Professional Experience

• • Economist

    Board of Governors of the Federal Reserve System

  • 2010 - present

• • Assistant Professor of Finance

    University of California - Riverside

  • 2002 - 2010

• • Research Associate

    J.P.Morgan Securities Inc.

  • 2001 - 2002

• • Summer Intern

    J.P.Morgan Securities Inc.

  • 2000

Publications

• Li, Canlin, and Min Wei (2012). "Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs," Finance and Economics Discussion Series 2012-37. Board of Governors of the Federal Reserve System (U.S.).
• Diebold, Francis X., Canlin Li, and Vivian Z. Yue (2008). "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," Journal of Econometrics, vol. 146, no. 2, pp. 351-363.
• Diebold, Francis X., and Canlin Li (2006). "Forecasting the Term Structure of Government Bond Yields," Journal of Econometrics, vol. 130, no. 2, pp. 337-364.
• Diebold, Francis X., Lei Ji, and Canlin Li (2006). "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration," in Klein, Lawrence,R. ed., Long-Run Growth and Short-Run Stabilization: Essays in Memory of Albert Ando. Cheltenham, U.K. and Northampton, Mass: Elgar, pp. 240-274.
• Campbell, Sean D., and Canlin Li (2004). "Alternative Estimates of the Presidential Premium," Finance and Economics Discussion Series 2004-69. Board of Governors of the Federal Reserve System (U.S.).

Other Activities