IDEAS home Printed from https://ideas.repec.org/f/pwe296.html
   My authors  Follow this author

Min Wei

Personal Details

First Name:Min
Middle Name:
Last Name:Wei
Suffix:
RePEc Short-ID:pwe296
[This author has chosen not to make the email address public]
https://sites.google.com/site/minweifrb/

Affiliation

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

Washington, District of Columbia (United States)
http://www.federalreserve.gov/

:

20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Cait Walsh & Don H. Kim & Min Wei, 2019. "Tips from TIPS: Update and Discussions," FEDS Notes 2019-05-21, Board of Governors of the Federal Reserve System (U.S.).
  2. Brian Bonis & Jane E. Ihrig & Min Wei, 2017. "Projected Evolution of the SOMA Portfolio and the 10-year Treasury Term Premium Effect," FEDS Notes 2017-09-22, Board of Governors of the Federal Reserve System (U.S.).
  3. Brian Bonis & Jane E. Ihrig & Min Wei, 2017. "The Effect of the Federal Reserve’s Securities Holdings on Longer-term Interest Rates," FEDS Notes 2017-04-20-1, Board of Governors of the Federal Reserve System (U.S.).
  4. Stefania D'Amico & Thomas B. King & Min Wei, 2016. "Macroeconomic Sources of Recent Interest Rate Fluctuations," FEDS Notes 2016-06-02, Board of Governors of the Federal Reserve System (U.S.).
  5. Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2012. "Flights to Safety," Working Paper Research 230, National Bank of Belgium.
  6. Jane E. Ihrig & Elizabeth C. Klee & Canlin Li & Brett Schulte & Min Wei, 2012. "Expectations about the Federal Reserve's balance sheet and the term structure of interest rates," Finance and Economics Discussion Series 2012-57, Board of Governors of the Federal Reserve System (U.S.).
  7. Canlin Li & Min Wei, 2012. "Term structure modelling with supply factors and the Federal Reserve's Large Scale Asset Purchase programs," Finance and Economics Discussion Series 2012-37, Board of Governors of the Federal Reserve System (U.S.), revised 2012.
  8. Min Wei & Don H. Kim & Stefania D'Amico, 2010. "Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices," Finance and Economics Discussion Series 2010-19, Board of Governors of the Federal Reserve System (U.S.), revised 2010.
  9. Athanasios Orphanides & Min Wei, 2010. "Evolving macroeconomic perceptions and the term structure of interest rates," Finance and Economics Discussion Series 2010-01, Board of Governors of the Federal Reserve System (U.S.), revised 2010.
  10. Min Wei & Jonathan H. Wright, 2009. "Confidence intervals for long-horizon predictive regressions via reverse regressions," Finance and Economics Discussion Series 2009-27, Board of Governors of the Federal Reserve System (U.S.), revised 2009.
  11. Andrew Ang & Geert Bekaert & Min Wei, 2007. "The Term Structure of Real Rates and Expected Inflation," NBER Working Papers 12930, National Bureau of Economic Research, Inc.
  12. Andrew Ang & Geert Bekaert & Min Wei, 2006. "Do macro variables, asset markets, or surveys forecast inflation better?," Finance and Economics Discussion Series 2006-15, Board of Governors of the Federal Reserve System (U.S.).
  13. Min Wei & Stefania D'Amico & Don H. Kim, 2005. "TIPS: Taking Inflation Premium Seriously," Computing in Economics and Finance 2005 363, Society for Computational Economics.
  14. Andrew Ang & Monika Piazzesi & Min Wei, 2004. "What Does the Yield Curve Tell us about GDP Growth?," NBER Working Papers 10672, National Bureau of Economic Research, Inc.
  15. Geert Bekaert & Min Wei & Yuhang Xing, 2002. "Uncovered Interest Rate Parity and the Term Structure," NBER Working Papers 8795, National Bureau of Economic Research, Inc.

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. D’Amico, Stefania & Kim, Don H. & Wei, Min, 2018. "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 395-436, February.
  3. Min Wei & Thomas B. King & Stefania D'Amico, 2016. "Macroeconomic Sources of Recent Interest Rate Fluctuations," Chicago Fed Letter, Federal Reserve Bank of Chicago.
  4. Min Wei & Jonathan H. Wright, 2013. "Reverse Regressions And Long‐Horizon Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 353-371, April.
  5. 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.
  6. Orphanides, Athanasios & Wei, Min, 2012. "Evolving macroeconomic perceptions and the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 239-254.
  7. Andrew Ang & Geert Bekaert & Min Wei, 2008. "The Term Structure of Real Rates and Expected Inflation," Journal of Finance, American Finance Association, vol. 63(2), pages 797-849, April.
  8. Bekaert, Geert & Wei, Min & Xing, Yuhang, 2007. "Uncovered interest rate parity and the term structure," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 1038-1069, October.
  9. Ang, Andrew & Bekaert, Geert & Wei, Min, 2007. "Do macro variables, asset markets, or surveys forecast inflation better?," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1163-1212, May.
  10. Ang, Andrew & Piazzesi, Monika & Wei, Min, 2006. "What does the yield curve tell us about GDP growth?," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 359-403.

Chapters

  1. Min Wei, 2019. "Comments on "Determinants of Asia-pacific government bond yields"," BIS Papers chapters, in: Bank for International Settlements (ed.), Asia-Pacific fixed income markets: evolving structure, participation and pricing, volume 102, pages 41-44, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  11. Number of Registered Citing Authors
  12. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  13. Euclidian citation score
  14. Wu-Index

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 20 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-MAC: Macroeconomics (16) 2004-08-31 2005-09-11 2005-11-19 2006-05-27 2007-03-03 2008-03-08 2008-07-14 2010-02-27 2010-05-02 2013-06-04 2014-06-22 2014-06-22 2014-07-05 2016-09-04 2017-04-30 2019-04-08. Author is listed
  2. NEP-MON: Monetary Economics (9) 2005-09-11 2005-11-19 2006-05-27 2007-03-03 2008-03-08 2010-02-27 2012-09-16 2014-06-22 2017-04-30. Author is listed
  3. NEP-CBA: Central Banking (8) 2006-05-27 2007-03-03 2008-03-08 2008-07-14 2010-02-27 2010-05-02 2017-04-30 2017-10-01. Author is listed
  4. NEP-ECM: Econometrics (3) 2005-09-11 2006-05-27 2009-07-17
  5. NEP-FMK: Financial Markets (3) 2007-03-03 2014-06-22 2019-04-08
  6. NEP-FOR: Forecasting (3) 2005-09-11 2006-05-27 2014-06-22
  7. NEP-IFN: International Finance (1) 2002-03-14
  8. NEP-RMG: Risk Management (1) 2019-04-08

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Min Wei should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.