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Meet the Researchers

Photo of Canlin Li

Canlin Li

Senior Economic Project Manager Global Financial Markets Section International Finance
202-452-2227
[email protected]

Education

  • Ph.D., Economics, University of Pennsylvania, 2002
  • M.A., Economics, Renmin University of China, 1995
  • B.S., Engineering, Tianjin Polytechnic University, 1992
Current Research Topics
  • Monetary Policy Spillover, Term Structure Model,
  • Treasury and MBS Market Liquidity
  • Senior Economic Project Manager

    Board of Governors of the Federal Reserve System

    2018 - present
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2015 - 2017
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2013 - 2015
  • Economist

    Board of Governors of the Federal Reserve System

    2010 - 2013
  • Assistant Professor of Finance

    University of California - Riverside

    2002 - 2010
  • Research Associate

    J.P.Morgan Securities Inc.

    2001 - 2002
  • Summer Intern

    J.P.Morgan Securities Inc.

    2000
  • International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing
    Stephanie E. Curcuru, Steven B. Kamin, Canlin Li, and Marius Rodriguez
    International Journal of Central Banking (2023)
    See also » FRB Working Paper (2018)
  • Using the Entire Yield Curve in Forecasting Output and Inflation
    Eric Hillebrand, Huiyu Huang, Tae-Hwy Lee, and Canlin Li
    Econometrics (2018)
    https://doi.org/10.3390/econometrics6030040
  • International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing
    Stephanie E. Curcuru, Steven B. Kamin, Canlin Li, and Marius Rodriguez
    International Finance Discussion Papers (2018)
    https://doi.org/10.17016/IFDP.2018.1234
  • Expectations about the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates
    Jane Ihrig, Elizabeth Klee, Canlin Li, Min Wei, and Joe Kachovec
    International Journal of Central Banking (2018)
    See also » FRB Working Paper (2012)
  • Taxonomy of Global Risk, Uncertainty, and Volatility Measures
    Deepa Datta, Juan M. Londono, Bo Sun, Daniel Beltran, Thiago Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez, and John Rogers
    International Finance Discussion Papers (2017)
    https://doi.org/10.17016/IFDP.2017.1216
  • Robustness of Long-Maturity Term Premium Estimates
    Canlin Li, Andrew Meldrum, and Marius Rodriguez
    FEDS Notes (2017)
    https://doi.org/10.17016/2380-7172.1927
  • Measuring Agency MBS Market Liquidity with Transaction Data
    Sean D. Campbell, Canlin Li, and Jay Im
    FEDS Notes (2014)
    https://doi.org/10.17016/2380-7172.0007
  • The Supply and Demand Factor in the Bond Market: Implications for Bond Risk and Return
    Longzhen Fan, Canlin Li, and Guofu Zhou
    Journal of Fixed Income (2013)
    https://doi.org/10.3905/jfi.2013.23.2.062
  • Duration Risk versus Local Supply Channel in Treasury Yields: Evidence from the Federal Reserve's Asset Purchase Announcements
    Michael E. Cahill, Stefania D'Amico, Canlin Li, and John S. Sears
    Finance and Economics Discussion Series (2013)
    https://doi.org/10.17016/FEDS.2013.35
  • Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Programs
    Canlin Li and Min Wei
    International Journal of Central Banking (2013)
    See also » FRB Working Paper (2014)
  • Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
    Francis X. Diebold, Canlin Li, and Vivian Z. Yue
    Journal of Econometrics (2008)
    https://doi.org/10.1016/j.jeconom.2008.08.017
  • A Three-Factor Yield Curve Model: Non-affine Structure, Systematic Risk Sources and Generalized Duration
    Francis X. Diebold, Lei Ji, and Canlin Li
    Long-Run Growth and Short-Run Stabilization: Essays in Memory of Albert Ando (2006)
  • Forecasting the Term Structure of Government Bond Yields
    Francis X. Diebold and Canlin Li
    Journal of Econometrics (2006)
    https://doi.org/10.1016/j.jeconom.2005.03.005
  • Alternative Estimates of the Presidential Premium
    Sean D. Campbell and Canlin Li
    Finance and Economics Discussion Series (2005)
    https://doi.org/10.17016/FEDS.2004.69
Referee
  • Journal of International Economics
  • Journal of Finance
  • Review of Finance
  • Econometrica
  • Review of Economics and Statistics
  • American Economic Review
  • Journal of Econometrics
  • Journal of Banking and Finance
  • Journal of Futures Market
  • Journal of Economic Dynamics and Control
  • Management Science
  • Journal of Business
  • Journal of Empirical Finance
  • Journal of Financial Econometrics
  • Journal of Business and Economic Statistics
  • Journal of Applied Econometrics
  • Journal of Money, Credit, and Banking
  • Journal of International Money and Finance
  • International Journal of Forecasting
  • International Journal of Central Banking
Professional Affiliation
  • American Finance Association, Western Finance Association
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Last Update: November 18, 2024