Min Wei : Citation Profile


Are you Min Wei?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

9

H index

9

i10 index

1232

Citations

RESEARCH PRODUCTION:

11

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 72
   Journals where Min Wei has often published
   Relations with other researchers
   Recent citing documents: 122.    Total self citations: 10 (0.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe296
   Updated: 2019-12-07    RAS profile: 2019-07-22    
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Relations with other researchers


Works with:

King, Thomas (2)

Inghelbrecht, Koen (2)

Bekaert, Geert (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Min Wei.

Is cited by:

Bekaert, Geert (28)

Rudebusch, Glenn (19)

Monfort, Alain (17)

Favero, Carlo (14)

Koeda, Junko (13)

Kaminska, Iryna (12)

Hubert, Paul (12)

Moreno, Antonio (12)

Ravazzolo, Francesco (12)

Tristani, Oreste (11)

Zakrajsek, Egon (11)

Cites to:

Bekaert, Geert (21)

Campbell, John (16)

Watson, Mark (15)

Ang, Andrew (15)

Hodrick, Robert (9)

Orphanides, Athanasios (9)

Stock, James (9)

Mishkin, Frederic (8)

Piazzesi, Monika (7)

Shiller, Robert (6)

Diebold, Francis (5)

Main data


Where Min Wei has published?


Journals with more than one article published# docs
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)11
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)4

Recent works citing Min Wei (2019 and 2018)


YearTitle of citing document
2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

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2019iCurrency?. (2019). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1911.01272.

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2018Assessing the Impact of Demand Shocks on the US Term Premium. (2018). Zmitrowicz, Konrad ; Barnett, Russell. In: Discussion Papers. RePEc:bca:bocadp:18-7.

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2018Could a Higher Inflation Target Enhance Macroeconomic Stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; Labelle, Nicholas ; Dorich, Jose. In: Staff Working Papers. RePEc:bca:bocawp:18-17.

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2018Sluggish Forecasts. (2018). Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-39.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar. In: BIS Working Papers. RePEc:bis:biswps:713.

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2018Could a higher inflation target enhance macroeconomic stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; St-Pierre, Nicholas Labelle ; Dorich, Jose. In: BIS Working Papers. RePEc:bis:biswps:720.

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2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

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2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018Tracking and modelling prices using web‐scraped price microdata: towards automated daily consumer price index forecasting. (2018). Powell, Ben ; Winton, Joe ; Davies, Jennifer ; Mayhew, Matthew ; Elliott, Duncan ; Nason, Guy. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:737-756.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2018The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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2018Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006.

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2018Quantitative easing and sovereign bond yields: a global perspective. (2018). Migiakis, Petros ; Malliaropulos, Dimitrios. In: Working Papers. RePEc:bog:wpaper:253.

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2019High-Frequency Credit Spread Information and Macroeconomic Forecast Revision. (2019). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: Working Papers. RePEc:bok:wpaper:1917.

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2019Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916.

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2019Money Market Funds and Unconventional Monetary Policy. (2019). Dunne, Peter ; Sorbo, Jacopo ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:7/rt/19.

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2019The Effect of Government Debt on Interest Rates: Working Paper 2019-01. (2019). Seliski, John ; Gamber, Edward. In: Working Papers. RePEc:cbo:wpaper:55018.

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2019Inflation, Inflation Expectations, and the Phillips Curve: Working Paper 2019-07. (2019). Chen, Yiqun. In: Working Papers. RePEc:cbo:wpaper:55501.

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2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises. (2018). Kısacıkoğlu, Burçin ; Gürkaynak, Refet ; Wright, Jonathan H ; Kisacikolu, Burin ; Gurkaynak, Refet S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7229.

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2019The inverted yield curve in the USA: How much time is left until a recession?. (2019). Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2019/5.

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2018The Slope of the Term Structure and Recessions: The Pre-Fed Evidence, 1857-1913. (2018). Stuart, Rebecca ; Gerlach, Stefan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13013.

