Michael Dominic Bauer : Citation Profile

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

18

H index

24

i10 index

1572

Citations

RESEARCH PRODUCTION:

39

Articles

47

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 112
   Journals where Michael Dominic Bauer has often published
   Relations with other researchers
   Recent citing documents: 178.    Total self citations: 44 (2.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba824
   Updated: 2025-03-08    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

Rudebusch, Glenn (10)

Swanson, Eric (9)

Chernov, Mikhail (4)

Pflueger, Carolin (3)

Lakdawala, Aeimit (2)

Mueller, Philippe (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)

Lakdawala, Aeimit (18)

Schrimpf, Andreas (18)

Lemke, Wolfgang (16)

Cao, Shuo (16)

Kaminska, Iryna (14)

B. De Rezende, Rafael (13)

Meldrum, Andrew (13)

Schupp, Fabian (13)

Cites to:

Rudebusch, Glenn (56)

Swanson, Eric (44)

Gürkaynak, Refet (42)

Piazzesi, Monika (25)

Ang, Andrew (24)

Williams, John (23)

Wright, Jonathan (19)

Singleton, Kenneth (19)

Kuttner, Kenneth (18)

Campbell, John (17)

Diebold, Francis (16)

Main data

Where Michael Dominic Bauer has published?

Journals with more than one article published# docs
FRBSF Economic Letter21
American Economic Review3
Journal of Money, Credit and Banking2
International Journal of Central Banking2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco17
CESifo Working Paper Series / CESifo14
IMFS Working Paper Series / Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)6
NBER Working Papers / National Bureau of Economic Research, Inc5

Recent works citing Michael Dominic Bauer (2025 and 2024)

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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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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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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2025Impact of COVID-19 Pandemic and Macroeconomics on Long-term Government Bond Yields Interest Rate in Emerging Markets: ARDL Approach. (2025). Yulianita, Anna ; Robiani, Bernadette ; Shodrokova, Xenaneira. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:1:p:113-132.

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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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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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2024Monetary policy shocks and inflation inequality. (2024). Mangiante, Giacomo ; Lauper, Christoph. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1474_24.

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2025Business loan characteristics and inflation shocks transmission in the euro area. (2025). Piersanti, Fabio Massimo ; Michelangeli, Valentina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1477_25.

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2025.

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2024Interest rate risk exposures of non-financial corporates and households. (2024). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:70.

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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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2024Reassessing the Effectiveness and Transmission of Monetary Policy: Review of the Jackson Hole Economic Policy Symposium. (2024). Ivanova, Nadezhda ; Sinyakov, Andrey ; Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:119-144.

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2025Monetary policy communication shocks and the macroeconomy. (2025). Kolb, Benedikt ; Goodhead, Robert. In: Economica. RePEc:bla:econom:v:92:y:2025:i:365:p:173-198.

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2024.

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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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2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085.

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2024Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753.

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2024What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665.

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2024.

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2024Geopolitical volatility and subsidiary investments. (2024). Sabel, Christopher Albert ; Dorobantu, Sinziana ; Adarkwah, Gilbert Kofi ; Zilja, Flladina. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:11:p:2275-2306.

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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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2024Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach. (2024). Kaihatsu, Sohei ; Kasai, Yoshiyasu ; Yamamoto, Hiroki ; Hirata, Atsuki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e21.

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2025The Short Lags of Monetary Policy. (2025). Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V ; Ortiz, A ; Moura, A S ; Hansen, S ; Duarte, J B ; Corsetti, G ; Carvalho, V M ; Buda, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

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2025.

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2024Categorical Thinking About Interest Rates. (2024). Wang, Chen ; Townsend, Richard ; Shue, Kelly. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11558.

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2025Quantitative easing and preferred habitat investors in the euro area bond market. (2025). Vermeulen, Robert ; de Souza, Tomaas Carrera ; Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:826.

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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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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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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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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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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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2024A tale of two tightenings. (2024). Lu, Yundi ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000988.

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2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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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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2024Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487.

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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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2024Do investors benefit from investing in stocks of green bond issuers?. (2024). Silva, Florinda ; Cortez, Maria Ceu ; Badia, Guillermo. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003434.

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2024US monetary policy and real exchange rate dynamics: the role of exchange rate arrangements and capital controls. (2024). Ma, Zhenyu ; Xiao, Zehua ; Wang, Ning. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003756.

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2024Stock market responses to unconventional monetary policy shocks. (2024). Jang, Woon Wook ; Ho, Young ; Wang, Jialing. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004300.

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2024Monetary policy shock and corporate innovation: Evidence from China. (2024). Ma, Yong ; Wang, Mengyuan. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000487.

