Michael Dominic Bauer : Citation Profile


Are you Michael Dominic Bauer?

Universität Hamburg

11

H index

15

i10 index

796

Citations

RESEARCH PRODUCTION:

30

Articles

25

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 79
   Journals where Michael Dominic Bauer has often published
   Relations with other researchers
   Recent citing documents: 134.    Total self citations: 21 (2.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba824
   Updated: 2021-06-12    RAS profile: 2020-07-08    
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Relations with other researchers


Works with:

Rudebusch, Glenn (7)

Lakdawala, Aeimit (4)

Mertens, Thomas (3)

Swanson, Eric (3)

Hamilton, James (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Dominic Bauer.

Is cited by:

Wu, Jing Cynthia (21)

Rudebusch, Glenn (14)

Christensen, Jens (12)

Meldrum, Andrew (12)

Lemke, Wolfgang (12)

Schupp, Fabian (11)

Krippner, Leo (11)

Ceballos, Luis (10)

Golinski, Adam (9)

Lo Duca, Marco (9)

Neely, Christopher (8)

Cites to:

Rudebusch, Glenn (33)

Ang, Andrew (19)

Piazzesi, Monika (12)

Singleton, Kenneth (11)

Wu, Jing Cynthia (10)

Christensen, Jens (8)

Swanson, Eric (8)

Williams, John (8)

Gürkaynak, Refet (7)

Giannone, Domenico (7)

Laubach, Thomas (6)

Main data


Where Michael Dominic Bauer has published?


Journals with more than one article published# docs
FRBSF Economic Letter17
Journal of Clinical Nursing2
International Journal of Central Banking2
Journal of Money, Credit and Banking2
American Economic Review2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco13
CESifo Working Paper Series / CESifo6

Recent works citing Michael Dominic Bauer (2021 and 2020)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2021The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01.

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2020Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh. In: AMSE Working Papers. RePEc:aim:wpaimx:2037.

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2020Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Diebold, Francis ; Rudebusch, Glenn D. In: Papers. RePEc:arx:papers:1912.10774.

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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2021A Non-Knotty Inflation Risk Premium Model. (2021). Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:543.

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2020Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20.

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2021Inflation expectations in the euro area: indicators, analyses and models used at Banca d’Italia. (2021). Zizza, Roberta ; Tagliabracci, Alex ; Notarpietro, Alessandro ; Fantino, Davide ; Tiseno, Andrea ; Riggi, Marianna ; Cecchetti, Sara. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_612_21.

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2020Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar-Argaez, Ana. In: Working Papers. RePEc:bdm:wpaper:2020-18.

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2020The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502.

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2020Monetary regimes, the term structure and business cycles in Ireland, 1972–2018. (2020). Stuart, Rebecca. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:5:p:731-748.

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2020Unconventional economic policies and sentiment: An international assessment. (2020). Gimet, Celine ; Gagnon, Mariehelene. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:6:p:1544-1591.

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2020No-arbitrage pricing of GDP-linked bonds. (2020). Yan, Wen ; Eguren Martin, Fernando ; Meldrum, Andrew ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0849.

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2020A shadow rate without a lower bound constraint. (2020). Ristiniemi, Annukka ; De Rezende, Rafael. In: Bank of England working papers. RePEc:boe:boeewp:0864.

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2020The central bank balance sheet as a policy tool: past, present and future. (2020). Harrison, Richard ; Bailey, Andrew ; Mankodi, Aakash ; Jones, Josh ; Bridges, Jonathan. In: Bank of England working papers. RePEc:boe:boeewp:0899.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

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2020Constrained interest rates and changing dynamics at the zero lower bound. (2020). Strachan, Rodney ; Kaufmann, Daniel ; Baeurle, Gregor ; Rodney, Strachan ; Sylvia, Kaufmann ; Daniel, Kaufmann ; Gregor, Baurle. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:26:n:3.

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2020Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US. (2020). Phillips, Peter ; Henry, Todd . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2259.

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2020Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05.

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2020Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-07.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-3.

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2020Monetary policy and the yield curve. (2020). Smith, Julie K ; Gamber, Edward N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00018.

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2020Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve. (2020). Jamet, Jean-Francois ; Fraccaroli, Nicolò ; Giovannini, Alessandro. In: Working Paper Series. RePEc:ecb:ecbwps:20202442.

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2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476.

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2020Central bank information effects and transatlantic spillovers. (2020). Jarociński, Marek ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20202482.

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2021Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516.

