Mingwei Yuan

Personal Details

First Name:	Mingwei
Middle Name:
Last Name:	Yuan
Suffix:
RePEc Short-ID:	pyu4
	[This author has chosen not to make the email address public] The above email address does not seem to be valid anymore. Please ask Mingwei Yuan to update the entry or send us the correct address or status for this person. Thank you.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Ying Liu & Eli Papakirykos & Mingwei Yuan, 2004. "Market Valuation and Risk Assessment of Canadian Banks," Staff Working Papers 04-34, Bank of Canada.
   • Liu, Ying & Papakirykos, Eli & Yuan, Mingwei, 2006. "Market Valuation and Risk Assessment of Canadian Banks," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 2(1), pages 1-18.

   Cited by:

   1. Sinha, Pankaj & Sharma, Sakshi & Sondhi, Kriti, 2013. "Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model," MPRA Paper 47442, University Library of Munich, Germany.
   2. Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy, 2019. "Contagion risk in global banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
   3. Dima, Bogdan & Dincă, Marius Sorin & Spulbăr, Cristi, 2014. "Financial nexus: Efficiency and soundness in banking and capital markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 100-124.
   4. Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2008. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2008-43, Board of Governors of the Federal Reserve System (U.S.).
      • Carlson Mark A & King Thomas & Lewis Kurt, 2011. "Distress in the Financial Sector and Economic Activity," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-31, June.
      • Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2009. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2009-01, Board of Governors of the Federal Reserve System (U.S.).
   5. Greg Caldwell, 2005. "Subordinated Debt and Market Discipline in Canada," Staff Working Papers 05-40, Bank of Canada.
   6. Christian Calmès & Raymond Théoret, 2009. "Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments," RePAd Working Paper Series UQO-DSA-wp042009, Département des sciences administratives, UQO.
   7. Loveland, Robert, 2016. "How prompt was regulatory corrective action during the financial crisis?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 16-36.
   8. Christian Calm¨¨s & Raymond Th¨¦oret, 2013. "Is the Canadian Banking System Really ¡°Stronger¡± than the U.S. One?," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 1-18, November.
   9. Mr. Amadou N Sy & Mr. Jorge A Chan-Lau, 2006. "Distance-to-Default in Banking: A Bridge Too Far?," IMF Working Papers 2006/215, International Monetary Fund.
   10. Khan, Mohammad Azeem & Ahmad, Wasim, 2022. "Fresh evidence on the relationship between market power and default risk of Indian banks," Finance Research Letters, Elsevier, vol. 46(PA).
   11. Christian Calmès & Raymond Théoret, 2013. "Is the Canadian banking system really “stronger” than the U.S. one?," RePAd Working Paper Series UQO-DSA-wp022013, Département des sciences administratives, UQO.
   12. Tonmoy Choudhury & Muhammad Kamran & Hadrian Geri Djajadikerta & Tapan Sarker, 2023. "Can Banks Sustain the Growth in Renewable Energy Supply? An International Evidence," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 35(1), pages 20-50, February.

2. John Knight & Fuchun Li & Mingwei Yuan, 1999. "Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model," Staff Working Papers 99-19, Bank of Canada.

   Cited by:

   1. Andrew Jeffrey & Linton, Oliver Linton & Thong Nguyen & Peter C.B. Phillips, 2001. "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Cowles Foundation Discussion Papers 1311, Cowles Foundation for Research in Economics, Yale University.
   2. Adam Canopius, 2006. "Practitioners' Corner," Journal of Financial Econometrics, Oxford University Press, vol. 4(2), pages 346-351.
   3. Adland, Roar & Jia, Haiying & Lu, Jing, 2008. "Price dynamics in the market for Liquid Petroleum Gas transport," Energy Economics, Elsevier, vol. 30(3), pages 818-828, May.
   4. Andrew Jeffrey, 2004. "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Journal of Financial Econometrics, Oxford University Press, vol. 2(2), pages 251-289.
   5. John Knight & Fuchun Li & Mingwei Yuan, 2006. "A Semiparametric Two-Factor Term Structure Model," Journal of Financial Econometrics, Oxford University Press, vol. 4(2), pages 204-237.