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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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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024Carbon taxes and tariffs, financial frictions, and international spillovers. (2024). Kim, Giseong ; Carattini, Stefano ; Pommeret, Aude ; Melkadze, Givi. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002125.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2024Is energy firms investment behavior more sensitive on corporate perception of monetary policy?. (2024). He, Yurun ; Lu, Meiting ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004572.

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2024Climate governance and carbon risk in the global energy sector: Insights into corporate environmental initiatives. (2024). Trinh, Vu Quang ; Dao, Thuy ; Nguyen, Tam Huy ; Lieu, Minh-Lý, . In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004900.

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2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2024Monetary policy uncertainty and green investment decisions: A cross-national spillover perspective. (2024). Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400574x.

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2024Monetary policy, corporate credit and digital transformation. (2024). Jiang, Ruishi ; Long, Keru ; Ruan, Jia ; Ni, Jianhui. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007682.

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2024Quantitative easing and bank risk-taking: Evidence from the federal reserves large-scale asset purchases. (2024). Zhang, Zheng ; Wang, Wenxue ; Song, Ciji. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007827.

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2024Does corporate greenwashing affect investors decisions?. (2024). Shu, Xin ; Li, Tinghui ; Liao, Gaoke. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324009073.

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2024Greenium and public climate concerns: Evidence from China. (2024). Fang, Yong ; Wang, Yande ; Zhao, Daping. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011218.

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2024Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2024ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet Huseyin ; Zaremba, Adam ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

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2024Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422.

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2024U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845.

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2024Firm carbon risk exposure, stock returns, and dividend payment. (2024). Nguyen, Duc Khuong ; Hasan, Fakhrul ; Choudhury, Tonmoy ; Boubaker, Sabri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:221:y:2024:i:c:p:248-276.

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2024Big news: Climate-disaster expectations and the business cycle. (2024). Müller, Gernot ; Mller, Gernot J ; Dietrich, Alexander M ; Schoenle, Raphael S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:227:y:2024:i:c:s0167268124003330.

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2024Green Road is open: Economic Pathway with a carbon price escalator. (2024). Bretschger, Lucas. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:127:y:2024:i:c:s0095069624001074.

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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.
[Full Text][Citation analysis]		article72
2020Interest Rates under Falling Stars In: American Economic Review.
[Full Text][Citation analysis]		article77
2017Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 77		paper
2019Interest Rates Under Falling Stars.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 77		paper
2023An Alternative Explanation for the Fed Information Effect In: American Economic Review.
[Full Text][Citation analysis]		article37
2020An Alternative Explanation for the “Fed Information Effect”.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2023Risk Appetite and the Risk-Taking Channel of Monetary Policy In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article14
2024Interest Rate Skewness and Biased Beliefs In: Journal of Finance.
[Full Text][Citation analysis]		article10
2021Interest Rate Skewness and Biased Beliefs.(2021) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
2021Interest Rate Skewness and Biased Beliefs.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2021Interest rate skewness and biased beliefs.(2021) In: IMFS Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
2022Climate Policy Curves: Linking Policy Choices to Climate Outcomes In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2022Perceptions about Monetary Policy In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper10
2023Perceptions about Monetary Policy.(2023) In: Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
2022Perceptions about Monetary Policy.(2022) In: NBER Working Papers.
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2024Perceptions About Monetary Policy*.(2024) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 10		article
2022Perceptions about monetary policy.(2022) In: IMFS Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
2023Where Is the Carbon Premium? Global Performance of Green and Brown Stocks In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper22
2022Where is the carbon premium? Global performance of green and brown stocks.(2022) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 22		paper
2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
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: 3		paper
2024Corporate Green Pledges In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Corporate Green Pledges.(2024) In: Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2024Corporate green pledges.(2024) In: IMFS Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2024Green Stocks and Monetary Policy Shocks: Evidence from Europe In: CESifo Working Paper Series.
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2024Green Stocks and Monetary Policy Shocks: Evidence from Europe.(2024) In: Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2024Green stocks and monetary policy shocks: Evidence from Europe.(2024) In: IMFS Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2015Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		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		paper
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		article
2015Restrictions on Risk Prices in Dynamic Term Structure Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper41
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: 41		paper
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: 41		article
2015Robust Bond Risk Premia In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper75
2015Robust bond risk premia.(2015) In: Working Paper Series.
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This paper has nother version. Agregated cites: 75		paper
2017Robust Bond Risk Premia.(2017) In: NBER Working Papers.
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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: 75		article
2019Market-based monetary policy uncertainty In: CESifo Working Paper Series.
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