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2020Trade effects of silver price fluctuations in 19th-century China: A macro approach. (2020). Zhang, Lin ; El-Shagi, Makram. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x2030119x.

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2020European spreads at the interest rate lower bound. (2020). Coroneo, Laura ; Pastorello, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301470.

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2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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2021MoNK: Mortgages in a New-Keynesian model. (2021). Ustek, Roman ; Kydland, Finn E ; Garriga, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030227x.

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2020How has empirical monetary policy analysis in the U.S. changed after the financial crisis?. (2020). Jackson Young, Laura ; Owyang, Michael T ; Francis, Neville R. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:309-321.

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2021The reaction of inflation forecasts to news about the Fed. (2021). Mazumder, Sandeep. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:256-264.

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2021Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500.

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2021Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy. (2021). Stanisławska, Ewa ; Łyziak, Tomasz ; Stanisawska, Ewa ; Dory, Wirginia ; Baranowski, Pawe. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:49-67.

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2021A novel approach to the estimation of an actively managed component of foreign exchange reserves. (2021). Dbrowski, Marek A. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:83-95.

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2020Monetary policy on twitter and asset prices: Evidence from computational text analysis. (2020). Lüdering, Jochen ; Tillmann, Peter ; PeterTillmann, ; Ludering, Jochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302055.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Identification of triggers of U.S. yield curve movements. (2020). Kučera, Adam ; Kuera, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301789.

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2020ECB Spillovers and domestic monetary policy effectiveness in small open economies. (2020). Ellen, Saskia Ter ; Midthjell, Nina Larsson ; Jansen, Edvard. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301989.

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2021Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet. (2021). Golinski, Adam ; Goliski, Adam. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302439.

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2021Adaptive learning with term structure information. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000428.

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2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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2020Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827.

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2020Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800.

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2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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2020The shifting drivers of global liquidity. (2020). Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano ; Goldberg, Linda S. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301946.

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2020A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175.

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2021Impact of the ECB Quantitative Easing on the International Investment Position. (2021). CEZAR, Rafael ; Silvestrini, Maeva. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:241-263.

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2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Papadamou, Stephanos ; Zopounidis, Constantin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304093.

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2020The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901.

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2020Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme. (2020). Lemke, Wolfgang ; Werner, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302560.

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2020Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure. (2020). Lloyd, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301771.

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2021Unspanned stochastic volatility from an empirical and practical perspective. (2021). Backwell, Alex. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302557.

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2021The impact of quantitative easing on liquidity creation. (2021). Peia, Oana ; Kapoor, Supriya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302600.

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2021No-Arbitrage pricing of GDP-Linked bonds. (2021). Eguren Martin, Fernando ; Yan, Wen ; Meldrum, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000339.

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2021Term structure of interest rates: Modelling the risk premium using a two horizons framework. (2021). Uctum, Remzi ; Prat, Georges. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:421-436.

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2021Should central banks communicate uncertainty in their projections?. (2021). Petersen, Luba ; Rholes, Ryan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:320-341.

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2020The importance of being special: Repo markets during the crisis. (2020). Maddaloni, Angela ; Corradin, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:392-429.

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2020The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414.

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2020Does central bank communication signal future monetary policy in a (post)-crisis era? The case of the ECB. (2020). Horvath, Roman ; Gertler, Pavel ; Bennani, Hamza ; Fanta, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560618302882.

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2020Macroprudential and monetary policies: The need to dance the Tango in harmony. (2020). Lucotte, Yannick ; Pradines-Jobet, Florian ; Garcia, Jose David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300747.

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2020Monetary policy news in the US: Effects on emerging market capital flows. (2020). Vasishtha, Garima ; Dahlhaus, Tatjana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302072.

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2021The impact of US monetary policy on managed exchange rates and currency peg regimes. (2021). Roevekamp, Ingmar . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302229.

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2021Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve. (2021). Niu, Linlin ; Lin, Mucai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302503.

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2021Monetary policy uncertainty and monetary policy surprises. (2021). Modugno, Michele ; Favara, Giovanni ; de Pooter, Michiel ; Wu, Jason. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302795.

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2021Reprint: Monetary policy uncertainty and monetary policy surprises. (2021). Wu, Jason ; Modugno, Michele ; Favara, Giovanni ; de Pooter, Michiel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000504.

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2021Reprint: Monetary policy news in the US: Effects on emerging market capital flows. (2021). Vasishtha, Garima ; Dahlhaus, Tatjana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000528.

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2021Unconventional monetary policy and the portfolio choice of international mutual funds. (2021). Elard, Ilaf ; Cenedese, Gino. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000061.

