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Canlin Li

Personal Details

First Name:Canlin
Middle Name:
Last Name:Li
Suffix:
RePEc Short-ID:pli1425
[This author has chosen not to make the email address public]
Terminal Degree:2002 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Department of Economics
University of Pennsylvania

Philadelphia, Pennsylvania (United States)
http://www.econ.upenn.edu/
RePEc:edi:deupaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius del Giudice Rodriguez, 2018. "International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing," International Finance Discussion Papers 1234, Board of Governors of the Federal Reserve System (U.S.).
  2. Tae-Hwy Lee & Eric Hillebrand & Huiyu Huang & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Working Papers 201903, University of California at Riverside, Department of Economics.
  3. Canlin Li & Andrew C. Meldrum & Marius del Giudice Rodriguez, 2017. "Robustness of Long-Maturity Term Premium Estimates," FEDS Notes 2017-04-03, Board of Governors of the Federal Reserve System (U.S.).
  4. Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).
  5. Sean D. Campbell & Jay Im & Canlin Li, 2014. "Measuring Agency MBS Market Liquidity with Transaction Data," FEDS Notes 2014-01-31-1, Board of Governors of the Federal Reserve System (U.S.).
  6. Michael E. Cahill & Stefania D'Amico & Canlin Li & John S. Sears, 2013. "Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements," Finance and Economics Discussion Series 2013-35, Board of Governors of the Federal Reserve System (U.S.).
  7. Christophe Villa & Francis X. Diebold & Canlin Li & Christophe Pérignon, 2008. "Representative yield curve shocks and stress testing," Post-Print hal-00797402, HAL.
  8. Sean D. Campbell & Canlin Li, 2004. "Alternative estimates of the presidential premium," Finance and Economics Discussion Series 2004-69, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Jane Ihrig & Elizabeth Klee & Canlin Li & Min Wei & Joe Kachovec, 2018. "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, vol. 14(2), pages 341-391, March.
  2. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Econometrics, MDPI, vol. 6(3), pages 1-27, August.
  3. Canlin Li & Min Wei, 2013. "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, vol. 9(1), pages 3-39, March.
  4. Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008. "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," Journal of Econometrics, Elsevier, vol. 146(2), pages 351-363, October.
  5. Diebold, Francis X. & Li, Canlin, 2006. "Forecasting the term structure of government bond yields," Journal of Econometrics, Elsevier, vol. 130(2), pages 337-364, February.

Chapters

  1. Francis X. Diebold & Lei Ji & Canlin Li, 2006. "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration," Chapters, in: Lawrence R. Klein (ed.), Long-run Growth and Short-run Stabilization, chapter 9, Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Euclidian citation score

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2018-09-03
  2. NEP-FOR: Forecasting (1) 2019-11-04
  3. NEP-MON: Monetary Economics (1) 2018-09-03
  4. NEP-OPM: Open Economy Macroeconomics (1) 2018-09-03
  5. NEP-RMG: Risk Management (1) 2005-05-23

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