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A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration

Diebold, Francis X.; Ji, Lei; Li, Canlin - In: Long-run Growth and Short-run Stabilization

There is much confusion in the economics literature on wage determination and the employmentâ€“inflation trade-off. Few model builders pay as much careful attention to the definition and meaning of long-run concepts as did Albert Ando. Expanding on years of painstaking work by Ando, the...

Persistent link: https://www.econbiz.de/10011169081

Forecasting the term structure of government bond yields

Diebold, Francis X.; Li, Canlin - In: Journal of Econometrics 130 (2006) 2, pp. 337-364

Persistent link: https://www.econbiz.de/10005052825

Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach

Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of Econometrics 146 (2008) 2, pp. 351-363

The popular Nelson-Siegel [Nelson, C.R., Siegel, A.F., 1987. Parsimonious modeling of yield curves. Journal of Business 60, 473-489] yield curve is routinely fit to cross sections of intra-country bond yields, and Diebold-Li [Diebold, F.X., Li, C., 2006. Forecasting the term structure of...

Persistent link: https://www.econbiz.de/10005192969

Monetary policy and endogenous market structure in a Schumpeterian economy

Chu, Angus C.; Ji, Lei - In: Macroeconomic dynamics 20 (2016) 5, pp. 1127-1145

Persistent link: https://www.econbiz.de/10011623115

Patents, R&D subsidies, and endogenous market structure in a Schumpeterian economy

Chu, Angus C.; Furukawa, Yuichi; Ji, Lei - In: Southern economic journal 82 (2016) 3, pp. 809-825

Persistent link: https://www.econbiz.de/10011624315

Unionization, market structure, and economic growth

Ji, Lei; Chang, Juin-jen; Huang, Chienyu - In: Southern economic journal 82 (2016) 3, pp. 935-951

Persistent link: https://www.econbiz.de/10011624353

The dance of the dynamics : the interplay of trade and growth

Ji, Lei; Seater, John J. - In: Macroeconomic dynamics 24 (2020) 3, pp. 479-537

Persistent link: https://www.econbiz.de/10012240980

Cross-industry growth differences with asymmetric industries and endogenous market structure

Huang, Chien-Yu; Ji, Lei - In: The B.E. journal of macroeconomics 19 (2019) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10012027387

Achieving the environmental profits of green supplier integration : The roles of supply chain resilience and knowledge combination

Ji, Lei; Yuan, Chunlin; Feng, Taiwen; Wang, Chen - In: Sustainable Development 28 (2020) 4, pp. 978-989

Persistent link: https://www.econbiz.de/10012274042

Knowledge-intensive business services and economic growth with endogenous market structure

Huang, Chien-Yu; Ji, Lei - In: Journal of Macroeconomics 38 (2013) PA, pp. 95-106

The Knowledge-Intensive Business Services (KIBS) sector has been growing in the US in the recent decades. KIBS are used to overcome the information friction between intermediate inputs and the input users that is generated by technology improvement. We use a Schumpeterian growth model with...

Persistent link: https://www.econbiz.de/10010875199