Details about Mingwei Yuan

Access statistics for papers by Mingwei Yuan.

Last updated 2007-10-21. Update your information in the RePEc Author Service.

Short-id: pyu4

Working Papers

2004

1. Market Valuation and Risk Assessment of Canadian Banks
   Staff Working Papers, Bank of Canada View citations (6)
   See also Journal Article in Review of Applied Economics (2006)

2000

2. Financial Intermediation with Heterogeneous Projects: An Application to the Japanese Credit Crunch
   Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal

1999

3. Credit Crunch in a Model of Financial Intermediation and Occupational Choice
   Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations (4)
   See also Journal Article in Journal of Macroeconomics (2004)
4. Credit Crunch, Bank Lending and Monetary Policy: A Model of Financial Intermediation with Heterogeneous Projects
   Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations (2)
5. Dynamic Employment and Hours Effects of Government Spending Shocks
   Staff Working Papers, Bank of Canada View citations (3)
   See also Journal Article in Journal of Economic Dynamics and Control (2000)
6. Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model
   Staff Working Papers, Bank of Canada View citations (5)

1998

7. Can a Matching Model Explain the Long-Run Increase in Canada's Unemployment Rate?
   Staff Working Papers, Bank of Canada View citations (2)
   Also in Working Paper, Federal Reserve Bank of Richmond (1998) View citations (2)
   See also Journal Article in Canadian Journal of Economics (1999)
8. The dynamic effects of government spending shocks on employment and work hours
   Working Paper, Federal Reserve Bank of Richmond

1995

9. Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta

Journal Articles

2006

1. A Semiparametric Two-Factor Term Structure Model
   The Journal of Financial Econometrics, 2006, 4, (2), 204-237 View citations (1)
2. Market Valuation and Risk Assessment of Canadian Banks
   Review of Applied Economics, 2006, 02, (1), 18 View citations (7)
   See also Working Paper (2004)

2004

3. Credit crunch in a model of financial intermediation and occupational choice
   Journal of Macroeconomics, 2004, 26, (4), 637-659 View citations (8)
   See also Working Paper (1999)

2000

4. Dynamic employment and hours effects of government spending shocks
   Journal of Economic Dynamics and Control, 2000, 24, (8), 1233-1263 View citations (34)
   See also Working Paper (1999)

1999

5. Can a Matching Model Explain the Long-Run Increase in Canada's Unemployment Rate?
   Canadian Journal of Economics, 1999, 32, (4), 878-905 View citations (1)
   See also Working Paper (1998)