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2019The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices. (2019). End, Jan Willem ; van den End, Jan Willem ; Titzck, Stephanie. In: DNB Working Papers. RePEc:dnb:dnbwpp:627.

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2018The regional pricing of risk: An empirical investigation of the MENA Region. (2018). Kablan, Akassi ; Belanes, Amel ; Khaled, Khaled. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00990.

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2018From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149.

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2019Uncertainty shocks, monetary policy and long-term interest rates. (2019). amisano, gianni ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20192279.

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2019Tracing the impact of the ECB’s asset purchase programme on the yield curve. (2019). Lemke, Wolfgang ; Eser, Fabian ; Vladu, Andreea Liliana ; Radde, Soren ; Nyholm, Ken. In: Working Paper Series. RePEc:ecb:ecbwps:20192293.

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2019Modelling yields at the lower bound through regime shifts. (2019). Hördahl, Peter ; Hordahl, Peter ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20192320.

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2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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2018A hybrid spline-based parametric model for the yield curve. (2018). Almeida, Caio ; Faria, Adriano . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:72-94.

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2018Inflation as a global phenomenon—Some implications for inflation modeling and forecasting. (2018). Martínez García, Enrique ; Kabukçuoğlu, Ayşe ; Martinez-Garcia, Enrique ; Kabukuolu, Aye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:46-73.

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2018Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

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2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

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2018The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91.

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2019Predictive ability of financial variables in changing economic circumstances. (2019). Vataja, Juuso ; Rahko, Jaana ; Kuosmanen, Petri. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:37-47.

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2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Volkman, David A ; Risse, Marian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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2018Simulating historical inflation-linked bond returns. (2018). Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:374-389.

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2018Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80.

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2018Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.

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2018Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2018Option pricing under regime switching: Integration over simplexes method. (2018). Jang, Bong-Gyu ; Tae, Hyeon-Wuk. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:301-312.

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2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

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2018Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.

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2018What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311.

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2018Understanding survey-based inflation expectations. (2018). Berge, Travis J. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:788-801.

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2019What determines forecasters’ forecasting errors?. (2019). Nolte, Ingmar ; Pohlmeier, Winfried . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:11-24.

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2019Bagged neural networks for forecasting Polish (low) inflation. (2019). Szafranek, Karol. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1042-1059.

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2019Some observations on forecasting and policy. (2019). Wright, Jonathan H. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1186-1192.

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2019Recession forecasting using Bayesian classification. (2019). Hall, Aaron Smalter ; Davig, Troy. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:848-867.

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2018A theory of intermediated investment with hyperbolic discounting investors. (2018). Gao, Feng ; He, Ping ; Lex, A ; Alex, . In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:70-100.

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2018Disagreement about inflation and the yield curve. (2018). Heyerdahl-Larsen, Christian ; Gallmeyer, Michael ; Illeditsch, Philipp ; Ehling, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:459-484.

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2018Quantitative easing auctions of Treasury bonds. (2018). Song, Zhaogang ; Zhu, Haoxiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:103-124.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2018The eurozone (expected) inflation: An options eyes view. (2018). Ibáñez, Alfredo ; Gimeno, Ricardo ; Ibaez, Alfredo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:70-92.

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2018Measuring global and country-specific uncertainty. (2018). Sheng, Xuguang ; Ozturk, Ezgi O. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:276-295.

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2019The risk premium of gold. (2019). Simen, Chardin Wese ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:140-159.

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2018The meta-Phillips Curve: Modelling U.S. inflation in the presence of regime change. (2018). Aristidou, Chrystalleni . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:367-379.

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2019Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.

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2019The threshold effect of market sentiment and inflation expectations on gold price. (2019). Jia, Fei ; Huang, Xiaoyong ; Shi, YU ; Xu, Xiangyun. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

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2019Explaining future market return and evaluating market condition with common preferred spread index. (2019). Ku, Seungmo ; Lee, Changju ; Chang, Woojin ; Cho, Poongjin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:921-934.

