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

12

DOWNLOADS
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5,940

CITATIONS
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445

Scholarly Papers (12)

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 352 (81,758)
Citation 123

Abstract:

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2.
Downloads 1,689 ( 9,340)
Citation 142

What Does the Yield Curve Tell Us About GDP Growth?

AFA 2005 Philadelphia Meetings; Columbia Business School Working Paper
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 1,443 (11,718)
Citation 142

Abstract:

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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 246 (120,825)
Citation 142

Abstract:

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3.
Downloads 1,249 ( 15,068)
Citation 1

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 1,031 (19,688)
Citation 1

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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 86 (287,981)
Citation 1

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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 65 (339,090)
Citation 1

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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 59 (356,500)
Citation 1

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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 8 (604,421)
Citation 1

Abstract:

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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
Board of Governors of the Federal Reserve System, Federal Reserve Board - Division of Monetary Affairs and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 568 (45,331)

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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
Board of Governors of the Federal Reserve System, Federal Reserve Board - Division of Monetary Affairs and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 317 (92,150)

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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
Board of Governors of the Federal Reserve System, Federal Reserve Board - Division of Monetary Affairs and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 139 (203,851)

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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 332 (87,476)
Citation 111

Abstract:

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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 206 (144,074)
Citation 111

Abstract:

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6.
Downloads 538 ( 49,279)
Citation 35

Uncovered Interest Rate Parity and the Term Structure

Columbia Business School Working Paper; EFA 2002 Berlin Meetings Discussion Paper
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 488 (55,071)
Citation 35

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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 50 (385,984)
Citation 35

Abstract:

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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 390 (73,196)
Citation 5

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

8.

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 48 (386,383)
Citation 7

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

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
Federal Reserve Board - International Financial Transactions, 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 47 (393,200)

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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 32 (447,556)
Citation 6

Abstract:

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

11.

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
George Mason University, Federal Reserve Board - International Financial Transactions and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 22 (498,495)

Abstract:

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Federal Reserve, monetary policy, term premium effect

12.

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 11 (561,652)
Citation 6

Abstract:

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

Other Papers (1)

Total Downloads: 1    Citations: 0
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
George Mason University, Federal Reserve Board - International Financial Transactions and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 1

Abstract:

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Federal Reserve, balance sheet, monetary policy