Min Wei

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

25

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Top 10,445

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9,521

TOTAL CITATIONS
Rank 662

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Top 662

in Total Papers Citations

484

Scholarly Papers (25)

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1.

The Term Structure of Real Rates and Expected Inflation

Downloads 444 (16,652)
Citation 1

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 444 (138,616)
Citation 1

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2.

Flights to Safety

Downloads 2,059 (16,692)
Citation 93

Flights to Safety

National Bank of Belgium Working Paper No. 230
Number of pages: 75 Posted: 13 Oct 2012 Last Revised: 16 Jan 2019
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
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 1,457 (28,036)
Citation 3

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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
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
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 278 (232,608)
Citation 11

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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
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
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 144 (431,149)
Citation 13

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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
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
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 114 (520,478)
Citation 4

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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 Last Revised: 06 Mar 2022
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
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 66 (739,540)
Citation 62

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3.

What Does the Yield Curve Tell Us About GDP Growth?

Downloads 1,888 (19,200)
Citation 111

What Does the Yield Curve Tell Us About GDP Growth?

Number of pages: 40 Posted: 23 Jan 2005
Andrew Ang, Monika Piazzesi and Min Wei
BlackRock, Inc, Stanford University and Board of Governors of the Federal Reserve System
Downloads 1,558 (25,338)
Citation 22

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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 2022
Andrew Ang, Monika Piazzesi and Min Wei
BlackRock, Inc, Stanford University and Board of Governors of the Federal Reserve System
Downloads 330 (193,615)
Citation 89

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4.

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

Downloads 1,421 (29,572)
Citation 117

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

FEDS Working Paper No. 2008-30
Posted: 02 Jul 2021
Stefania D'Amico, Don H. Kim and Min Wei
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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

FEDS Working Paper No. 2010-19
Posted: 09 Jul 2021
Stefania D'Amico, Don H. Kim and Min Wei
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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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
Stefania D'Amico, Don H. Kim and Min Wei
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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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
Stefania D'Amico, Don H. Kim and Min Wei
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 816 (64,046)
Citation 33

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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
Stefania D'Amico, Don H. Kim and Min Wei
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 391 (160,554)
Citation 36

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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
Stefania D'Amico, Don H. Kim and Min Wei
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 214 (302,022)
Citation 48

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

5.

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

Downloads 802 (66,556)
Citation 2

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

Number of pages: 68 Posted: 28 Jun 2023 Last Revised: 25 Feb 2025
Camelia Minoiu, Andres Schneider and Min Wei
Federal Reserve Bank of Atlanta, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 715 (76,222)
Citation 1

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predictive power of the yield curve, term spread, term premium, bank lending, bank profitability, event study, instrumental variable. JEL classifications: E44, E52, E58

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
Camelia Minoiu, Andrés Schneider and Min Wei
Federal Reserve Bank of Atlanta, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 50 (852,228)

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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
Camelia Minoiu, Andrés Schneider and Min Wei
Federal Reserve Bank of Atlanta, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 37 (972,174)
Citation 1

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

6.

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

Downloads 688 (81,296)
Citation 38

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 401 (156,043)
Citation 4

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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 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 287 (224,962)
Citation 34

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7.

Uncovered Interest Rate Parity and the Term Structure

Downloads 616 (93,830)
Citation 3

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 534 (110,954)

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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: 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 82 (653,130)
Citation 3

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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 446 (139,459)
Citation 7

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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
Kyungmin Kim, Thomas Laubach and Min Wei
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 335 (192,164)
Citation 1

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10.

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

Downloads 297 (218,604)
Citation 4

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 297 (216,920)
Citation 4

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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

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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 146 (425,697)
Citation 23

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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
Jane E. Ihrig, Elizabeth Klee, Canlin Li, Brett Schulte and Min Wei
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 142 (435,387)
Citation 35

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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 75 (678,145)
Citation 9

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

14.

Inflation Disagreement Weakens the Power of Monetary Policy

Downloads 63 (744,576)

Inflation Disagreement Weakens the Power of Monetary Policy

FEDS Working Paper No. 2024-94
Number of pages: 63 Posted: 18 Dec 2024
Ding Dong, Zheng Liu, Pengfei Wang and Min Wei
Hong Kong University of Science & Technology (HKUST) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco, Peking University and Board of Governors of the Federal Reserve System
Downloads 44 (904,172)

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Inflation disagreement, Inflation expectations, Heterogeneous beliefs, Borrowing constraints, Monetary policy transmission, Forward guidance puzzle

INFLATION DISAGREEMENT WEAKENS THE POWER OF MONETARY POLICY

Federal Reserve Bank of San Francisco, Working Paper Series, volume 2024, issue 27, 2024[10.24148/wp2024-27]
Number of pages: 73 Posted: 13 Dec 2024
Zheng Liu, Ding Dong, Pengfei Wang and Min Wei
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Hong Kong Baptist University, Peking University HSBC Business School and Board of Governors of the Federal Reserve System
Downloads 19 (1,191,138)

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Inflation disagreement, Inflation expectations, heterogeneous beliefs, borrowing constraints, monetary policy, forward guidance

15.

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 54 (804,112)
Citation 40

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

16.

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 45 (874,559)

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17.

Macroeconomic Sources of Recent Interest Rate Fluctuations

FEDS Notes No. 2016-06-02
Posted: 12 Jul 2021 Last Revised: 22 Jul 2021
Stefania D'Amico, Thomas B. King and Min Wei
Federal Reserve Bank of Chicago, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

Abstract:

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18.

Flights to Safety

FEDS Working Paper No. 2014-46
Posted: 09 Jul 2021
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
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:

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19.

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
Jane E. Ihrig, Elizabeth C. Klee, Canlin Li, Brett Schulte and Min Wei
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:

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20.

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:

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21.

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

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22.

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
David Lopez-Salido, Gerardo Sanz-Maldonado, Carly Schippits and Min Wei
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

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23.

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:

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24.

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

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25.

Macroeconomic Sources of Recent Interest Rate Fluctuations

FEDS Notes No. 2016-06-02http://dx.doi.org/10.17016/2380-7172.1777
Posted: 02 Apr 2016
Min Wei, Thomas B. King and Stefania D'Amico
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago and affiliation not provided to SSRN

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Other Papers (1)

Total Downloads: 48
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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 48

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Federal Reserve, balance sheet, monetary policy