Details about Min Wei

Access statistics for papers by Min Wei.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pwe296

Working Papers

2024

1. Inflation Disagreement Weakens the Power of Monetary Policy
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   Also in Working Paper Series, Federal Reserve Bank of San Francisco (2024)

2023

2. Why Does the Yield Curve Predict GDP Growth? The Role of Banks
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2023)

2020

3. Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
4. Measuring the Natural Rate of Interest: The Role of Inflation Expectations
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
5. What Drove Recent Trends in Corporate Bonds and Loans Usage?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2019

6. FLIGHTS TO SAFETY
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (12)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (31)
   Working Paper Research, National Bank of Belgium (2012) View citations (5)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (13)
7. Tips from TIPS: Update and Discussions
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (7)

2017

8. 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.) View citations (6)
9. 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.) View citations (9)

2016

10. Macroeconomic Sources of Recent Interest Rate Fluctuations
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    See also Journal Article Macroeconomic Sources of Recent Interest Rate Fluctuations, Chicago Fed Letter, Federal Reserve Bank of Chicago (2016) View citations (1) (2016)

2014

11. 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.) View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (15)
    See also Journal Article Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms, International Journal of Central Banking, International Journal of Central Banking (2013) View citations (114) (2013)
12. 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.) View citations (21)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2008) View citations (29)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2010) View citations (8)
    BIS Working Papers, Bank for International Settlements (2008) View citations (27)
    See also Journal Article Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices, Journal of Financial and Quantitative Analysis, Cambridge University Press (2018) View citations (91) (2018)

2012

13. 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.) View citations (7)
    See also Journal Article Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates, International Journal of Central Banking, International Journal of Central Banking (2018) View citations (24) (2018)

2010

14. 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.) View citations (1)
    See also Journal Article Evolving macroeconomic perceptions and the term structure of interest rates, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (29) (2012)

2009

15. 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.) View citations (3)

2007

16. The Term Structure of Real Rates and Expected Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
    See also Journal Article The Term Structure of Real Rates and Expected Inflation, Journal of Finance, American Finance Association (2008) View citations (244) (2008)

2006

17. 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.) View citations (43)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (30)
    See also Journal Article Do macro variables, asset markets, or surveys forecast inflation better?, Journal of Monetary Economics, Elsevier (2007) View citations (617) (2007)

2005

18. TIPS: Taking Inflation Premium Seriously
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)

2004

19. What Does the Yield Curve Tell us about GDP Growth?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    See also Journal Article What does the yield curve tell us about GDP growth?, Journal of Econometrics, Elsevier (2006) View citations (418) (2006)

2002

20. Uncovered Interest Rate Parity and the Term Structure
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
    See also Journal Article Uncovered interest rate parity and the term structure, Journal of International Money and Finance, Elsevier (2007) View citations (86) (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 View citations (24)
   See also Working Paper Expectations about the Federal Reserve's balance sheet and the term structure of interest rates, Finance and Economics Discussion Series (2012) View citations (7) (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 View citations (91)
   See also Working Paper Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices, Finance and Economics Discussion Series (2014) View citations (21) (2014)

2016

3. Macroeconomic Sources of Recent Interest Rate Fluctuations
   Chicago Fed Letter, 2016 View citations (1)
   See also Working Paper Macroeconomic Sources of Recent Interest Rate Fluctuations, FEDS Notes (2016) View citations (1) (2016)

2013

4. REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING
   Journal of Applied Econometrics, 2013, 28, (3), 353-371 View citations (20)
5. 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 View citations (114)
   See also Working Paper Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs, Finance and Economics Discussion Series (2014) View citations (1) (2014)

2012

6. Evolving macroeconomic perceptions and the term structure of interest rates
   Journal of Economic Dynamics and Control, 2012, 36, (2), 239-254 View citations (29)
   See also Working Paper Evolving macroeconomic perceptions and the term structure of interest rates, Finance and Economics Discussion Series (2010) View citations (1) (2010)

2008

7. The Term Structure of Real Rates and Expected Inflation
   Journal of Finance, 2008, 63, (2), 797-849 View citations (244)
   See also Working Paper The Term Structure of Real Rates and Expected Inflation, NBER Working Papers (2007) View citations (30) (2007)

2007

8. Do macro variables, asset markets, or surveys forecast inflation better?
   Journal of Monetary Economics, 2007, 54, (4), 1163-1212 View citations (617)
   See also Working Paper Do macro variables, asset markets, or surveys forecast inflation better?, Finance and Economics Discussion Series (2006) View citations (43) (2006)
9. Uncovered interest rate parity and the term structure
   Journal of International Money and Finance, 2007, 26, (6), 1038-1069 View citations (86)
   See also Working Paper Uncovered Interest Rate Parity and the Term Structure, NBER Working Papers (2002) View citations (30) (2002)

2006

10. What does the yield curve tell us about GDP growth?
    Journal of Econometrics, 2006, 131, (1-2), 359-403 View citations (418)
    Also in Proceedings, 2003, (Mar) (2003) View citations (64)
    See also Working Paper What Does the Yield Curve Tell us about GDP Growth?, NBER Working Papers (2004) View citations (28) (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