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 1 4 33 86 9 31 124 325
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 1 1 2 13 1 4 13 53
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 1 1 33 0 3 9 108
A reassessment of monetary policy surprises and high-frequency identification 0 0 5 31 0 3 23 52
An Alternative Explanation for the “Fed Information Effect” 0 4 8 42 1 7 28 125
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 2 4 0 0 5 13
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 0 260 1 1 2 16
Corporate Green Pledges 0 0 3 3 0 0 11 11
Corporate Green Pledges 0 0 0 0 0 3 8 8
Corporate green pledges 0 0 2 2 0 1 13 13
Green Stocks and Monetary Policy Shocks: Evidence from Europe 0 0 6 6 0 3 7 7
Green Stocks and Monetary Policy Shocks: Evidence from Europe 0 1 9 9 0 3 15 15
Green stocks and monetary policy shocks: Evidence from Europe 0 0 2 2 1 2 4 4
Inflation Expectations and the News 0 0 1 66 0 0 4 107
Interest Rate Skewness and Biased Beliefs 0 0 1 17 0 1 4 51
Interest Rate Skewness and Biased Beliefs 0 0 1 5 0 0 3 19
Interest Rate Skewness and Biased Beliefs 0 0 0 17 0 1 4 43
Interest Rates Under Falling Stars 1 1 2 62 1 1 17 166
Interest Rates Under Falling Stars 1 1 2 81 1 1 4 124
Interest rate skewness and biased beliefs 0 0 0 19 0 0 5 32
International channels of the Fed’s unconventional monetary policy 0 0 1 142 0 1 4 445
International channels of the Fed’s unconventional monetary policy 0 0 0 86 0 0 4 232
Market-Based Monetary Policy Uncertainty 0 0 1 67 1 1 7 119
Market-Based Monetary Policy Uncertainty 1 2 2 24 1 2 4 72
Market-based monetary policy uncertainty 0 1 3 36 0 1 4 89
Monetary Policy Expectations at the Zero Lower Bound 0 1 1 184 0 3 8 346
Nominal interest rates and the news 0 0 0 64 0 0 0 157
Perceptions about Monetary Policy 0 0 1 1 0 0 1 3
Perceptions about Monetary Policy 0 0 1 10 0 1 16 36
Perceptions about Monetary Policy 0 0 2 12 2 2 6 18
Perceptions about Monetary Policy 0 0 2 19 1 2 7 51
Perceptions about Monetary Policy 0 0 0 0 0 2 5 14
Perceptions about monetary policy 0 0 0 7 1 1 4 16
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 1 1 26 0 1 2 128
Resolving the spanning puzzle in macro-finance term structure models 0 0 0 62 1 2 5 135
Restrictions on Risk Prices in Dynamic Term Structure Models 0 0 0 14 0 0 5 87
Restrictions on Risk Prices in Dynamic Term Structure Models 0 0 0 52 2 2 2 147
Robust Bond Risk Premia 0 0 0 17 1 1 2 94
Robust Bond Risk Premia 0 0 0 15 0 0 3 43
Robust bond risk premia 0 0 0 29 1 1 2 82
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 1 1 8 1 3 17 35
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 1 3 13 1 4 13 27
The Fed's Response to Economic News Explains the "Fed Information Effect" 0 0 10 83 0 3 27 287
The Fed's Response to Economic News Explains the “Fed Information Effect” 0 0 0 41 1 1 1 41
The Fed's response to economic news explains the "Fed information effect" 0 0 0 32 1 4 10 48
The Rising Cost of Climate Change: Evidence from the Bond Market 0 0 0 41 0 13 58 177
The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off 0 1 3 136 0 1 6 350
The signaling channel for Federal Reserve bond purchases 0 0 3 184 2 4 14 639
Unbiased estimate of dynamic term structure models 0 0 0 74 0 5 7 277
Where Is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 1 56 0 1 10 38
Where is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 0 0 0 1 4 6
Where is the carbon premium? Global performance of green and brown stocks 0 0 0 5 0 0 1 9
Total Working Papers 5 21 116 2,298 32 128 562 5,540
1 registered items for which data could not be found


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 0 0 3 105
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 2 13 29 4 14 55 106
An Alternative Explanation for the "Fed Information Effect" 1 1 6 37 6 16 49 168
Bridging the Gap: Forecasting Interest Rates with Macro Trends 0 0 1 24 0 0 6 131
Can we rely on market-based inflation forecasts? 0 0 2 33 1 2 13 154
Climate Change Costs Rise as Interest Rates Fall 0 0 1 7 0 1 5 23
Climate policy curves highlight key mitigation choices 0 0 0 0 0 1 1 1
Correcting Estimation Bias in Dynamic Term Structure Models 0 0 0 49 0 2 5 161
Current Perceptions About Monetary Policy 0 1 1 1 1 2 4 4
Current Recession Risk According to the Yield Curve 0 2 4 19 0 2 6 43
Do macro variables help forecast interest rates? 0 1 1 25 1 3 3 75
Economic Forecasts with the Yield Curve 0 2 7 160 1 5 26 465
Expectations for monetary policy liftoff 0 0 0 25 0 2 8 90
Fed asset buying and private borrowing rates 0 0 0 14 0 0 11 106
Financial market outlook for inflation 0 0 1 16 0 0 1 71
Green stocks and monetary policy shocks: Evidence from Europe 2 3 3 3 6 8 8 8
Inflation Expectations and the News 1 2 3 46 2 3 11 181
Information in the Yield Curve about Future Recessions 0 0 13 93 0 1 24 281
Interest Rate Skewness and Biased Beliefs 0 0 5 7 0 2 17 31
Interest Rates under Falling Stars 1 1 5 64 2 3 16 300
International channels of the Fed's unconventional monetary policy 0 2 19 219 1 9 49 645
Market-Based Monetary Policy Uncertainty 1 3 10 24 5 9 39 91
Monetary Policy Expectations at the Zero Lower Bound 1 2 13 71 2 6 29 248
Monetary Policy and Financial Conditions 1 2 6 12 3 6 27 44
Monetary policy and interest rate uncertainty 0 1 2 74 0 2 4 176
Nominal Interest Rates and the News 0 0 0 13 1 1 2 83
Optimal policy and market-based expectations 0 0 0 12 0 0 4 55
Options-based expectations of future policy rates 0 0 1 11 1 2 4 51
Perceptions About Monetary Policy* 3 5 28 28 8 23 116 116
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 2 16 1 1 5 77
Restrictions on Risk Prices in Dynamic Term Structure Models 0 0 0 10 0 0 4 64
Risk Appetite and the Risk-Taking Channel of Monetary Policy 3 4 15 52 8 17 57 165
Robust Bond Risk Premia 0 0 0 17 0 0 2 89
Signals from unconventional monetary policy 0 0 1 50 0 0 1 124
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment 0 1 1 67 0 2 7 341
The Rising Cost of Climate Change: Evidence from the Bond Market 0 0 4 19 1 2 14 121
The Signaling Channel for Federal Reserve Bond Purchases 0 0 8 155 4 10 43 722
What caused the decline in long-term yields? 0 1 2 42 0 1 3 159
What moves the interest rate term structure? 0 0 1 29 0 1 2 80
Why Are Long-Term Interest Rates So Low? 0 0 0 44 0 0 3 255
Zero Lower Bound Risk according to Option Prices 0 0 0 9 0 1 1 27
Total Journal Articles 14 36 179 1,636 59 160 688 6,237


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 2 7 29 1 9 24 96
Total Chapters 0 2 7 29 1 9 24 96


Statistics updated 2025-09-05