Michael Dominic Bauer : Citation Profile

Are you Michael Dominic Bauer?

Universität Hamburg

9

H index

9

i10 index

672

Citations

RESEARCH PRODUCTION:

30

Articles

25

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 67
   Journals where Michael Dominic Bauer has often published
   Relations with other researchers
   Recent citing documents: 121.    Total self citations: 20 (2.89 %)

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   Permalink: http://citec.repec.org/pba824
   Updated: 2020-09-26    RAS profile: 2020-07-08    
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Relations with other researchers

Works with:

Rudebusch, Glenn (10)

Hamilton, James (4)

Lakdawala, Aeimit (4)

Mertens, Thomas (3)

Swanson, Eric (3)

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 (18)

Rudebusch, Glenn (13)

Meldrum, Andrew (12)

Christensen, Jens (12)

Lemke, Wolfgang (11)

Krippner, Leo (11)

Schupp, Fabian (10)

Ceballos, Luis (10)

Lo Duca, Marco (9)

Belke, Ansgar (8)

Diez de los Rios, Antonio (8)

Cites to:

Rudebusch, Glenn (29)

Ang, Andrew (18)

Piazzesi, Monika (11)

Singleton, Kenneth (11)

Wu, Jing Cynthia (10)

Christensen, Jens (8)

Swanson, Eric (8)

Gürkaynak, Refet (7)

Wright, Jonathan (6)

Diebold, Francis (6)

Fratzscher, Marcel (5)

Main data

Where Michael Dominic Bauer has published?

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

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 (2020 and 2019)

YearTitle of citing document
2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

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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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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2019Probability 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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2019The effectiveness of the ECB’s asset purchases at the lower bound. (2019). Grasso, Adriana ; Grande, Giuseppe ; Zinna, Gabriele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_541_19.

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2019Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period. (2019). Colabella, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1207_19.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019Comments on Determinants of Asia-pacific government bond yields. (2019). Wei, Min. In: BIS Papers chapters. RePEc:bis:bisbpc:102-06.

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2019The zero lower bound, forward guidance and how markets respond to news. (2019). Rungcharoenkitkul, Phurichai ; Moessner, Richhild. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903h.

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2019Modelling yields at the lower bound through regime shifts. (2019). Tristani, Oreste ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:813.

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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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2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

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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 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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2019Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks. (2019). Whelan, Karl ; Ryan, Ellen. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/19.

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2019Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470.

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2019Estimating the neutral Czech government bond yield curve. (2019). Szabo, Milan ; Kucera, Adam. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2019/3.

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2019Global Dimensions of U.S. Monetary Policy. (2019). Obstfeld, Maurice. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13887.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?. (2019). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14064.

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2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14207.

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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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2019The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices. (2019). End, Jan Willem ; van den End, Jan Willem ; Titzck, Stephanie. In: DNB Working Papers. RePEc:dnb:dnbwpp:627.

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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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2019Uncertainty shocks, monetary policy and long-term interest rates. (2019). amisano, gianni ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20192279.

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2019Tracing the impact of the ECB’s asset purchase programme on the yield curve. (2019). Lemke, Wolfgang ; Eser, Fabian ; Vladu, Andreea Liliana ; Radde, Soren ; Nyholm, Ken. In: Working Paper Series. RePEc:ecb:ecbwps:20192293.

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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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2019Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias. (2019). McLeish, Don L ; Boudreault, Mathieu ; Amaya, Diego. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:297-313.

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2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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2019A shadow rate New Keynesian model. (2019). Wu, Jing Cynthia ; Zhang, JI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:7.

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2019How does government spending news affect interest rates? Evidence from the United States. (2019). Liu, Dingming ; Dingming, Liu ; Yong, Chen . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301460.

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2019Spillovers from Japans Unconventional Monetary Policy: A global VAR Approach. (2019). Ganelli, Giovanni ; Tawk, Nour . In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:147-163.

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2019Rationality tests in the presence of instabilities in finite samples. (2019). El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:242-246.

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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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2019Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study. (2019). Wang, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:235-251.

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2019The nature of shadow bank leverage shocks on the macroeconomy. (2019). Istiak, Khandokar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300452.

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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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2019Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices. (2019). Rudebusch, Glenn ; Andreasen, Martin M. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:26-46.

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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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2019Bond and option prices with permanent shocks. (2019). Al-Zoubi, Haitham A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:272-290.