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2020Heterogeneous impacts of Abenomics on the stock market: A Fund flow analysis. (2020). Nakazono, Yoshiyuki ; Sui, Qing-Yuan ; Ota, Rui ; Kondo, Yoshihiro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:55:y:2020:i:c:s0889158319300449.

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2020Assessing the (de-)anchoring of households’ long-term inflation expectations in the US. (2020). Devaguptapu, Adviti ; Rohit, Abhishek Kumar ; Dash, Pradyumna. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s016407041930134x.

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2021The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890.

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2021Financial market effects of FOMC projections. (2021). Couture, Cody. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302019.

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2021Unconventional monetary policy announcements and information shocks in the U.S.. (2021). Scharler, Johann ; Grundler, Daniel ; Breitenlechner, Max. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302056.

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2021Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK. (2021). Nasir, Muhammad Ali. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:200-229.

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2020Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Ciccarelli, Matteo ; Canova, Fabio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:81-98.

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2020Monetary policy uncertainty. (2020). Rogers, John ; Husted, Lucas ; Sun, BO. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:20-36.

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2020Lending effects of the ECB’s asset purchases. (2020). Koetter, Michael. In: Journal of Monetary Economics. RePEc:eee:moneco:v:116:y:2020:i:c:p:39-52.

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2021Evaluating Central Banks’ tool kit: Past, present, and future. (2021). Wu, Jing Cynthia ; Sims, Eric. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:135-160.

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2021Measuring the effects of federal reserve forward guidance and asset purchases on financial markets. (2021). Swanson, Eric. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:32-53.

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2020Fed’s unconventional monetary policy and risk spillover in the US financial markets. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:42-52.

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2020Alternative explanation of the money illusion: The effect of unexpected low inflation. (2020). Tsai, I-Chun ; I-Chun Tsai, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:110-123.

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2020No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:88748.

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2021Forecasting with Shadow-Rate VARs. (2021). Mertens, Elmar ; Clark, Todd ; Marcellino, Massimiliano ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:91780.

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2020Monetary Policy Uncertainty and Monetary Policy Surprises. (2020). Wu, Jason ; Modugno, Michele ; Favara, Giovanni ; De Pooter, Michiel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-32.

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2020Issues Regarding the Use of the Policy Rate Tool. (2020). Zarutskie, Rebecca ; King, Thomas ; Campbell, Jeffrey ; Orlik, Anna . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-70.

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2020Raiders of the Lost High-Frequency Forecasts: New Data and Evidence on the Efficiency of the Feds Forecasting. (2020). Levinson, Trace J ; Chang, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-90.

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2020What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294.

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2020An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021.

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2020Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Owyang, Michael ; Galvão, Ana ; Galvo, Ana B. In: Working Papers. RePEc:fip:fedlwp:88704.

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2020The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries. (2020). Huong, Hoang Cam ; Ngoc, Thi Bich. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:165-:d:390855.

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2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

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2020Smooth Robust Multi-Horizon Forecasts. (2020). Hendry, David ; Castle, Jennifer L ; Martinez, Andrew B. In: Working Papers. RePEc:gwc:wpaper:2020-009.

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2020International Spillover Effects of Unconventional Monetary Policies of Major Central Banks. (2020). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: Working Papers. RePEc:hal:wpaper:hal-02938960.

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2020Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi, Fatemeh. In: Working Papers. RePEc:hal:wpaper:halshs-03007904.

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2021Uncertainty is bad for Business. Really?. (2021). Vauday, Julien ; Serranito, Francisco ; Himounet, Nicolas. In: Working Papers. RePEc:inf:wpaper:2021.03.

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2021Searching for the Nature of Uncertainty: Macroeconomic VS Financial. (2021). Himounet, Nicolas. In: Working Papers. RePEc:inf:wpaper:2021.05.

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2021A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Liu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202102.

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2020The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?. (2020). Ozturk, Huseyin. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:1:d:10.1007_s10663-018-9405-y.

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2020Impacts of conventional and unconventional US monetary policies on global financial markets. (2020). Ono, Shigeki. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:1:d:10.1007_s10368-019-00456-z.

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More than 100 citations found, this list is not complete...

