Fei Tan

Saint Louis University

Assistant Professor

3674 Lindell Boulevard

Saint Louis, MO 63108

United States

SCHOLARLY PAPERS

8

DOWNLOADS

498

SSRN CITATIONS
Rank 45,311

SSRN RANKINGS

Top 45,311

in Total Papers Citations

12

CROSSREF CITATIONS

3

Scholarly Papers (8)

Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models

Norges Bank Working Paper 12/2018; ISBN 978-82-8379-059-7
Number of pages: 40 Posted: 15 Feb 2019 Last Revised: 22 Feb 2021
Yoosoon Chang, Junior Maih and Fei Tan
Indiana University Bloomington - Department of Economics, Norges Bank and Saint Louis University
Downloads 81 (406,716)
Citation 10

Abstract:

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state space model; regime switching; endogenous feedback; filtering; DSGE model

2.

Bayesian Estimation of Macro-Finance DSGE Models with Stochastic Volatility

Number of pages: 48 Posted: 23 Oct 2019 Last Revised: 23 Mar 2020
David Rapach, David Rapach and Fei Tan
Washington University in St. LouisSaint Louis University and Saint Louis University
Downloads 141 (278,184)

Abstract:

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Stochastic volatility, Affine solution, Gibbs sampler, Equity risk premium, Structural shocks, Business cycle

3.

Analytic Policy Function Iteration

Number of pages: 107 Posted: 27 Jan 2020 Last Revised: 23 Nov 2021
Zhao Han, Fei Tan and Jieran Wu
College of William and Mary - Department of Economics, Saint Louis University and Zhejiang University - College of Economics
Downloads 84 (394,103)
Citation 1

Abstract:

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Endogenous information; Policy function iteration; Frequency-domain methods; Higher-order expectations.

4.

Learning from Monetary and Fiscal Policy

Number of pages: 68 Posted: 20 Nov 2020 Last Revised: 09 Jan 2021
Zhao Han, Fei Tan and Jieran Wu
College of William and Mary - Department of Economics, Saint Louis University and Zhejiang University - College of Economics
Downloads 60 (472,024)

Abstract:

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Incomplete Information, Multiple Endogenous Signals, General Equilibrium, Signal Extraction, Inflation Dynamics

5.

DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors

Number of pages: 48 Posted: 13 Nov 2020
Washington University in St. Louis - John M. Olin Business School, University of Illinois and Saint Louis University
Downloads 49 (516,680)
Citation 2

Abstract:

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Bayesian Inference, Marginal Likelihood, Tailored Proposal Densities, Random Blocks, Student-T Shocks, Stochastic Volatility

6.

State Space Models With Endogenous Regime Switching

CAEPR Working Paper 2018-012
Number of pages: 26 Posted: 16 Feb 2021 Last Revised: 10 Mar 2021
Yoosoon Chang, Fei Tan and Xin Wei
Indiana University Bloomington - Department of Economics, Saint Louis University and Indiana University Bloomington - Department of Economics
Downloads 37 (574,540)

Abstract:

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State Space Models With Endogenous Regime Switching

7.

Financial Distress and Fiscal Inflation

Number of pages: 30 Posted: 28 Dec 2018 Last Revised: 11 Aug 2021
Bing Li, Pei Pei and Fei Tan
Tsinghua University, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Saint Louis University
Downloads 30 (614,293)
Citation 2

Abstract:

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monetary and fiscal policy, financial frictions, model comparison, dynamic prediction pool

8.

A Frequency-Domain Approach to Dynamic Macroeconomic Models

Number of pages: 45 Posted: 28 Dec 2018 Last Revised: 10 Jul 2019
Fei Tan
Saint Louis University
Downloads 16 (714,012)

Abstract:

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Solution Method, Analytic Function, Bayesian Inference, Spectral Density, Monetary and Fiscal Policy