CESifo Research Network Fellow

Michael D. Bauer

Universität Hamburg
Faculty of Business, Economics and Social Sciences
Von-Melle-Park 5, 20146, Hamburg, Germany

Affiliated Research Network Area

Macro, Money, and International Finance

Fields of Interest

  • Financial Economics
  • Monetary Economics
  • Time Series Econometrics

CESifo Working Papers

The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act

Michael D. Bauer, Eric A. Offner, Glenn D. Rudebusch
CESifo, Munich, 2023
CESifo Working Paper No. 10739

Where Is the Carbon Premium? Global Performance of Green and Brown Stocks

Michael D. Bauer, Daniel Huber, Glenn D. Rudebusch, Ole Wilms
CESifo, Munich, 2023
CESifo Working Paper No. 10246

Perceptions about Monetary Policy

Michael D. Bauer, Carolin E. Pflueger, Adi Sunderam
CESifo, Munich, 2022
CESifo Working Paper No. 10182

Climate Policy Curves: Linking Policy Choices to Climate Outcomes

Martin C. Hänsel, Michael D. Bauer, Moritz A. Drupp, Gernot Wagner, Glenn D. Rudebusch
CESifo, Munich, 2022
CESifo Working Paper No. 10113

A Reassessment of Monetary Policy Surprises and High-Frequency Identification

Michael D. Bauer, Eric T. Swanson
CESifo, Munich, 2022
CESifo Working Paper No. 9642

Interest Rate Skewness and Biased Beliefs

Michael D. Bauer, Mikhail Chernov
CESifo, Munich, 2021
CESifo Working Paper No. 9150

The Fed's Response to Economic News Explains the "Fed Information Effect"

Michael D. Bauer, Eric T. Swanson
CESifo, Munich, 2020
CESifo Working Paper No. 8151

Market-based monetary policy uncertainty

Michael D. Bauer, Aeimit Lakdawala, Philippe Mueller
CESifo, Munich, 2019
CESifo Working Paper No. 7621

Interest Rates Under Falling Stars

Michael D. Bauer, Glenn D. Rudebusch
CESifo, Munich, 2017
CESifo Working Paper No. 6571

Robust Bond Risk Premia

Michael D. Bauer, James D. Hamilton
CESifo, Munich, 2015
CESifo Working Paper No. 5541

Restrictions on Risk Prices in Dynamic Term Structure Models

Michael D. Bauer
CESifo, Munich, 2015
CESifo Working Paper No. 5241

Resolving the Spanning Puzzle in Macro-Finance Term Structure Models

Michael D. Bauer, Glenn D. Rudebusch
CESifo, Munich, 2015
CESifo Working Paper No. 5187