Works by Michael Dominic Bauer:


YearTitleTypeCited
2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment In: American Economic Review.
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article41
2020Interest Rates under Falling Stars In: American Economic Review.
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article12
2017Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series.
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2017Interest Rates Under Falling Stars.(2017) In: Working Paper Series.
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This paper has another version. Agregated cites: 12
paper
2015Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series.
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paper14
2015Resolving the spanning puzzle in macro-finance term structure models.(2015) In: Working Paper Series.
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paper
2017Resolving the Spanning Puzzle in Macro-Finance Term Structure Models.(2017) In: Review of Finance.
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This paper has another version. Agregated cites: 14
article
2015Restrictions on Risk Prices in Dynamic Term Structure Models In: CESifo Working Paper Series.
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paper26
2011Restrictions on Risk Prices in Dynamic Term Structure Models.(2011) In: Working Paper Series.
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paper
2018Restrictions on Risk Prices in Dynamic Term Structure Models.(2018) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 26
article
2015Robust Bond Risk Premia In: CESifo Working Paper Series.
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paper22
2015Robust bond risk premia.(2015) In: Working Paper Series.
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paper
2017Robust Bond Risk Premia.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 22
paper
2018Robust Bond Risk Premia.(2018) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 22
article
2019Market-based monetary policy uncertainty In: CESifo Working Paper Series.
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paper11
2019Market-Based Monetary Policy Uncertainty.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 11
paper
2019Market-Based Monetary Policy Uncertainty.(2019) In: 2019 Meeting Papers.
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This paper has another version. Agregated cites: 11
paper
2019Market-Based Monetary Policy Uncertainty.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2020The Feds Response to Economic News Explains the Fed Information Effect In: CESifo Working Paper Series.
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paper7
2020The Feds Response to Economic News Explains the “Fed Information Effect”.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 7
paper
2020The Feds Response to Economic News Explains the Fed Information Effect.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2014International channels of the Feds unconventional monetary policy In: Journal of International Money and Finance.
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article124
2012International channels of the Fed’s unconventional monetary policy.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 124
paper
2012International channels of the Fed’s unconventional monetary policy.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 124
paper
2014Financial market outlook for inflation In: FRBSF Economic Letter.
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article3
2014Options-based expectations of future policy rates In: FRBSF Economic Letter.
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article2
2015Optimal policy and market-based expectations In: FRBSF Economic Letter.
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article4
2015Can we rely on market-based inflation forecasts? In: FRBSF Economic Letter.
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article5
2016Do macro variables help forecast interest rates? In: FRBSF Economic Letter.
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article0
2016Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter.
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article1
2017Bridging the Gap: Forecasting Interest Rates with Macro Trends In: FRBSF Economic Letter.
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article0
2017A New Conundrum in the Bond Market? In: FRBSF Economic Letter.
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article2
2018Economic Forecasts with the Yield Curve In: FRBSF Economic Letter.
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article15
2018Information in the Yield Curve about Future Recessions In: FRBSF Economic Letter.
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article8
2019Zero Lower Bound Risk according to Option Prices In: FRBSF Economic Letter.
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article0
2011Signals from unconventional monetary policy In: FRBSF Economic Letter.
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article10
2011What moves the interest rate term structure? In: FRBSF Economic Letter.
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article1
2012Monetary policy and interest rate uncertainty In: FRBSF Economic Letter.
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article10
2012Fed asset buying and private borrowing rates In: FRBSF Economic Letter.
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article8
2013What caused the decline in long-term yields? In: FRBSF Economic Letter.
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article3
2013Expectations for monetary policy liftoff In: FRBSF Economic Letter.
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article5
2011Unbiased estimate of dynamic term structure models In: Working Paper Series.
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paper5
2011Nominal interest rates and the news In: Working Paper Series.
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paper10
2015Nominal Interest Rates and the News.(2015) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 10
article
2011The signaling channel for Federal Reserve bond purchases In: Working Paper Series.
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paper232
2014The Signaling Channel for Federal Reserve Bond Purchases.(2014) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 232
article
2013Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series.
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paper89
2016Monetary Policy Expectations at the Zero Lower Bound.(2016) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 89
article
2014Inflation Expectations and the News In: Working Paper Series.
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paper20
2015Inflation Expectations and the News.(2015) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 20
article
2020The Rising Cost of Climate Change: Evidence from the Bond Market In: Working Paper Series.
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paper0
2013The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers.
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paper0
2012Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics.
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article106
2010Response to commentary by Manthorpe J (2009) Commentary on Bauer M, Fitzgerald L, Haesler E & Manfrin M (2009) Hospital discharge planning for frail older people and their family. Are we delivering be In: Journal of Clinical Nursing.
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2012The use of multi‐sensory interventions to manage dementia‐related behaviours in the residential aged care setting: a survey of one Australian state In: Journal of Clinical Nursing.
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