Phillip Li

Federal Deposit Insurance Corporation

550 17th Street NW

Washington, DC 20429

United States

http://https://www.fdic.gov/bank/analytical/cfr/bios/li.html

SCHOLARLY PAPERS

6

DOWNLOADS

490

CITATIONS
Rank 30,793

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Top 30,793

in Total Papers Citations

18

Scholarly Papers (6)

1.

Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say 'Usually Not'

FEDS Working Paper No. 2015-083, http://dx.doi.org/10.17016/FEDS.2015.083
Number of pages: 26 Posted: 06 Oct 2015
Andrew C. Chang and Phillip Li
Board of Governors of the Federal Reserve System and Federal Deposit Insurance Corporation
Downloads 263 (115,209)
Citation 12

Abstract:

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Data and Code Archives, Gross Domestic Product, Journals, Macroeconomics, National Income and Product Accounts, Replication

2.

Mortgage Characteristics and the Racial Incidence of Default

Number of pages: 51 Posted: 13 Mar 2017
Phillip Li and Tom Mayock
Federal Deposit Insurance Corporation and UNC Charlotte
Downloads 94 (274,324)

Abstract:

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Inequality, Mortgage Choice, Foreclosure, Mortgage Delinquency

3.

Modeling Loss Given Default

FDIC Center for Financial Research Paper No. 2018-03
Number of pages: 51 Posted: 09 Aug 2018 Last Revised: 22 Aug 2018
Federal Deposit Insurance Corporation, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Currency Comptroller - Risk Analysis Division
Downloads 77 (312,552)

Abstract:

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loss given default, bi-modal distribution, simulation, predicted distribution, stress testing

4.

Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income

FEDS Working Paper No. 2015-102
Number of pages: 55 Posted: 11 Nov 2015
Phillip Li and Andrew C. Chang
Federal Deposit Insurance Corporation and Board of Governors of the Federal Reserve System
Downloads 42 (414,260)

Abstract:

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Data Revisions, Data Vintages, Gross Domestic Product, GDP, Gross Domestic Income, GDI, Latent Output, Measurement Error, National Statistics, National Income and Product Accounts, NIPA, Real-Time Data

5.

Comparing Cross-Country Estimates of Lorenz Curves Using a Dirichlet Distribution Across Estimators and Datasets

FEDS Working Paper No. 2017-062
Number of pages: 19 Posted: 05 Jun 2017
Andrew C. Chang, Phillip Li and Shawn Martin
Board of Governors of the Federal Reserve System, Federal Deposit Insurance Corporation and University of Michigan at Ann Arbor
Downloads 14 (553,952)

Abstract:

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Constrained Estimation, Dirichlet, Dirichlet Distribution, Gini Coefficient, Income Distribution, Lorenz Curve, Maximum Likelihood, Non-linear Least Squares, Replication, Share Data

6.

Further Investigation of Parametric Loss Given Default Modeling

Journal of Credit Risk, Forthcoming
Number of pages: 31 Posted: 18 Oct 2016
Phillip Li, Min Qi, Xiaofei Zhang and Xinlei Zhao
Federal Deposit Insurance Corporation, Office of the Comptroller of the Currency - Credit Risk Analysis Division, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
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Abstract:

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bimodal distribution estimation, retransformation methods, gamma regression, inflated beta regression, two-step regression