Min Wei

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 9,998

SSRN RANKINGS

Top 9,998

in Total Papers Downloads

8,599

SSRN CITATIONS
Rank 632

SSRN RANKINGS

Top 632

in Total Papers Citations

857

CROSSREF CITATIONS

1,294

Scholarly Papers (24)

The Term Structure of Real Rates and Expected Inflation

NBER Working Paper No. w12930
Number of pages: 68 Posted: 24 Feb 2007 Last Revised: 31 Oct 2022
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia University - Columbia Business School, Finance and Board of Governors of the Federal Reserve System
Downloads 432 (122,939)
Citation 1

Abstract:

Loading...

2.
Downloads 1,860 (16,594)
Citation 272

What Does the Yield Curve Tell Us About GDP Growth?

Number of pages: 40 Posted: 23 Jan 2005
BlackRock, Inc, Stanford University and Board of Governors of the Federal Reserve System
Downloads 1,538 (21,846)
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 2022
BlackRock, Inc, Stanford University and Board of Governors of the Federal Reserve System
Downloads 322 (170,534)
Citation 72

Abstract:

Loading...

3.
Downloads 1,853 (16,594)
Citation 75

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 University - Columbia Business School, Finance, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 1,361 (26,138)
Citation 4

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 University - Columbia Business School, Finance, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 214 (254,237)
Citation 14

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 University - Columbia Business School, Finance, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 127 (398,583)
Citation 13

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 University - Columbia Business School, Finance, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 101 (473,539)
Citation 3

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 Last Revised: 06 Mar 2022
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 50 (707,150)
Citation 47

Abstract:

Loading...

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

FEDS Working Paper No. 2008-30
Posted: 02 Jul 2021
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

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

FEDS Working Paper No. 2010-19
Posted: 09 Jul 2021
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

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

FEDS Working Paper No. 2014-24
Posted: 09 Jul 2021 Last Revised: 01 Jul 2021
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

TIPS, Breakeven, No-arbitrage term structure models, Liquidity, Expected inflation, Inflation risk premium, Survey forecasts, Indexation lag, Deflation floor

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, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 757 (59,892)
Citation 31

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, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 380 (140,573)
Citation 23

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, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 189 (285,186)
Citation 48

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 University - Columbia Business School, Finance and Board of Governors of the Federal Reserve System
Downloads 396 (134,544)
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 2022
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia University - Columbia Business School, Finance and Board of Governors of the Federal Reserve System
Downloads 268 (207,033)
Citation 34

Abstract:

Loading...

Uncovered Interest Rate Parity and the Term Structure

Number of pages: 57 Posted: 06 Feb 2002
Geert Bekaert, Min Wei and Yuhang Xing
Columbia University - Columbia Business School, Finance, Board of Governors of the Federal Reserve System and Rice University
Downloads 521 (96,525)

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: 15 Jul 2022
Geert Bekaert, Min Wei and Yuhang Xing
Columbia University - Columbia Business School, Finance, Board of Governors of the Federal Reserve System and Rice University
Downloads 73 (582,040)
Citation 3

Abstract:

Loading...

Why Does the Yield Curve Predict GDP Growth? The Role of Banks

Number of pages: 61 Posted: 28 Jun 2023 Last Revised: 11 Oct 2023
Federal Reserve Bank of Atlanta, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 508 (99,776)

Abstract:

Loading...

predictive power of the yield curve; term spread; term premium; bank lending; bank profitability; event study; instrumental variable.

Why Does the Yield Curve Predict GDP Growth? The Role of Banks

FRB Atlanta Working Paper No. 2023-14
Number of pages: 61 Posted: 29 Sep 2023
Federal Reserve Bank of Atlanta, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 33 (832,695)

Abstract:

Loading...

predictive power of the yield curve, term spread, term premium, bank lending, bank probability, event study, instrumental variable

Why Does the Yield Curve Predict GDP Growth? The Role of Banks

FEDS Working Paper No. 2023-49
Number of pages: 62 Posted: 06 Sep 2023
Federal Reserve Bank of Atlanta, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 26 (894,887)

Abstract:

Loading...

predictive power of the yield curve, term spread, term premium, bank lending, bank profitability, event study, instrumental variable

8.

Human Capital, Business Cycles and Asset Pricing

Number of pages: 70 Posted: 01 Jul 2004
Min Wei
Board of Governors of the Federal Reserve System
Downloads 433 (121,849)
Citation 7

Abstract:

Loading...

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

9.

Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence

FEDS Working Paper No. 2020-47
Number of pages: 53 Posted: 21 Jun 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System (deceased) and Board of Governors of the Federal Reserve System
Downloads 266 (206,523)
Citation 1

Abstract:

Loading...

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 System
Downloads 227 (240,418)
Citation 4

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
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 System

Abstract:

Loading...

11.

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 System
Downloads 125 (402,162)
Citation 23

Abstract:

Loading...

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

12.

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 System
Downloads 111 (439,193)
Citation 33

Abstract:

Loading...

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

13.

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 System and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 70 (587,340)
Citation 9

Abstract:

Loading...

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

14.

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 System
Downloads 41 (750,247)
Citation 35

Abstract:

Loading...

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

15.

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 System
Downloads 30 (834,022)

Abstract:

Loading...

16.

Macroeconomic Sources of Recent Interest Rate Fluctuations

FEDS Notes No. 2016-06-02
Posted: 12 Jul 2021 Last Revised: 22 Jul 2021
Federal Reserve Bank of Chicago, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

Abstract:

Loading...

17.

Flights to Safety

FEDS Working Paper No. 2014-46
Posted: 09 Jul 2021
affiliation not provided to SSRN, Columbia University - Columbia Business School, Finance, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

Abstract:

Loading...

18.

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

FEDS Working Paper No. 2012-57
Posted: 09 Jul 2021
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

19.

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

FEDS Working Paper No. 2006-15
Posted: 08 Jul 2021
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia University - Columbia Business School, Finance and Board of Governors of the Federal Reserve System

Abstract:

Loading...

20.

What Drove Recent Trends in Corporate Bonds and Loans Usage?

FEDS Notes No. 2020-10-23-1 https://doi.org/10.17016/2380-7172.2789
Posted: 02 Dec 2020
Jacob Bochner, Min Wei and Jie Yang
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

21.

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 System

Abstract:

Loading...

22.

Tips from Tips: Update and Discussions

FEDS Notes No. 2019-05-21-1
Posted: 13 Aug 2019 Last Revised: 14 Dec 2020
Don H. Kim, Cait Walsh 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 System

Abstract:

Loading...

23.

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

FEDS Notes No. 2017-09-22
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 System

Abstract:

Loading...

24.

Macroeconomic Sources of Recent Interest Rate Fluctuations

Posted: 02 Apr 2016
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago and affiliation not provided to SSRN

Abstract:

Loading...

Other Papers (1)

Total Downloads: 43
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 System
Downloads 43

Abstract:

Loading...

Federal Reserve, balance sheet, monetary policy