3. Mingwei Yuan & Christian Zimmermann, 1999. "Credit Crunch, Bank Lending and Monetary Policy: A Model of Financial Intermediation with Heterogeneous Projects," Cahiers de recherche CREFE / CREFE Working Papers 89, CREFE, Université du Québec à Montréal.

   Cited by:

   1. Grégory Levieuge, 2005. "Politique monétaire et prix d'actifs," Revue de l'OFCE, Presses de Sciences-Po, vol. 93(2), pages 317-355.
   2. Peter J. Morgan, 2012. "The Role and Effectiveness of Unconventional Monetary Policy," Chapters, in: Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), Monetary and Currency Policy Management in Asia, chapter 2, Edward Elgar Publishing.
      • Morgan, Peter, 2009. "The Role and Effectiveness of Unconventional Monetary Policy," ADBI Working Papers 163, Asian Development Bank Institute.

4. Mingwei Yuan & Christian Zimmermann, 1999. "Credit Crunch in a Model of Financial Intermediation and Occupational Choice," Cahiers de recherche CREFE / CREFE Working Papers 97, CREFE, Université du Québec à Montréal.
   • Yuan, Mingwei & Zimmermann, Christian, 2004. "Credit crunch in a model of financial intermediation and occupational choice," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 637-659, December.

   Cited by:

   1. Norrbin, Stefan, 2001. "What Have We Learned from Empirical Tests of the Monetary Transmission Effect," Working Paper Series 121, Sveriges Riksbank (Central Bank of Sweden).
   2. Martin Berka & Christian Zimmermann, 2011. "Basel Accord and financial intermediation: the impact of policy," Working Papers 2011-042, Federal Reserve Bank of St. Louis.
      • Martin Berka & Christian Zimmermann, 2012. "Basel Accord and Financial Intermediation: The Impact of Policy," CESifo Working Paper Series 3724, CESifo.
      • Martin Berka & Christian Zimmermann, 2018. "The Basel Accord and Financial Intermediation: The Impact of Policy," Review, Federal Reserve Bank of St. Louis, vol. 100(2), pages 171-200.
      • Martin Berka & Christian Zimmermann, 2012. "Basel Accord and Financial Intermediation: The Impact of Policy," Working Paper series 04_12, Rimini Centre for Economic Analysis.
   3. Alvaro Aguiar & Inês Drumond, 2007. "Monetary Policy Amplification Effects through a Bank Capital Channel," Money Macro and Finance (MMF) Research Group Conference 2006 47, Money Macro and Finance Research Group.
   4. Shaffer, Sherrill & Hoover, Scott, 2008. "Endogenous screening, credit crunches, and competition in laxity," Review of Financial Economics, Elsevier, vol. 17(4), pages 296-314, December.
      • Sherrill Shaffer & Scott Hoover, 2008. "Endogenous screening, credit crunches, and competition in laxity," Review of Financial Economics, John Wiley & Sons, vol. 17(4), pages 296-314, December.
   5. Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes, 2010. "How resilient is the German banking system to macroeconomic shocks?," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1839-1848, August.
      • Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes, 2008. "How resilient is the German banking system to macroeconomic shocks?," Kiel Working Papers 1419, Kiel Institute for the World Economy (IfW Kiel).
   6. Tamini, Arnaud & Petey, Joël, 2021. "Hoarding of reserves in the banking industry: Explaining the African paradox," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 214-225.

5. Mingwei Yuan & Wenli Li, 1999. "Dynamic Employment and Hours Effects of Government Spending Shocks," Staff Working Papers 99-1, Bank of Canada.
   • Yuan, Mingwei & Li, Wenli, 2000. "Dynamic employment and hours effects of government spending shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 24(8), pages 1233-1263, July.

