Meet the Researchers
Canlin Li
Senior Economic Project Manager
Global Monetary and Sovereign Markets Section
International Finance
202-452-2227
[email protected]
[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 - presentPrincipal Economist
Board of Governors of the Federal Reserve System
2015 - 2017Senior Economist
Board of Governors of the Federal Reserve System
2013 - 2015Economist
Board of Governors of the Federal Reserve System
2010 - 2013Assistant Professor of Finance
University of California - Riverside
2002 - 2010Research Associate
J.P.Morgan Securities Inc.
2001 - 2002Summer 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
Last Update:
August 2, 2024