Michael Dominic Bauer : Citation Profile


Are you Michael Dominic Bauer?

Federal Reserve Bank of San Francisco (99% share)
Universität Hamburg (1% share)

17

H index

20

i10 index

1471

Citations

RESEARCH PRODUCTION:

36

Articles

41

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2011 - 2024). See details.
   Cites by year: 113
   Journals where Michael Dominic Bauer has often published
   Relations with other researchers
   Recent citing documents: 237.    Total self citations: 37 (2.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba824
   Updated: 2024-11-04    RAS profile: 2024-04-05    
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Relations with other researchers


Works with:

Rudebusch, Glenn (10)

Swanson, Eric (9)

Lakdawala, Aeimit (5)

Mueller, Philippe (5)

Chernov, Mikhail (3)

Pflueger, Carolin (2)

Mertens, Thomas (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 (31)

Christensen, Jens (21)

Rudebusch, Glenn (19)

Cao, Shuo (16)

Lemke, Wolfgang (16)

Schrimpf, Andreas (16)

Kaminska, Iryna (15)

Lakdawala, Aeimit (14)

Meldrum, Andrew (13)

Schupp, Fabian (13)

B. De Rezende, Rafael (12)

Cites to:

Rudebusch, Glenn (50)

Swanson, Eric (36)

Gürkaynak, Refet (31)

Piazzesi, Monika (25)

Ang, Andrew (25)

Singleton, Kenneth (19)

Williams, John (19)

Wright, Jonathan (19)

Campbell, John (17)

Christensen, Jens (15)

Wu, Jing Cynthia (15)

Main data


Where Michael Dominic Bauer has published?


Journals with more than one article published# docs
FRBSF Economic Letter20
American Economic Review3
International Journal of Central Banking2
Journal of Money, Credit and Banking2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco15
CESifo Working Paper Series / CESifo12
NBER Working Papers / National Bureau of Economic Research, Inc5
IMFS Working Paper Series / Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)4

Recent works citing Michael Dominic Bauer (2024 and 2023)


YearTitle of citing document
2024United States and Global Macroeconomic Projections to 2033. (2024). Davis, James D ; Johnson, William ; Zeng, Wendy. In: Economic Information Bulletin. RePEc:ags:uersib:342469.

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2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2023The Transmission of US Monetary Policy Shocks The Role of Investment & Financial Heterogeneity. (2023). Venegas, Sebastian Ramirez ; Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:230.

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2023International Spillovers of ECB Interest Rates Monetary Policy & Information Effects. (2023). Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:250.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2024A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269.

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2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164.

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2023International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects. (2023). Camara, Santiago. In: Papers. RePEc:arx:papers:2306.04562.

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2023Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145.

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2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2024Sustainable Development Goal (SDG) 8: New Zealand Prospects while Yield Curve Inverts in Central Bank Digital Currency (CBDC) Era. (2023). Chu, Qionghua. In: Papers. RePEc:arx:papers:2311.06718.

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2024Towards a representative social cost of carbon. (2024). Tol, Richard ; Wang, Fangzhi ; Dong, Jinchi. In: Papers. RePEc:arx:papers:2404.04989.

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2024Taylor Rule and Shadow Rates: theory and empirical analysis. (2024). Lupiani, Camilla. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24218.

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2023Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media. (2023). Song, Wenting ; MacAulay, Alistair. In: Staff Working Papers. RePEc:bca:bocawp:23-23.

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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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2024Monetary Policy Transmission Through Shadow and Traditional Banks. (2024). Enkhbold, Amina. In: Staff Working Papers. RePEc:bca:bocawp:24-8.

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2023Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint. (2023). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio ; Corneli, Flavia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_772_23.

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2024Market perceptions, monetary policy, and credibility. (2024). Cuciniello, Vincenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1449_24.

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2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis. (2023). Villamizar-Villegas, mauricio ; Pinzon-Puerto, Freddy A. In: Borradores de Economia. RePEc:bdr:borrec:1223.

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2023Did interest rate guidance in emerging markets work?. (2023). Gadanecz, Blaise ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1080.

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2023The term structure of inflation forecasts disagreement and monetary policy transmission. (2023). Zhu, Sonya ; Xia, Dora ; Barbera, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:1114.

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2024Monetary Policy Transmission in Emerging Markets: Proverbial Concerns, Novel Evidence. (2024). Grigoli, Francesco ; Sandri, Damiano ; Checo, Ariadne. In: BIS Working Papers. RePEc:bis:biswps:1170.

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2024International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Schaffer, Matthew ; Rahman, Md Rashedur. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100.

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2024Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

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2024Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission. (2024). Willems, Tim ; van der Ploeg, Frederick. In: Bank of England working papers. RePEc:boe:boeewp:1065.

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2023Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629.

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2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

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2023Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058.

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2023The pricing of climate transition risk in Europe’s equity market. (2023). van Wijnbergen, Sweder ; Luijendijk, Rianne ; Loyson, Philippe. In: Working Papers. RePEc:dnb:dnbwpp:788.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Levieuge, Gregory ; Garcia-Revelo, Jose. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

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2023Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2023Central bank communication by ??? The economics of public policy leaks. (2023). Ehrmann, Michael ; Rieder, Kilian ; Gnan, Phillipp. In: Working Paper Series. RePEc:ecb:ecbwps:20232846.

