EconPapers    
Economics at your fingertips  
 

Details about Min Wei

Homepage:https://sites.google.com/site/minweifrb/
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Min Wei.

Last updated 2019-07-22. Update your information in the RePEc Author Service.

Short-id: pwe296


Jump to Journal Articles Chapters

Working Papers

2019

  1. FLIGHTS TO SAFETY
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014) Downloads View citations (13)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (9)
    Working Paper Research, National Bank of Belgium (2012) Downloads View citations (4)
  2. Tips from TIPS: Update and Discussions
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)

2017

  1. Projected Evolution of the SOMA Portfolio and the 10-year Treasury Term Premium Effect
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
  2. The Effect of the Federal Reserve’s Securities Holdings on Longer-term Interest Rates
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)

2016

  1. Macroeconomic Sources of Recent Interest Rate Fluctuations
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Chicago Fed Letter (2016)
  2. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2010) Downloads View citations (7)
    BIS Working Papers, Bank for International Settlements (2008) Downloads View citations (27)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2008) Downloads View citations (30)

    See also Journal Article in Journal of Financial and Quantitative Analysis (2018)

2014

  1. Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (12)

    See also Journal Article in International Journal of Central Banking (2013)

2012

  1. Expectations about the Federal Reserve's balance sheet and the term structure of interest rates
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    See also Journal Article in International Journal of Central Banking (2018)

2010

  1. Evolving macroeconomic perceptions and the term structure of interest rates
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)

2009

  1. Confidence intervals for long-horizon predictive regressions via reverse regressions
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)

2007

  1. The Term Structure of Real Rates and Expected Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    See also Journal Article in Journal of Finance (2008)

2006

  1. Do macro variables, asset markets, or surveys forecast inflation better?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (41)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (16)

    See also Journal Article in Journal of Monetary Economics (2007)

2005

  1. TIPS: Taking Inflation Premium Seriously
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (1)

2004

  1. What Does the Yield Curve Tell us about GDP Growth?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    See also Journal Article in Journal of Econometrics (2006)

2002

  1. Uncovered Interest Rate Parity and the Term Structure
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    See also Journal Article in Journal of International Money and Finance (2007)

Journal Articles

2018

  1. Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates
    International Journal of Central Banking, 2018, 14, (2), 341-391 Downloads View citations (3)
    See also Working Paper (2012)
  2. Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices
    Journal of Financial and Quantitative Analysis, 2018, 53, (1), 395-436 Downloads View citations (9)
    See also Working Paper (2016)

2016

  1. Macroeconomic Sources of Recent Interest Rate Fluctuations
    Chicago Fed Letter, 2016 Downloads
    See also Working Paper (2016)

2013

  1. REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING
    Journal of Applied Econometrics, 2013, 28, (3), 353-371 View citations (6)
  2. Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms
    International Journal of Central Banking, 2013, 9, (1), 3-39 Downloads View citations (69)
    See also Working Paper (2014)

2012

  1. Evolving macroeconomic perceptions and the term structure of interest rates
    Journal of Economic Dynamics and Control, 2012, 36, (2), 239-254 Downloads View citations (19)
    See also Working Paper (2010)

2008

  1. The Term Structure of Real Rates and Expected Inflation
    Journal of Finance, 2008, 63, (2), 797-849 Downloads View citations (151)
    See also Working Paper (2007)

2007

  1. Do macro variables, asset markets, or surveys forecast inflation better?
    Journal of Monetary Economics, 2007, 54, (4), 1163-1212 Downloads View citations (341)
    See also Working Paper (2006)
  2. Uncovered interest rate parity and the term structure
    Journal of International Money and Finance, 2007, 26, (6), 1038-1069 Downloads View citations (66)
    See also Working Paper (2002)

2006

  1. What does the yield curve tell us about GDP growth?
    Journal of Econometrics, 2006, 131, (1-2), 359-403 Downloads View citations (289)
    Also in Proceedings, 2003, (mar) (2003) Downloads View citations (61)

    See also Working Paper (2004)

Chapters

2019

  1. Comments on "Determinants of Asia-pacific government bond yields"
    A chapter in Asia-Pacific fixed income markets: evolving structure, participation and pricing, 2019, vol. 102, pp 41-44 Downloads
 
Page updated 2020-02-18