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Michael D. Bauer

Financial Economist

Universität Hamburg

Welcome to my website! I’m a Professor of Financial Economics at Unitersität Hamburg, a research fellow of the CESifo Research Network, and a member of the Macro Finance Society. I recently moved back to Germany, my home country. Previously I had been working as an economist at the Federal Reserve Bank of San Francisco since 2010.

My research focuses on the interactions of financial markets with the macroeconomy and monetary policy. I am particularly interested in trying to understand the effects of monetary policy actions on financial markets, the determinants of long-term interest rates, macro-financial linkages more generally, and, more recently, the role of financial markets for climate change. My work has been published in leading economics journals including the American Economic Review, the Review of Financial Studies, and the Journal of Business and Economic Statistics.

I obtained my Ph.D. in Economics at the University of California, San Diego, where Jim Hamilton was my doctoral adviser, and my B.A. in Economics and M.A. in Quantitative Economics and Finance from the University of St. Gallen, Switzerland.

CV 🔹 Google scholar 🔹 RePeC page 🔹 SSRN page

Interests

  • Financial Economics
  • Monetary Economics
  • Time Series Econometrics

Education

  • Ph.D. in Economics, 2010

    University of California, San Diego

  • M.A. in Quantitative Economics and Finance, 2005

    University of St. Gallen, Switzerland

  • B.A. in Economics, 2003

    University of St. Gallen, Switzerland

Working Papers

(2019). Market-Based Monetary Policy Uncertainty. Federal Reserve Bank of San Francisco Working Paper.

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Disclaimer: The material on this website does not necessarily reflect the views of the Federal Reserve Bank of San Francisco or the Federal Reserve System.