Concepedia
Statistics
Publications
22
Citations
1.5K
H-Index
18
Active since
2002
Affiliations
Federal Reserve(Current)
Federal Reserve Board of Governors
University of California, Riverside
University of Pennsylvania
National Bureau of Economic Research
Canlin Li is an author at Federal Reserve specializing in business, economics, and finance.
Top concepts
FinanceBusinessEconomicsMacroeconomicsEmpirical FinanceFinancial EconomicsMonetary PolicyEconomic AnalysisStatisticsFinancial Modeling
Publications per year
2002–2022
21
Forecasting the Term Structure of Government Bond Yields
Francis X. Diebold, Canlin Li · SSRN Electronic Journal · 2002 · 438 citations · Full text
Monetary Policy, Economics, Term Structure Model +7
Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
Francis X. Diebold, Canlin Li, Vivian Z. Yue · Journal of Econometrics · 2008 · 257 citations
Dynamic Economic Model, Economics, Term Structure Model +4
Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
Canlin Li · Finance and Economics Discussion Series · 2012 · 105 citations · Full text
Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Programs
Canlin Li, Min Wei · Finance and Economics Discussion Series · 2014 · 87 citations · Full text
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
Francis X. Diebold, Canlin Li, Vivian Z. Yue · SSRN Electronic Journal · 2007 · 71 citations · Full text
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