Working Papers

Michael D. Bauer, Eric T. Swanson (2020). The Fed's Response to Economic News Explains the 'Fed Information Effect'. Federal Reserve Bank of San Francisco Working Paper.

Michael D. Bauer, Aeimit Lakdawala, Philippe Mueller (2019). Market-Based Monetary Policy Uncertainty. Federal Reserve Bank of San Francisco Working Paper.

Publications

Michael D. Bauer, Glenn D. Rudebusch (2019). Interest Rates Under Falling Stars. American Economic Review.

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Michael D. Bauer (2018). Restrictions on Risk Prices in Dynamic Term Structure Models. Journal of Business and Economic Statistics.

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Michael D. Bauer, James D. Hamilton (2017). Robust Bond Risk Premia. Review of Financial Studies.

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Michael D. Bauer, Glenn D. Rudebusch (2017). Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. Review of Finance.

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Michael D. Bauer, Glenn D. Rudebusch (2016). Monetary Policy Expectations at the Zero Lower Bound. Journal of Money, Credit and Banking.

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Michael D. Bauer (2015). Nominal Interest Rates and the News. Journal of Money, Credit and Banking.

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Michael D. Bauer (2015). Inflation Expectations and the News. International Journal of Central Banking.

Michael D. Bauer, Glenn D. Rudebusch (2014). The Signaling Channel for Federal Reserve Bond Purchases. International Journal of Central Banking.

Michael D. Bauer, Christopher J. Neely (2014). International Channels of the Fed’s Unconventional Monetary Policy. Journal of International Money and Finance.

Michael D. Bauer, Glenn D. Rudebusch, Jing Cynthia Wu (2014). Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment. American Economic Review.

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Michael D. Bauer, Glenn D. Rudebusch, Jing Cynthia Wu (2012). Correcting Estimation Bias in Dynamic Term Structure Models. Journal of Business and Economic Statistics.

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