Photo of Min Wei

Min Wei

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
  • Supply Effects on Treasury Market
  • Inflation Expectations and Risk Premiums
  • Associate Director

    Board of Governors of the Federal Reserve System

    2018 - present
  • Deputy Associate Director

    Board of Governors of the Federal Reserve System

    2015 - 2018
  • Visiting Lecturer

    Princeton University

    2014 - 2016
  • Assistant Director

    Board of Governors of the Federal Reserve System

    2012 - 2015
  • 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
  • Ihrig, Jane, Elizabeth Klee, Canlin Li, Min Wei, and Joe Kachovec (2018). "Expectations about the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates," International Journal of Central Banking, vol. 14, no. 2, pp. 341-390.
  • Stefania D'Amico, Don H. Kim, and Min Wei (2018). "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Journal of Financial and Quantitative Analysis, vol. 53, no. 1, pp. 395-436.
  • Bonis, Brian, Jane Ihrig, and Min Wei (2017). "Projected Evolution of the SOMA Portfolio and the 10-year Treasury Term Premium Effect," FEDS Notes 2017-09-22. Board of Governors of the Federal Reserve System (U.S.).
  • Bonis, Brian, Jane Ihrig, and Min Wei (2017). "The Effect of the Federal Reserve's Securities Holdings on Longer-term Interest Rates," FEDS Notes 2017-04-20. Board of Governors of the Federal Reserve System (U.S.).
  • D'Amico, Stefania, Thomas B. King, and Min Wei (2016). "Macroeconomic Sources of Recent Interest Rate Fluctuations," FEDS Notes 2016-06-02. Board of Governors of the Federal Reserve System (U.S.).
  • Baele, Lieven, Geert Bekaert, Koen Inghelbrecht, and Min Wei (2014). "Flights to Safety," Finance and Economics Discussion Series 2014-46. Board of Governors of the Federal Reserve System (U.S.).
  • Li, Canlin, and Min Wei (2013). "Term Structure Modeling 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.
  • 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.
  • discussion

    April 2018

    FRB Conference on Risk, Uncertainty, and Volatility

    Ambiguity, Nominal Bond Yields, and Real Bond Yields

  • discussion

    August 2017

    EFA Annual Meetings

    International Real Yields

  • discussion

    August 2017

    BoC-FRBSF-SFU Conference on Advances in Fixed Income and Macro-Finance Research

    Low Inflation: High Default Risk AND High Equity Valuations

  • discussion

    May 2017

    Sveriges Riksbank Conference on the Future of Forward Guidance

    Forward Guidance, Quantitative Easing, or Both?

  • discussion

    April 2017

    Fixed Income and Financial Institutions Conference

    Level and Volatility Shocks to Fiscal Policy: Term Structure Implications

  • discussion

    January 2016

    AEA Annual Meetings

    Monetary Policy Expectations at the Zero Lower Bound

  • seminar

    September 2014

    American University

    The Effects of Treasury Debt Supply on Macro and Term Structure Dynamics

  • conference

    September 2014

    Joint ECB-BoE workshop "Understanding the Yield Curve: What Has Changed With the Crisis?"

    The Effects of Treasury Debt Supply on Macro and Term Structure Dynamics

  • conference

    July 2014

    China International Conference in Finance

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

  • discussion

    Jaunary 2014

    AEA Annual Meetings

    Noisy Information and Fundamental Disagreement

  • seminar

    December 2013

    Federal Reserve Bank of San Francisco

    The Effects of Treasury Debt Supply on Macro and Term Structure Dynamics

  • discussion

    October 2013

    FRBSF Workshop on Term Structure Modeling at the Zero Lower Bound

    A Model of the Euro-Area Yield Curve with Discrete Policy Rates

  • conference

    July 2013

    China International Conference in Finance

    Flights to Safety

  • 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

    AEA 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

    AEA 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

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: October 22, 2018