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2019Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries. (2019). Vataja, Juuso ; Kuosmanen, Petri. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:211-222.

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2018Computing equilibrium bond prices in the Vayanos-Vila model. (2018). Hayashi, Fumio. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:2:p:181-195.

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2018Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets. (2018). Sowmya, Subramaniam ; Prasanna, Krishna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:178-192.

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2018The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach. (2018). Lange, Ronald Henry. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:164-182.

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2018Is monetary policy forward-looking in China?. (2018). Zhang, Chengsi ; Dang, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:4-14.

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2018Multi-moment risk, hedging strategies, & the business cycle. (2018). Racicot, François-Éric ; Theoret, Raymond . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:637-675.

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2018Inflation, Debt, and Default. (2018). Perri, Fabrizio ; Kondo, Illenin ; Hur, Sewon. In: Working Papers (Old Series). RePEc:fip:fedcwp:1812.

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2018US Monetary Policy and International Bond Markets. (2018). Zakrajsek, Egon ; Yue, Vivian ; Gilchrist, Simon. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-14.

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2018“Unconventional” Monetary Policy as Conventional Monetary Policy : A Perspective from the U.S. in the 1920s. (2018). Carlson, Mark ; Duygan-Bump, Burcu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-19.

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2018Price Pressure and Price Discovery in the Term Structure of Interest Rates. (2018). Tuzun, Tugkan ; Mixon, Scott. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-65.

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2019Monetary Policy Options at the Effective Lower Bound : Assessing the Federal Reserves Current Policy Toolkit. (2019). Vilan, Diego ; Gagnon, Etienne ; Zheng, Wei ; Trevino, James ; Schlusche, Bernd ; Paustian, Matthias ; Nakata, Taisuke ; Chung, Hess. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-03.

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2019Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-24.

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2019Information in Yield Spread Trades. (2019). Park, Yang-Ho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-25.

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2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew C ; Joergensen, Kasper ; Andreasen, Martin M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-40.

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2018Sustaining Full Employment and Inflation around Target : a speech at the Forecasters Club of New York, New York, New York, May 31, 2018.. (2018). Brainard, Lael. In: Speech. RePEc:fip:fedgsq:1005.

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2019Models, Markets, and Monetary Policy : a speech at the Hoover Institution Monetary Policy Conference Strategies for Monetary Policy, Stanford University, Stanford, California, May 3, 2019.. (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1058.

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2018Why Does the Yield-Curve Slope Predict Recessions?. (2018). Chyruk, Olena ; Benzoni, Luca ; Kelley, David. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-15.

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2018An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021.

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2019Deconstructing the yield curve. (2019). Gospodinov, Nikolay ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:884.

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2018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Hillebrand, Eric ; Li, Canlin ; Lee, Tae-Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

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2018Real Estate Soars and Financial Crises: Recent Stories. (2018). Jang, Hanwool ; Ahn, Kwangwon ; Sohn, Sungbin ; Song, Yena. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4559-:d:187353.

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2018Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model. (2018). Wang, Man ; Cheng, Chao ; Luo, Qin. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1691-:d:148435.

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2018On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2018). Hubert, Paul ; Cornand, Camille. In: Working Papers. RePEc:gat:wpaper:1821.

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2019Continuities and Discontinuities in Economic Forecasting. (2019). Sinclair, Tara. In: Working Papers. RePEc:gwc:wpaper:2019-003.

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2018On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2018). Hubert, Paul ; Cornand, Camille. In: Working Papers. RePEc:hal:wpaper:halshs-01890770.

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2018Can Risk Models Extract Inflation Expectations from Financial Market Data? Evidence from the Inflation Protected Securities of Six Countries. (2018). Tortorice, Daniel ; Kita, Arben . In: Working Papers. RePEc:hcx:wpaper:1801.

