 0 2 10 0 0 3 47
Perceptions About Monetary Policy* 4 4 4 4 14 14 14 14
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 1 1 5 15 1 2 8 74
Restrictions on Risk Prices in Dynamic Term Structure Models 0 0 0 10 0 2 2 62
Risk Appetite and the Risk-Taking Channel of Monetary Policy 0 5 15 42 1 13 49 121
Robust Bond Risk Premia 0 0 3 17 0 1 5 88
Signals from unconventional monetary policy 0 0 1 49 0 0 3 123
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment 0 0 0 66 0 0 6 334
The Rising Cost of Climate Change: Evidence from the Bond Market 0 2 11 17 1 6 56 113
The Signaling Channel for Federal Reserve Bond Purchases 0 1 7 148 1 11 38 690
What caused the decline in long-term yields? 0 1 1 41 0 2 3 158
What moves the interest rate term structure? 0 0 0 28 0 0 2 78
Why Are Long-Term Interest Rates So Low? 0 0 1 44 0 0 7 252
Zero Lower Bound Risk according to Option Prices 0 0 0 9 0 0 1 26
Total Journal Articles 12 49 175 1,506 54 180 603 5,729

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 1 3 23 0 2 17 74
Total Chapters 0 1 3 23 0 2 17 74

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Statistics updated 2024-12-04