   Cited by:

   1. Joydeep Bhattacharya & Helle Bunzel, 2003. "Dynamics of the planning solution in the discrete-time textbook model of labor market search and matching," Economics Bulletin, AccessEcon, vol. 5(19), pages 1-10.
      • Bhattacharya, Joydeep & Bunzel, Helle, 2003. "Dynamics of the Planning Solution in the Discrete-Time Textbook Model of Labor Market Search and Matching," Staff General Research Papers Archive 10253, Iowa State University, Department of Economics.
   2. Ruzive, Tafadzwa & Mkhombo, Thando & Mhaka, Simba & Mavikela, Nomahlubi & Phiri, Andrew, 2017. "Electricity intensity and unemployment in South Africa: A quantile regression analysis," MPRA Paper 81717, University Library of Munich, Germany.
      • Tafadzwa Ruzive & Thando Mkhombo & Simbarashe Mhaka & Nomahlubi Mavikela & Andrew Phiri, 2019. "Electricity Intensity and Unemployment in South Africa: A Quantile Regression Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 31-40.
      • Tafadzwa Ruzive & Thando Mkhombo & Simba Mhaka & Nomahlubi Mavikela & Andrew Phiri, 2017. "Elecricity intensity and unemployment in South Africa: A quantile regression analysis," Working Papers 1711, Department of Economics, Nelson Mandela University, revised Sep 2017.
   3. Bhattacharya, J. & Bunzel, H., 2003. "Chaotic Planning Solutions in the Textbook Model of Labor Market Search and Matching," Discussion Paper 2003-15, Tilburg University, Center for Economic Research.
      • Bhattacharya, J. & Bunzel, H., 2003. "Chaotic Planning Solutions in the Textbook Model of Labor Market Search and Matching," Other publications TiSEM da7233db-ec71-41f8-b3d6-d, Tilburg University, School of Economics and Management.
   4. Chun-Hung Kuo & Hiroaki Miyamoto, 2014. "Fiscal Stimulus and Unemployment Dynamics," Working Papers EMS_2014_05, Research Institute, International University of Japan.
      • Kuo Chun-Hung & Miyamoto Hiroaki, 2019. "Fiscal stimulus and unemployment dynamics," The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(2), pages 1-19, June.
      • Chun-Hung Kuo & Hiroaki Miyamoto, 2015. "Fiscal Stimulus and Unemployment Dynamics," Working Papers SDES-2015-10, Kochi University of Technology, School of Economics and Management, revised Jan 2015.
   5. MATSUMAE Tatsuyoshi & HASUMI Ryo, 2016. "Impacts of Government Spending on Unemployment: Evidence from a Medium-scale DSGE Model(in Japanese)," ESRI Discussion paper series 329, Economic and Social Research Institute (ESRI).
   6. Bhattacharya, Joydeep & Bunzel, Helle, 2003. "Dynamics of the planning solution in the discrete-time textbook model of labor market search and matching," ISU General Staff Papers 200311240800001189, Iowa State University, Department of Economics.
      • Bhattacharya, Joydeep & Bunzel, Helle, 2003. "Dynamics of the Planning Solution in the Discrete-Time Textbook Model of Labor Market Search and Matching," Staff General Research Papers Archive 10253, Iowa State University, Department of Economics.
   7. Kato, Ryuta Ray & Miyamoto, Hiroaki, 2013. "Fiscal stimulus and labor market dynamics in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 30(C), pages 33-58.
      • Ryuta Ray Kato & Hiroaki Miyamoto, 2012. "Fiscal Stimulus and Labor Market Dynamics in Japan," Working Papers EMS_2012_19, Research Institute, International University of Japan.
   8. Ryuta Ray Kato & Hiroaki Miyamoto, 2015. "Effects of Fiscal Stimulus on the Labor Market," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 11(2), pages 277-302, March.
   9. Faik Koray & W. Douglas McMillin, 2007. "Fiscal Shocks, the Trade Balance, and the Exchange Rate," Departmental Working Papers 2007-05, Department of Economics, Louisiana State University.
      • Faik Koray & W. Douglas McMillin, 2006. "Fiscal Shocks, the Trade Balance, and the Exchange Rate," Departmental Working Papers 2006-02, Department of Economics, Louisiana State University.
   10. Chletsos, Michael & Sintos, Andreas, 2021. "The effect of financial fragility on employment," Economic Modelling, Elsevier, vol. 94(C), pages 104-120.
   11. Yaniv Yedid-Levi, 2016. "Why does employment in all major sectors move together over the business cycle?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 131-156, October.
