Research areas
- markov-switching-term-structure-models
- Monetary policy and the term structure of interest rates
- Inflation expectations and the inflation risk premium
Key papers
Recent work
(to be filled by subsequent ingests)
Collaborators
- andrew-ang
- geert-bekaert
- don-kim (Federal Reserve colleague; Kim-Wright model uses related framework)
My notes
Wei is a Federal Reserve Board researcher whose work focuses on the empirical term structure of interest rates and the interaction between monetary policy and inflation expectations. Co-author on the canonical Ang-Bekaert-Wei (2008) decomposition of US nominal yields into real rates, expected inflation, and the inflation risk premium.