Min Wei

Board of Governors of the Federal Reserve - Division of Monetary Affairs

20th and C Streets, NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 7,840

SSRN RANKINGS

Top 7,840

in Total Papers Downloads

6,410

SSRN CITATIONS
Rank 604

SSRN RANKINGS

Top 604

in Total Papers Citations

320

CROSSREF CITATIONS

1,264

Scholarly Papers (18)

The Term Structure of Real Rates and Expected Inflation

NBER Working Paper No. w12930
Number of pages: 68 Posted: 24 Feb 2007 Last Revised: 03 Nov 2010
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia Business School - Finance and Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 370 (89,167)
Citation 1

Abstract:

Loading...

2.
Downloads 1,733 ( 10,653)
Citation 238

What Does the Yield Curve Tell Us About GDP Growth?

Number of pages: 40 Posted: 23 Jan 2005
BlackRock, Inc, University of Chicago - Booth School of Business and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 1,459 (13,700)
Citation 22

Abstract:

Loading...

GDP Forecasting; Short Rate; Term Spread; Arbitrage-Free Term Structure Models; Out-of-Sample Forecast

What Does the Yield Curve Tell Us About GDP Growth?

NBER Working Paper No. w10672
Number of pages: 59 Posted: 02 Sep 2004 Last Revised: 31 Aug 2010
BlackRock, Inc, University of Chicago - Booth School of Business and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 274 (124,296)
Citation 30

Abstract:

Loading...

3.
Downloads 1,435 ( 14,330)
Citation 27

Flights to Safety

National Bank of Belgium Working Paper No. 230
Number of pages: 75 Posted: 13 Oct 2012 Last Revised: 16 Jan 2019
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 1,161 (19,418)
Citation 4

Abstract:

Loading...

Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

FEDS Working Paper No. 2014-46
Number of pages: 59 Posted: 29 Jun 2014
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 98 (301,144)
Citation 13

Abstract:

Loading...

flight-to-safety, flight-to-quality, stock-bond return correlation, liquidity, hedge funds

Flights to Safety

Columbia Business School Research Paper No. 18-58
Number of pages: 75 Posted: 19 Jul 2018 Last Revised: 16 Jan 2019
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 97 (303,214)
Citation 14

Abstract:

Loading...

Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

Netspar Discussion Paper No. 05/2013-034
Number of pages: 72 Posted: 19 Oct 2013 Last Revised: 16 Jan 2019
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 68 (376,204)
Citation 1

Abstract:

Loading...

Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

NBER Working Paper No. w19095
Number of pages: 76 Posted: 31 May 2013
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 11 (666,268)
Citation 2

Abstract:

Loading...

Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices

FEDS Working Paper No. 2014-24
Number of pages: 88 Posted: 10 Apr 2014
Federal Reserve Bank of Chicago, Federal Reserve Board - Division of Monetary Affairs and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 612 (47,902)
Citation 27

Abstract:

Loading...

TIPS, breakeven inflation, deflation floor, expected inflation, indexation Lag, inflation risk premium, liquidity premiums

Tips from Tips: The Informational Content of Treasury Inflation-Protected Security Prices

BIS Working Paper No. 248
Number of pages: 48 Posted: 16 Apr 2008
Federal Reserve Bank of Chicago, Federal Reserve Board - Division of Monetary Affairs and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 331 (101,294)
Citation 1

Abstract:

Loading...

term structure model, inflation expectation, inflation risk premium, SPF, Treasury Inflation-Protected Securities (TIPS)

Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices

FEDS Working Paper No. 19
Number of pages: 75 Posted: 12 Mar 2011
Federal Reserve Bank of Chicago, Federal Reserve Board - Division of Monetary Affairs and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 146 (223,620)
Citation 46

Abstract:

Loading...

Treasury inflation-protected securities (TIPS), expected inflation, inflation risk premium, liquidity, SPF, term structure

Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?

Number of pages: 55 Posted: 09 Aug 2005
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia Business School - Finance and Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 343 (97,291)
Citation 4

Abstract:

Loading...

ARIMA, Phillips curve, forecasting, term structure models

Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?

NBER Working Paper No. w11538
Number of pages: 55 Posted: 19 Sep 2005 Last Revised: 13 Jul 2010
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia Business School - Finance and Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 211 (161,179)
Citation 29

Abstract:

Loading...

6.
Downloads 546 ( 56,160)
Citation 20

Uncovered Interest Rate Parity and the Term Structure

Number of pages: 57 Posted: 06 Feb 2002
Geert Bekaert, Min Wei and Yuhang Xing
Columbia Business School - Finance and Economics, Board of Governors of the Federal Reserve - Division of Monetary Affairs and Rice University
Downloads 491 (63,532)

Abstract:

Loading...