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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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2019Global effective lower bound and unconventional monetary policy. (2019). Wu, Jing Cynthia ; Zhang, JI. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:200-216.

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2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

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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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2019Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach. (2019). Tulip, Peter ; Reifschneider, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1564-1582.

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2019US monetary policy and the euro area. (2019). Hanisch, Max. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:77-96.

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2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

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2019Endogenous asymmetric money illusion. (2019). Saporito, Yuri F ; Duarte, Diogo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302559.

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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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2019Expectation and duration at the effective lower bound. (2019). King, Thomas B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:736-760.

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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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2019The response of multinationals’ foreign exchange rate exposure to macroeconomic news. (2019). Boudt, Kris ; Wauters, Marjan ; Sercu, Piet ; Neely, Christopher J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:32-47.

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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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2019Economic growth in the era of unconventional monetary instruments: A FAVAR approach. (2019). Fiorelli, Cristiana ; Meliciani, Valentina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305839.

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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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2019Monetary policy announcements and expectations: Evidence from german firms. (2019). Müller, Gernot ; Enders, Zeno ; Muller, Gernot J ; Hunnekes, Franziska. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:45-63.

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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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2019A re-evaluation of the term spread as a leading indicator. (2019). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:476-492.

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2019Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets. (2019). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-47.pdf.

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2019A Calibration of the Term Premia to the Euro Area. (2019). McCoy, Eric. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:110.

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2019Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-24.

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2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew C ; Joergensen, Kasper ; Andreasen, Martin M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-40.

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2019The Federal Reserves Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech the 2019 U.S. Monetary Policy Forum, sponsored by the Initiative on Global Markets at the Uni. (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1038.

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2019The Federal Reserves Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech at the Fed Listens: Distributional Consequences of the Cycle and Monetary Policy Conference h. (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1054.

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2019The Federal Reserves Review of Its Monetary Policy Strategy, Tools, and Communication Practices, a speech at The Bank of Finland Conference on Monetary Policy and Future of EMU [Economic and Monetary . (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1075.

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2019The Federal Reserve’s Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech at “A Hot Economy: Sustainability and Trade-Offs,” a Fed Listens event sponsored by th. (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1085.

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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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2019Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects. (2019). Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:891.

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2019Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488.

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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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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: Working Papers. RePEc:hal:wpaper:halshs-02359503.

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2019The Effects of Asset Purchases and Normalization of US Monetary Policy. (2019). Okimoto, Tatsuyoshi ; Miyao, Ryuzo ; Hara, Naoko. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-16.

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2019Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2019). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:2:p:508-540.

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2019Speculation and the Bond Market: An Empirical No-Arbitrage Framework. (2019). Nimark, Kristoffer ; Barillas, Francisco. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4179-4203.

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2019Macroeconomic Factors in Oil Futures Markets. (2019). Heath, Davidson. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4407-4421.

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2019Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9.

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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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2020US non-linear causal effects on global equity indices in Normal times versus unconventional eras. (2020). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00457-y.

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2020An Unconventional Approach to Evaluate the Bank of England’s Asset Purchase Program. (2020). Neuenkirch, Matthias. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09527-9.

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2019Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending. (2019). Takahashi, Koji ; Shibamoto, Masahiko ; Nakashima, Kiyotaka. In: Discussion Paper Series. RePEc:kob:dpaper:dp2017-24.

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2019Macroprudencial and Monetary Policies : The Need to Dance the Tango in Harmony. (2019). Pradines-Jobet, Florian ; Lucotte, Yannick ; Garcia, Jose David. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2691.

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2019When to Ease Off the Brakes--and Hopefully Prevent Recessions. (2019). Wang, Thomas ; Young-Taft, Tai ; Hastings, Harold M. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_929.

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2019Interest Rate Trends in a Global Context. (2019). Tesar, Linda L ; Stolyarov, Dmitriy. In: Working Papers. RePEc:mrr:papers:wp402.

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2019Is a recession imminent? The signal of the yield curve. (2019). van Nieuwenhuyze, CH ; Deroose, M ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2019:m:june:i:i:p:69-93.

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2019Premium for Heightened Uncertainty: Solving the FOMC Puzzle. (2019). Zhu, Haoxiang ; Wang, Jiang ; Pan, Jun. In: NBER Working Papers. RePEc:nbr:nberwo:25817.

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2019Global Dimensions of U.S. Monetary Policy. (2019). Obstfeld, Maurice. In: NBER Working Papers. RePEc:nbr:nberwo:26039.

