Canlin Li

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Affiliations

• University of Pennsylvania / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Forecasting the term structure of government bond yields (RePEc:eee:econom:v:130:y:2006:i:2:p:337-364)
  by Diebold, Francis X. & Li, Canlin
• Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach (RePEc:eee:econom:v:146:y:2008:i:2:p:351-363)
  by Diebold, Francis X. & Li, Canlin & Yue, Vivian Z.
• A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration (RePEc:elg:eechap:3299_9)
  by Francis X. Diebold & Lei Ji & Canlin Li
• Alternative estimates of the presidential premium (RePEc:fip:fedgfe:2004-69)
  by Sean D. Campbell & Canlin Li
• Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements (RePEc:fip:fedgfe:2013-35)
  by Michael E. Cahill & Stefania D'Amico & Canlin Li & John S. Sears
• Measuring Agency MBS Market Liquidity with Transaction Data (RePEc:fip:fedgfn:2014-01-31-1)
  by Sean D. Campbell & Jay Im & Canlin Li
• Robustness of Long-Maturity Term Premium Estimates (RePEc:fip:fedgfn:2017-04-03)
  by Canlin Li & Andrew C. Meldrum & Marius del Giudice Rodriguez
• Estimating Yield Impacts of Treasury Demand and Supply Changes (RePEc:fip:fedgif:103792)
  by Daniel O. Beltran & Canlin Li
• Taxonomy of Global Risk, Uncertainty, and Volatility Measures (RePEc:fip:fedgif:1216)
  by Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun
• International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing (RePEc:fip:fedgif:1234)
  by Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius del Giudice Rodriguez
• Using the Entire Yield Curve in Forecasting Output and Inflation (RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513)
  by Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li
• Representative yield curve shocks and stress testing (RePEc:hal:journl:hal-00797402)
  by Christophe Villa & Francis X. Diebold & Canlin Li & Christophe Pérignon
• Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms (RePEc:ijc:ijcjou:y:2013:q:1:a:1)
  by Canlin Li & Min Wei
• Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates (RePEc:ijc:ijcjou:y:2018:q:1:a:8)
  by Jane Ihrig & Elizabeth Klee & Canlin Li & Min Wei & Joe Kachovec
• Using the Entire Yield Curve in Forecasting Output and Inflation (RePEc:ucr:wpaper:201903)
  by Tae-Hwy Lee & Eric Hillebrand & Huiyu Huang & Canlin Li