       • Yaniv Yedid-Levi, 2012. "Why Does Employment in All Major Sectors Move Together over the Business Cycle?," 2012 Meeting Papers 677, Society for Economic Dynamics.
       • Yaniv Yedid-Levi, 2016. "Code and data files for "Why does employment in all major sectors move together over the business cycle?"," Computer Codes 14-20, Review of Economic Dynamics.
   12. Eric Mayer & Sebastian Rüth & Johann Scharler, 2012. "Government debt, inflation dynamics and the transmission of fiscal policy shocks," Working Papers 2012-05, Faculty of Economics and Statistics, Universität Innsbruck.
       • Mayer, Eric & Rüth, Sebastian & Scharler, Johann, 2012. "Government debt, inflation dynamics and the transmission of fiscal policy shocks," W.E.P. - Würzburg Economic Papers 87, University of Würzburg, Department of Economics.
       • Mayer, Eric & Rüth, Sebastian & Scharler, Johann, 2013. "Government debt, inflation dynamics and the transmission of fiscal policy shocks," Economic Modelling, Elsevier, vol. 33(C), pages 762-771.
   13. Wifag Adnan & Kerim Peren Arin & Aysegul Corakci & Nicola Spagnolo, 2022. "On the heterogeneous effects of tax policy on labor market outcomes," Southern Economic Journal, John Wiley & Sons, vol. 88(3), pages 991-1036, January.
   14. Javier Andrés & José E. Boscá & Javier Ferri & Cristina Fuentes-Albero, 2018. "Households' balance sheets and the effect of fiscal policy," Working Papers 1831, Banco de España.
       • Javier Andres & Jose E. Bosca & Javier Ferri & Cristina Fuentes-Albero, 2018. "Household's Balance Sheets and the Effect of Fiscal Policy," Finance and Economics Discussion Series 2018-012r1, Board of Governors of the Federal Reserve System (U.S.), revised 29 Jun 2020.
       • Javier Andrés & José E. Boscá & Javier Ferri & Cristina Fuentes‐Albero, 2022. "Households' Balance Sheets and the Effect of Fiscal Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 737-778, June.
   15. Ngouhouo Ibrahim & Chouafi Nguekam Orfé & Bocker Poumie, 2020. "Would rising real GDP boost the combined effects of economic openness and public investment on unemployment in Cameroon?," Economics Bulletin, AccessEcon, vol. 40(2), pages 1634-1644.
   16. K. Arin & Faik Koray, 2009. "Beggar thy Neighbor? The Transmission of Fiscal Shocks from the US to Canada," Open Economies Review, Springer, vol. 20(3), pages 425-434, July.
   17. Ryuta Ray Kato & Hiroaki Miyamoto, 2013. "Fiscal Stimulus in an Endogenous Job Separation Model," Working Papers EMS_2013_02, Research Institute, International University of Japan.
   18. Alessia Campolmi & Ester Faia & Roland Winkler, 2011. "Fiscal Calculus in a New Keynesian Model with Labor Market Frictions," MNB Working Papers 2011/5, Magyar Nemzeti Bank (Central Bank of Hungary).
   19. Campolmi Alessia & Faia Ester & Winkler Roland, 2011. "Fiscal Calculus and the Labor Market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-27, December.
   20. Feldmann, Horst, 2004. "Arbeitsmarkteffekte wirtschaftlicher Freiheit (Labour market effects of economic freedom)," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 37(3), pages 187-209.
   21. Mayer, Eric & Moyen, Stéphane & Stähler, Nikolai, 2010. "Government expenditures and unemployment: A DSGE perspective," Discussion Paper Series 1: Economic Studies 2010,18, Deutsche Bundesbank.
   22. Rozina Shaheen, 2019. "Impact of Fiscal Policy on Consumption and Labor Supply under a Time-Varying Structural VAR Model," Economies, MDPI, vol. 7(2), pages 1-15, June.
   23. Basil Dalamagas & Stelios Kotsios, 2012. "A macroeconomic approach to the income-tax work-effort relationship," International Review of Applied Economics, Taylor & Francis Journals, vol. 26(3), pages 349-366, February.
   24. Faik Koray & K. Peren Arin, 2006. "International Transmission of Fiscal Shocks: An Empirical Investigation," Departmental Working Papers 2006-03, Department of Economics, Louisiana State University.
   25. Horst Feldmann, 2006. "Government Size and Unemployment: Evidence from Industrial Countries," Public Choice, Springer, vol. 127(3), pages 443-459, June.

