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Wei, Min's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,282 |
Total
Citations
415 |
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1.
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The Term Structure of Real Rates and Expected Inflation
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Ang, Andrew
Columbia Business School - Finance and Economics Bekaert, Geert
Columbia Business School - Finance and Economics Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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Posted:
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24 Feb 07
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Last Revised:
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03 Nov 10
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154
(4,725)
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117
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Ang, Andrew
Columbia Business School - Finance and Economics Bekaert, Geert
Columbia Business School - Finance and Economics Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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154
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117
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2.
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What Does the Yield Curve Tell Us about GDP Growth?
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Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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Posted:
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02 Sep 04
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Last Revised:
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15 Jun 11
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1,383
(5,365)
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141
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Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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106
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141
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Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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1,277
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141
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GDP Forecasting; Short Rate; Term Spread; Arbitrage-Free Term Structure Models; Out-of-Sample Forecast
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3.
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Uncovered Interest Rate Parity and the Term Structure
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Bekaert, Geert
Columbia Business School - Finance and Economics Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs Xing, Yuhang
Rice University
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Posted:
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06 Feb 02
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Last Revised:
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28 Jun 11
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495
(25,777)
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36
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Bekaert, Geert
Columbia Business School - Finance and Economics Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs Xing, Yuhang
Rice University
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40
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34
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Bekaert, Geert
Columbia Business School - Finance and Economics Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs Xing, Yuhang
Rice University
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455
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34
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Expectations Hypotheses, Uncovered Interest Rate Parity, Term Structure, Long Horizon Test
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4.
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Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
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Versions (2)
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Ang, Andrew
Columbia Business School - Finance and Economics Bekaert, Geert
Columbia Business School - Finance and Economics Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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Posted:
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09 Aug 05
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Last Revised:
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07 Nov 11
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375
(36,859)
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104
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Ang, Andrew
Columbia Business School - Finance and Economics Bekaert, Geert
Columbia Business School - Finance and Economics Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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74
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103
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Ang, Andrew
Columbia Business School - Finance and Economics Bekaert, Geert
Columbia Business School - Finance and Economics Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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301
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103
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ARIMA, Phillips curve, forecasting, term structure models
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5.
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Tips from Tips: The Informational Content of Treasury Inflation-Protected Security Prices
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Versions (2)
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D'Amico, Stefania
Federal Reserve Board Kim, Don H.
Federal Reserve Board Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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Posted:
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16 Apr 08
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Last Revised:
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22 Mar 11
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349
(40,228)
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D'Amico, Stefania
Federal Reserve Board Kim, Don H.
Federal Reserve Board Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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100
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Treasury inflation-protected securities (TIPS), expected inflation, inflation risk premium, liquidity, SPF, term structure
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D'Amico, Stefania
Federal Reserve Board Kim, Don H.
Federal Reserve Board Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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249
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term structure model, inflation expectation, inflation risk premium, SPF, Treasury Inflation-Protected Securities (TIPS)
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6.
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Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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343
(41,083)
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4
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Human capital, education, asset pricing, equity premium puzzle, time-varying risk aversion
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7.
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Baele, Lieven
Tilburg University - Department of Finance Bekaert, Geert
Columbia Business School - Finance and Economics Inghelbrecht, Koen
University College of Ghent - Department of Finance Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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127
(112,611)
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1
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Stock-Bond Return Correlation, Liquidity, Flight-to-Safety
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8.
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Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs Orphanides, Athanasios
Central Bank of Cyprus
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39
(221,598)
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9
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Macro Term Structure Model, Recursive VAR, Survey Forecasts, Anticipated Utility
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9.
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Ihrig, Jane E.
Federal Reserve Board - International Financial Transactions Klee, Elizabeth
Board of Governors of the Federal Reserve System Li, Canlin
Federal Reserve Board Schulte, Brett
Board of Governors of the Federal Reserve System Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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11
(306,702)
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Balance sheet projections, term structure of interest rates, supply effects, treasury yields, Large
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10.
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Li, Canlin
Federal Reserve Board Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
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6
(322,122)
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3
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Yield curve, preferred habitat, supply effects, factor models, state-space models, large-scale asset purchases (LSAP)
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