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 0 2 10 222
Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements 0 0 0 106 0 2 18 377
International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing 0 0 0 99 5 10 28 252
Measuring Agency MBS Market Liquidity with Transaction Data 0 0 0 23 0 1 6 77
Representative yield curve shocks and stress testing 0 0 0 0 2 4 7 39
Robustness of Long-Maturity Term Premium Estimates 0 0 2 81 1 6 10 169
Taxonomy of Global Risk, Uncertainty, and Volatility Measures 1 1 1 56 1 8 20 176
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 2 34 1 1 14 92
Total Working Papers 1 1 5 443 10 34 113 1,404


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 2 69 3 3 25 309
Forecasting the term structure of government bond yields 7 17 58 558 36 86 267 2,249
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 1 4 18 282 5 17 67 1,121
Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms 0 1 5 136 3 10 54 625
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 2 5 18 63
Total Journal Articles 8 22 83 1,053 49 121 431 4,367


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 1 2 26 5 6 30 132
Total Chapters 0 1 2 26 5 6 30 132


Statistics updated 2026-05-06