6. Andreas Hornstein & Mingwei Yuan, 1998. "Can a Matching Model Explain the Long-Run Increase in Canada's Unemployment Rate?," Staff Working Papers 98-19, Bank of Canada.
   • Andreas Hornstein & Mingwei Yuan, 1999. "Can a Matching Model Explain the Long-Run Increase in Canada's Unemployment Rate?," Canadian Journal of Economics, Canadian Economics Association, vol. 32(4), pages 878-905, August.
   • Andreas Hornstein & Mingwei Yuan, 1998. "Can a matching model explain the long-run increase in Canada's unemployment rate?," Working Paper 98-02, Federal Reserve Bank of Richmond.

   Cited by:

   1. Den Haan, Wouter & Kaltenbrunner, Georg, 2007. "Anticipated Growth and Business Cycles in Matching Models," CEPR Discussion Papers 6063, C.E.P.R. Discussion Papers.
      • Den Haan, Wouter J. & Kaltenbrunner, Georg, 2009. "Anticipated growth and business cycles in matching models," Journal of Monetary Economics, Elsevier, vol. 56(3), pages 309-327, April.
   2. Tüzemen, Didem, 2017. "Labor market dynamics with endogenous labor force participation and on-the-job search," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 28-51.
   3. Tripier, Fabien, 2004. "Can the labor market search model explain the fluctuations of allocations of time?," Economic Modelling, Elsevier, vol. 21(1), pages 131-146, January.

Articles

1. Liu, Ying & Papakirykos, Eli & Yuan, Mingwei, 2006. "Market Valuation and Risk Assessment of Canadian Banks," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 2(1), pages 1-18.
   • Ying Liu & Eli Papakirykos & Mingwei Yuan, 2004. "Market Valuation and Risk Assessment of Canadian Banks," Staff Working Papers 04-34, Bank of Canada.
   See citations under working paper version above.
2. John Knight & Fuchun Li & Mingwei Yuan, 2006. "A Semiparametric Two-Factor Term Structure Model," Journal of Financial Econometrics, Oxford University Press, vol. 4(2), pages 204-237.

   Cited by:

   1. Lourdes Gómez-Valle & Julia Martínez-Rodríguez, 2010. "Improving the term structure of interest rates: two-factor models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 275-287.

3. Yuan, Mingwei & Zimmermann, Christian, 2004. "Credit crunch in a model of financial intermediation and occupational choice," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 637-659, December.
   • Mingwei Yuan & Christian Zimmermann, 1999. "Credit Crunch in a Model of Financial Intermediation and Occupational Choice," Cahiers de recherche CREFE / CREFE Working Papers 97, CREFE, Université du Québec à Montréal.
   See citations under working paper version above.
4. Yuan, Mingwei & Li, Wenli, 2000. "Dynamic employment and hours effects of government spending shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 24(8), pages 1233-1263, July.
   • Mingwei Yuan & Wenli Li, 1999. "Dynamic Employment and Hours Effects of Government Spending Shocks," Staff Working Papers 99-1, Bank of Canada.
   See citations under working paper version above.
5. Andreas Hornstein & Mingwei Yuan, 1999. "Can a Matching Model Explain the Long-Run Increase in Canada's Unemployment Rate?," Canadian Journal of Economics, Canadian Economics Association, vol. 32(4), pages 878-905, August.
   • Andreas Hornstein & Mingwei Yuan, 1998. "Can a matching model explain the long-run increase in Canada's unemployment rate?," Working Paper 98-02, Federal Reserve Bank of Richmond.
   • Andreas Hornstein & Mingwei Yuan, 1998. "Can a Matching Model Explain the Long-Run Increase in Canada's Unemployment Rate?," Staff Working Papers 98-19, Bank of Canada.
   See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-DGE: Dynamic General Equilibrium (3) 1999-08-04 1999-12-21 2000-06-29
2. NEP-MON: Monetary Economics (2) 1999-08-04 2000-06-29
3. NEP-BEC: Business Economics (1) 2004-09-30
4. NEP-FIN: Finance (1) 2004-09-30
5. NEP-FMK: Financial Markets (1) 2000-06-29

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Mingwei Yuan should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.