Michael D. Bauer
Graduate Student
Department of Economics
University of California, San Diego
9500 Gilman Drive
La Jolla, CA 92093-0508
office: Sequoyah Hall 235
(maps.ucsd.edu)
email: mbauer (at) ucsd.edu
|  |
Research
The federal funds rate is the primary policy instrument for monetary policy in
the United States. Expectations of market participants about future monetary policy can
be extracted from the prices of federal funds futures, since their payoffs are based
on the average effective federal funds rate over a certain month. My current research
focuses on deriving the term structure of monetary policy expectations from
federal funds futures.
You can download my most current research paper here.
My advisor is James D. Hamilton. See his homepage
here or check out his blog Econbrowser.
Papers
- Federal Funds Futures and Monetary Policy Expectations, 2007, Third Year Fall Paper, UCSD
- Forecasting the Term Structure Using Nelson-Siegel Factors and Combines Forecasts, 2007, Second Year Applied Project, Econ 220F, UCSD
- Forecasting Changes in Nominal Exchange Rates - Can the Yield Curve Help?, 2006, Term Paper International Macro, Econ 246, UCSD
- The Fear of Being the Bad Guy, 2005, Term Paper Experimental Economics, University of St. Gallen
- Testing for Endogenous Growth, 2004, Master Thesis, University of St. Gallen
- Longitudinal vs. Cross-Sectional Analysis in Economic Voting Empirics, 2004, Term Paper Quantitative Political Science, University of St. Gallen
- Monte Carlo Analysis of Panel Estimators, 2004, Term Paper Applied Econometrics, University of St. Gallen
- Malthus and the Industrial Revolution: A Homeostatic Simulation of Population Growth, 2003, Term Paper Quantitative Political Science, University of St. Gallen
- Longevity Gains and "Full" Income Convergence, 2003, Term Paper Philosophy and Economics, University of St.
Gallen
Teaching Assistant
Winter 2008
Econ 220B - Graduate Econometrics
Instructor: James Hamilton
Review session: Fr, 11:00-12:00p, in SH 244
Office hours: Mo, 3:30-4:40p, and We, 5:00-6:00p, in my office
Econ 120B - Econometrics
Instructor: Eli Berman
Office hours: Mo, 7:00-9:00p, in Center 119, and We, 3:30-4:50p, in SH 244
Fall 2007
Econ 3 - Introduction to Macroeconomics
Instructor: Radu Munteanu
Extra OH for final: Thursday, Dec 13, 4-5p
Course website: http://dss.ucsd.edu/~rmuntean/econ3.htm
Tutoring - Hire a Ph.D. Student
Do you need help in your math, stats, econ or finance class?
Then make sure to check out my tutoring services:
Hire a Ph.D. Student
Services - Contact - Links - About
Personal
In 2005 I came to the U.S. and started the Ph.D. program in Economics at UCSD, currently being in my third year.
I was born on June 16, 1979, in Hamburg, Germany. Yes I love David Hasselhoff, Bratwurst, Kraftwerk, the Autobahn, and yes
I have been to the Oktoberfest. When I am not working I either surf in tiny waves, do 5k runs in an hour,
play basketball and have Seth kick my ass, go camping with Futch and Captain Ron, cook weird German food, or stroll the bars in PB and elsewhere.
Links
Econ Blogs
Resources for Economists
Surf Reports
Comic Strips