Expectations Hypotheses, Uncovered Interest Rate Parity, Term Structure, Long Horizon Test

Uncovered Interest Rate Parity and the Term Structure

NBER Working Paper No. w8795
Number of pages: 57 Posted: 21 Feb 2002 Last Revised: 26 Oct 2010
Geert Bekaert, Min Wei and Yuhang Xing
Columbia Business School - Finance and Economics, Board of Governors of the Federal Reserve - Division of Monetary Affairs and Rice University
Downloads 55 (419,670)
Citation 1

Abstract:

Loading...

7.

Human Capital, Business Cycles and Asset Pricing

Number of pages: 70 Posted: 01 Jul 2004
Min Wei
Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 408 (80,253)
Citation 7

Abstract:

Loading...

Human capital, education, asset pricing, equity premium puzzle, time-varying risk aversion

The Effect of the Federal Reserve’s Securities Holdings on Longer-term Interest Rates

GMU Working Paper in Economics
Number of pages: 9 Posted: 01 Jan 2019
Brian Bonis, Jane E. Ihrig and Min Wei
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 57 (412,433)
Citation 2

Abstract:

Loading...

Federal Reserve, monetary policy, term premium effect

The Effect of the Federal Reserve’s Securities Holdings on Longer-term Interest Rates

FEDS Notes No. 2017-04-20-1 https://doi.org/10.17016/2380-7172.1977
Posted: 14 Oct 2017
Brian Bonis, Jane E. Ihrig and Min Wei
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs

Abstract:

Loading...

9.

Expectations About the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates

FEDS Working Paper No. 2012-57
Number of pages: 63 Posted: 26 Dec 2012
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 54 (416,560)
Citation 17

Abstract:

Loading...

Balance sheet projections, term structure of interest rates, supply effects, treasury yields, Large

10.

Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs

FEDS Working Paper No. 2012-37
Number of pages: 34 Posted: 19 Dec 2012
Canlin Li and Min Wei
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 52 (423,669)
Citation 17

Abstract:

Loading...

Yield curve, preferred habitat, supply effects, factor models, state-space models, large-scale asset purchases (LSAP)

11.

Evolving Macroeconomic Perceptions and the Term Structure of Interest Rates

FEDS Working Paper No. 2010-01
Number of pages: 55 Posted: 05 Mar 2011
Min Wei and Athanasios Orphanides
Board of Governors of the Federal Reserve - Division of Monetary Affairs and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 50 (430,933)
Citation 7

Abstract:

Loading...

Macro Term Structure Model, Recursive VAR, Survey Forecasts, Anticipated Utility

12.

Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence

FEDS Working Paper No. 2020-047
Number of pages: 53 Posted: 21 Jun 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 39 (475,564)
Citation 1

Abstract:

Loading...

Unconventional monetary policy, Forward guidance, Quantitative easing (QE), Structural VAR, External instruments, Identification, Primary dealer survey, Macro effects

13.

Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs

FEDS Working Paper No. 2014-7
Number of pages: 34 Posted: 31 May 2017
Canlin Li and Min Wei
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 14 (619,236)
Citation 16

Abstract:

Loading...

No-arbitrage term structure models, Yield curve, Preferred habitat, Supply effects, Factor models, Large-scale asset purchases (LSAP), Agency mortgage-backed securities (MBS)

14.

Comments on 'Determinants of Asia-Pacific Government Bond Yields'

BIS Paper No. 102d
Number of pages: 4 Posted: 22 May 2019
Min Wei
Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 9 (654,806)

Abstract:

Loading...

15.

Measuring the Natural Rate of Interest: The Role of Inflation Expectations

FEDS Notes No. 2020-06-19 https://doi.org/10.17016/2380-7172.2593
Posted: 13 Aug 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs

Abstract:

Loading...

16.

Tips from Tips: Update and Discussions

FEDS Notes No. 2019-05-21-3
Posted: 13 Aug 2019 Last Revised: 02 Oct 2020
Don H. Kim, Cait Walsh and Min Wei
Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs

Abstract:

Loading...

17.

Projected Evolution of the SOMA Portfolio and the 10-year Treasury Term Premium Effect

FEDS Notes No. 2017-09-22 https://doi.org/10.17016/2380-7172.2081
Posted: 16 Oct 2017
Brian Bonis, Jane E. Ihrig and Min Wei
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs

Abstract:

Loading...

18.

Macroeconomic Sources of Recent Interest Rate Fluctuations

Board of Governors of the Federal Reserve - Division of Monetary Affairs, Federal Reserve Bank of Chicago and affiliation not provided to SSRN

Abstract:

Loading...

Other Papers (1)

Total Downloads: 4
1.

Projected Evolution of the SOMA Portfolio and the 10-year Treasury Term Premium Effect

GMU Working Paper in Economics (Forthcoming)
Number of pages: 7 Posted: 31 Dec 2018
Brian Bonis, Jane E. Ihrig and Min Wei
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 4

Abstract:

Loading...

Federal Reserve, balance sheet, monetary policy