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2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: NBER Working Papers. RePEc:nbr:nberwo:26369.

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2020Monetary Policy Surprises and Exchange Rate Behavior. (2020). Lee, Sangseok ; Kisacikolu, Burin ; Kara, Hakan A ; Gurkaynak, Refet S. In: NBER Working Papers. RePEc:nbr:nberwo:27819.

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2019Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Rudebusch, Glenn D ; Diebold, Francis X. In: PIER Working Paper Archive. RePEc:pen:papers:19-021.

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2019Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Rudebusch, Glenn D ; Diebold, Francis X. In: PIER Working Paper Archive. RePEc:pen:papers:20-001.

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2019Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework. (2019). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:92530.

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2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201919.

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2020Dynamic Impact of Unconventional Monetary Policy on International REITs. (2020). GUPTA, RANGAN ; Marfatia, Hardik A ; Lesame, Keagile. In: Working Papers. RePEc:pre:wpaper:202020.

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2019Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model. (2019). Ray, Walker. In: 2019 Meeting Papers. RePEc:red:sed019:692.

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2019Estimating the Monetary Policy Measures of Japan in Shadow/ZLB Term Structure Model. (2019). Wang, Rui. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:6:y:2019:i:6:p:126-139.

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2019Forecasting the Yield Curve with Dynamic Factors. (2019). Stark, Thomas ; Reschenhofer, Erhard. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:1:p:101-113.

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2020Should central banks communicate uncertainty in their projections?. (2020). Petersen, Luba ; Rholes, Ryan. In: Discussion Papers. RePEc:sfu:sfudps:dp20-01.

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2019The short-term spillover effects of the Fed on Chinese financial market The overshooting model or the portfolio balance theory. (2019). Chen, Dewen ; Zhang, Feiyan. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:9:y:2019:i:5:f:9_5_5.

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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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2020Interest Rates under Falling Stars In: American Economic Review.
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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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2015Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2015Resolving the spanning puzzle in macro-finance term structure models.(2015) In: Working Paper Series.
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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: 9		article
2015Restrictions on Risk Prices in Dynamic Term Structure Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper22
2016Restrictions on Risk Prices in Dynamic Term Structure Models.(2016) In: Working Paper Series.
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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: 22		article
2015Robust Bond Risk Premia In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper17
2015Robust bond risk premia.(2015) In: Working Paper Series.
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2017Robust Bond Risk Premia.(2017) In: NBER Working Papers.
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2018Robust Bond Risk Premia.(2018) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 17		article
2019Market-based monetary policy uncertainty In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2019Market-Based Monetary Policy Uncertainty.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 4		paper
2019Market-Based Monetary Policy Uncertainty.(2019) In: 2019 Meeting Papers.
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2019Market-Based Monetary Policy Uncertainty.(2019) In: Working Papers.
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2020The Feds Response to Economic News Explains the Fed Information Effect In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
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: 1		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: 1		paper
2014International channels of the Feds unconventional monetary policy In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article121
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: 121		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: 121		paper
2014Financial market outlook for inflation In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2014Options-based expectations of future policy rates In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2015Optimal policy and market-based expectations In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2015Can we rely on market-based inflation forecasts? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2016Do macro variables help forecast interest rates? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2016Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2017Bridging the Gap: Forecasting Interest Rates with Macro Trends In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2017A New Conundrum in the Bond Market? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2018Economic Forecasts with the Yield Curve In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article7
2018Information in the Yield Curve about Future Recessions In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article5
2019Zero Lower Bound Risk according to Option Prices In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2011Signals from unconventional monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article9
2011What moves the interest rate term structure? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2012Monetary policy and interest rate uncertainty In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article7
2012Fed asset buying and private borrowing rates In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article8
2013What caused the decline in long-term yields? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2013Expectations for monetary policy liftoff In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article5
2011Unbiased estimate of dynamic term structure models In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2011Nominal interest rates and the news In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2015Nominal Interest Rates and the News.(2015) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2011The signaling channel for Federal Reserve bond purchases In: Working Paper Series.
[Full Text][Citation analysis]		paper207
2014The Signaling Channel for Federal Reserve Bond Purchases.(2014) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 207		article
2013Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series.
[Full Text][Citation analysis]		paper73
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: 73		article
2014Inflation Expectations and the News In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2015Inflation Expectations and the News.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2020The Rising Cost of Climate Change: Evidence from the Bond Market In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2013The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper0
2012Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article94
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.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article0

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