Access Statistics for Canlin Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative estimates of the presidential premium 0 0 0 44 1 2 2 214
Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements 0 0 0 106 7 10 14 370
International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing 0 0 0 99 4 6 10 232
Measuring Agency MBS Market Liquidity with Transaction Data 0 0 0 23 3 4 4 75
Representative yield curve shocks and stress testing 0 0 0 0 1 1 3 33
Robustness of Long-Maturity Term Premium Estimates 0 0 3 80 0 0 4 160
Taxonomy of Global Risk, Uncertainty, and Volatility Measures 0 0 0 55 4 5 8 163
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 2 34 2 4 8 86
Total Working Papers 0 0 5 441 22 32 53 1,333


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates 0 0 3 69 1 3 21 296
Forecasting the term structure of government bond yields 8 26 49 539 26 88 197 2,124
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 2 10 14 276 6 21 36 1,084
Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms 0 1 7 134 3 9 40 594
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 2 6 9 54
Total Journal Articles 10 37 73 1,026 38 127 303 4,152


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration 0 0 2 25 0 1 8 107
Total Chapters 0 0 2 25 0 1 8 107


Statistics updated 2025-12-06