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2019The Effects of Asset Purchases and Normalization of US Monetary Policy. (2019). Okimoto, Tatsuyoshi ; Miyao, Ryuzo ; Hara, Naoko. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-16.

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2019The Real-Time Information Content of Financial Stress and Bank Lending on European Business Cycles. (2019). Theobald, Thomas ; Ruzicka, Josef ; Fiedler, Jakob. In: IMK Working Paper. RePEc:imk:wpaper:198-2019.

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2019Price discovery in Indian government securities market, monetary management and the cost of government borrowing. (2019). Goyal, Ashima. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2019-007.

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2018Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative?. (2018). Meyler, Aidan ; Grothe, Magdalena. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:9:y:2018:i:1:p:171-188.

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2018Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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2019Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending. (2019). Takahashi, Koji ; Shibamoto, Masahiko ; Nakashima, Kiyotaka. In: Discussion Paper Series. RePEc:kob:dpaper:dp2017-24.

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More than 100 citations found, this list is not complete...

Works by Min Wei:


YearTitleTypeCited
2019Comments on Determinants of Asia-pacific government bond yields In: BIS Papers chapters.
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chapter0
2008Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices In: BIS Working Papers.
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paper47
2018Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices.(2018) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 47
article
2008Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2008) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 47
paper
2010Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2010) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 47
paper
2016Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2016) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 47
paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
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article220
2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 220
paper
2012Evolving macroeconomic perceptions and the term structure of interest rates In: Journal of Economic Dynamics and Control.
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article19
2010Evolving macroeconomic perceptions and the term structure of interest rates.(2010) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 19
paper
2006What does the yield curve tell us about GDP growth? In: Journal of Econometrics.
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article342
2003What does the yield curve tell us about GDP growth?.(2003) In: Proceedings.
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This paper has another version. Agregated cites: 342
article
2004What Does the Yield Curve Tell us about GDP Growth?.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 342
paper
2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
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article88
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 88
paper
2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
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article388
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 388
paper
2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 388
paper
2009Confidence intervals for long-horizon predictive regressions via reverse regressions In: Finance and Economics Discussion Series.
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paper3
2012Term structure modelling with supply factors and the Federal Reserves Large Scale Asset Purchase programs In: Finance and Economics Discussion Series.
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paper13
2014Term Structure Modeling with Supply Factors and the Federal Reserves Large Scale Asset Purchase Programs.(2014) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 13
paper
2012Expectations about the Federal Reserves balance sheet and the term structure of interest rates In: Finance and Economics Discussion Series.
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paper6
2018Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates.(2018) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 6
article
2014Flights to Safety In: Finance and Economics Discussion Series.
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paper26
2012Flights to Safety.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 26
paper
2013Flights to Safety.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
paper
2019FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 26
paper
2016Macroeconomic Sources of Recent Interest Rate Fluctuations In: FEDS Notes.
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paper0
2016Macroeconomic Sources of Recent Interest Rate Fluctuations.(2016) In: Chicago Fed Letter.
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This paper has another version. Agregated cites: 0
article
2017The Effect of the Federal Reserve’s Securities Holdings on Longer-term Interest Rates In: FEDS Notes.
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paper3
2017Projected Evolution of the SOMA Portfolio and the 10-year Treasury Term Premium Effect In: FEDS Notes.
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paper3
2019Tips from TIPS: Update and Discussions In: FEDS Notes.
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paper0
2013Term Structure Modeling with Supply Factors and the Federal Reserves Large-Scale Asset Purchase Progarms In: International Journal of Central Banking.
[Full Text][Citation analysis]
article67
2014Term Structure Modeling with Supply Factors and the Federal Reserves Large Scale Asset Purchase Programs.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67
paper
2005TIPS: Taking Inflation Premium Seriously In: Computing in Economics and Finance 2005.
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paper1
2013REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING In: Journal of Applied Econometrics.
[Citation analysis]
article6

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