Min Wei
Economics and Econometrics · with Bekaert · 2002–2014
A researcher in the Science corpus: 5 papers; trusts 25 researchers and is trusted by 53 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 84 citations into it; #1,650 of 23,481 by trust here, #2,001 by citations
- Finance — 83 citations into it; #845 of 10,518 by trust here, #842 by citations
- Accounting — 13 citations into it
- Management Science and Operations Research — 8 citations into it
Whom Min Wei trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Qiang Dai
- James H. Stock
- Kenneth J. Singleton
- Timothy Cogley
- Andrew Ang
- Geert Bekaert
- G. Duffee
- Y. Mehra
- Mark W. Watson
- Serena Ng
Who trusts Min Wei overall
- Geert Bekaert
- Andrew Ang
- James H. Stock
- Olivier Coibion
- Jonathan H. Wright
- Lucio Sarno
- Julien Chevallier
- Benjamin Wong
- Eric C. Engstrom
- Monika Piazzesi
Papers from Min Wei's perspective
Ordered by how strongly the researchers Min Wei trusts endorse each paper. Same corpus, a different order for every researcher.
- Term premia and interest rate forecasts in affine models
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Are more data always better for factor analysis
- Specification Analysis of Affine Term Structure Models
- Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
- Forecasting Using Principal Components From a Large Number of Predictors
- Conflict Theory, Economic Conditions, and Homicide
- Deciphering the Liquidity and Credit Crunch 2007-08
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series
Their papers
- What does the yield curve tell us about GDP growth (2004) — 470 citations
- Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? (2007) — 920 citations
- The Term Structure of Real Rates and Expected Inflation (2008) — 552 citations
- Uncovered Interest Rate Parity and the Term Structure (2002) — 189 citations
- Flights to Safety (2014) — 284 citations