TheEconomists
202-736-5619
min.wei@frb.gov
min.wei@frb.gov
Education
- Ph.D., Finance, Columbia Business School, 2004
- M.A., Economics, State University of New York - Stony Brook, 1999
- B.A., Finance, Fudan University (China), 1996
Current Research Topics
- Term Structure Modeling with Supply Factors
- Inflation Expectations and Risk Premiums
Fields of Interest
Professional Experience
Assistant Director
Board of Governors of the Federal Reserve System
- 2012 - present
Chief, Monetary & Financial Market Analysis
Board of Governors of the Federal Reserve System
- 2010 - 2012
Senior Economist
Board of Governors of the Federal Reserve System
- 2009 - 2010
Economist
Board of Governors of the Federal Reserve System
- 2004 - 2009
Visiting Assistant Professor of Finance
Kenan-Flagler Business School, University of North Carolina - Chapel Hill
- 2006
Publications
- Ihrig, Jane, Elizabeth Klee, Canlin Li, Brett Schulte, and Min Wei (2012). "Expectations about the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates," Finance and Economics Discussion Series 2012-57. Board of Governors of the Federal Reserve System (U.S.).
- Li, Canlin, and Min Wei (2013). "Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs," International Journal of Central Banking, vol. 9, no. 1, pp. 3-39.
- Wei, Min, and Jonathan Wright (2013). "Reverse Regressions and Long-Horizon Forecasting," Journal of Applied Econometrics, vol. 28, no. 3, pp. 353-371.
- D'Amico, Stefania, Don H. Kim, and Min Wei (2010). "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Finance and Economics Discussion Series 2010-19. Board of Governors of the Federal Reserve System (U.S.).
- Orphanides, Athanasios, and Min Wei (2012). "Evolving Macroeconomic Perceptions and the Term Structure of Interest Rates," Journal of Economic Dynamics and Control, vol. 36, no. 2, pp. 239-254.
- Ang, Andrew, Geert Bekaert, and Min Wei (2008). "The Term Structure of Real Rates and Expected Inflation," Journal of Finance, vol. 63, no. 2, pp. 797-849.
- Ang, Andrew, Geert Bekaert, and Min Wei (2007). "Do Macro Variables, Asset Markets, Or Surveys Forecast Inflation Better?" Journal of Monetary Economics, vol. 54, no. 4, pp. 1163-1212.
- Bekaert, Geert, Min Wei, and Yuhang Xing (2007). "Uncovered Interest Rate Parity and the Term Structure," Journal of International Money and Finance, vol. 26, no. 6, pp. 1038-1069.
- Ang, Andrew, Monika Piazzesi, and Min Wei (2006). "What does the Yield Curve Tell Us about GDP Growth?" Journal of Econometrics, vol. 131, no. 1-2, pp. 359-403.
Presentations
discussion
January 2013
Federal Reserve Day Ahead Conference
The Signaling Channel for Federal Reserve Bond Purchases
conference
September 2012
SNB Research Conference on Policy Challenges and Developments in Monetary Economics
Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
conference
June 2012
CEF 2012 Annual Conference
Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
conference
February 2012
FRBNY Portfolio Workshop
Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
discussion
January 2011
American Economic Association Annual Meetings
Unbiased Estimation of Dynamic Term Structure Models
discussion
July 2010
China International Conference in Finance
How Predictable Are Components of the Aggregate Market Portfolio?
conference
March 2010
6th ECB Workshop on Forecasting Techniques
Evolving Macroeconomic Perceptions and the Term Structure of Interest Rates
seminar
February 2008
Federal Reserve Bank of San Francisco
Tips from TIPS: the Informational Content of Treasury Inflation-Protected Security Prices
conference
January 2008
American Economic Association Annual Meetings
Evolving Macroeconomic Perceptions and the Term Structure of Interest Rates
discussion
September 2007
SNB Research Conference
Learning and the Role of Macroeconomic Factors in the Term Structure of Interest Rates
conference
July 2006
NBER Summer Institute
Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?
discussion
May 2005
CIRANO-CIREQ Conference
Human Capital and International Portfolio Choice
Other Activities
Referee
- American Economic Review
- Economic Notes
- International Journal of Central Banking
- Journal of Applied Econometrics
- Journal of Banking and Finance
- Journal of Business and Economic Statistics
- Journal of Empirical Finance
- Journal of Finance
- Journal of International Economics
- Journal of International Money and Finance
- Journal of Money, Credit, and Banking
- Journal of Monetary Economics
- Journal of Political Economy
- Macroeconomic Dynamics
- Management Science
- Quarterly Journal of Economics
- Review of Economics and Statistics
- Review of Financial Studies
Last update:
April 30, 2013