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2023Identification of systematic monetary policy. (2023). Istrefi, Klodiana ; Meier, Matthias ; Hack, Lukas. In: Working Paper Series. RePEc:ecb:ecbwps:20232851.

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2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2024Macro and micro of external finance premium and monetary policy transmission. (2024). Quaedvlieg, Rogier ; Gurkaynak, Refet S ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242934.

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2024Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Bhat, Javed Ahmad ; Padhan, Rakesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982.

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2023A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382.

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2023Chinas monetary policy surprises and corporate real investment. (2023). Zhang, Chengsi ; Tang, Huoqing ; Lu, Dong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001511.

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2023The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858.

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2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

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2023Monetary policy inertia and the paradox of flexibility. (2023). Bonciani, Dario ; Oh, Joonseok. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300074x.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099.

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2024International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411.

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2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

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2023Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342.

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2023Central bank lending facility and investment efficiency of non-SOEs: evidence from China. (2023). Si, Deng-Kui ; Ding, Hui ; Xie, Pinyi ; Li, Xiao-Lin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300233x.

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2023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651.

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2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2023Bank and non-bank balance sheet responses to monetary policy shocks. (2023). Mazelis, Falk ; Rast, Sebastian ; Holm-Hadulla, Federic. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003925.

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2023Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665.

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2024The impact of monetary policy shocks — Do not rule out central bank information effects or economic news. (2024). Santos, Italo Morais ; Laumer, Sebastian. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001174.

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2023Are bond returns predictable with real-time macro data?. (2023). Li, Kunpeng ; Jiang, Fuwei ; Huang, Dashan ; Zhou, Guofu ; Tong, Guoshi. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001161.

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2023Communicating Monetary Policy Rules. (2023). Foerster, Andrew ; Davig, Troy. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001763.

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2023Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x.

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2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2023Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919.

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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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article70
2020Interest Rates under Falling Stars In: American Economic Review.
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article75
2017Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 75
paper
2019Interest Rates Under Falling Stars.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 75
paper
2023An Alternative Explanation for the Fed Information Effect In: American Economic Review.
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article34
2020An Alternative Explanation for the “Fed Information Effect”.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 34
paper
2023Risk Appetite and the Risk-Taking Channel of Monetary Policy In: Journal of Economic Perspectives.
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article8
2022Climate Policy Curves: Linking Policy Choices to Climate Outcomes In: CESifo Working Paper Series.
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2022Perceptions about Monetary Policy In: CESifo Working Paper Series.
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paper8
2023Perceptions about Monetary Policy.(2023) In: Working Paper Series.
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This paper has nother version. Agregated cites: 8
paper
2022Perceptions about Monetary Policy.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 8
paper
2022Perceptions about monetary policy.(2022) In: IMFS Working Paper Series.
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This paper has nother version. Agregated cites: 8
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2023Where Is the Carbon Premium? Global Performance of Green and Brown Stocks In: CESifo Working Paper Series.
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paper15
2022Where is the carbon premium? Global performance of green and brown stocks.(2022) In: Other publications TiSEM.
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2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act In: CESifo Working Paper Series.
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paper2
2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act.(2023) In: Working Paper Series.
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This paper has nother version. Agregated cites: 2
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2015Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series.
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paper36
2015Resolving the spanning puzzle in macro-finance term structure models.(2015) In: Working Paper Series.
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This paper has nother version. Agregated cites: 36
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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 nother version. Agregated cites: 36
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2015Restrictions on Risk Prices in Dynamic Term Structure Models In: CESifo Working Paper Series.
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paper42
2011Restrictions on Risk Prices in Dynamic Term Structure Models.(2011) In: Working Paper Series.
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This paper has nother version. Agregated cites: 42
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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 nother version. Agregated cites: 42
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2015Robust Bond Risk Premia In: CESifo Working Paper Series.
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paper73
2015Robust bond risk premia.(2015) In: Working Paper Series.
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This paper has nother version. Agregated cites: 73
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2017Robust Bond Risk Premia.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 73
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2018Robust Bond Risk Premia.(2018) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 73
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2019Market-based monetary policy uncertainty In: CESifo Working Paper Series.
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paper40
2021Market-Based Monetary Policy Uncertainty.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 40
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2022Market-Based Monetary Policy Uncertainty.(2022) In: The Economic Journal.
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This paper has nother version. Agregated cites: 40
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2019Market-Based Monetary Policy Uncertainty.(2019) In: 2019 Meeting Papers.
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This paper has nother version. Agregated cites: 40
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2019Market-Based Monetary Policy Uncertainty.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 40
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2020The Feds Response to Economic News Explains the Fed Information Effect In: CESifo Working Paper Series.
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paper27
2020The Feds Response to Economic News Explains the “Fed Information Effect”.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 27
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2021The Feds response to economic news explains the Fed information effect.(2021) In: IMFS Working Paper Series.
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This paper has nother version. Agregated cites: 27
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2021Interest Rate Skewness and Biased Beliefs In: CESifo Working Paper Series.
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2021Interest Rate Skewness and Biased Beliefs.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 8
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2021Interest rate skewness and biased beliefs.(2021) In: IMFS Working Paper Series.
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This paper has nother version. Agregated cites: 8
paper
2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification In: CESifo Working Paper Series.
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paper56
2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2022) In: NBER Chapters.
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2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2022) In: NBER Working Papers.
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2023A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2023) In: NBER Macroeconomics Annual.
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2012International channels of the Fed’s unconventional monetary policy.(2012) In: Working Papers.
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