Davis-Shaughnessy Hall 469A
Chaifetz School of Business
3674 Lindell Boulevard
St. Louis, MO 63108-3397
Email: tanf [at] slu.edu
Hello, world. My research agenda is organized around three areas:
Bayesian statistics, and
evolutionary dynamics. One line of my current research develops time and frequency-domain approaches to dynamic equilibrium models of expectations formation. Another line develops Markov chain Monte Carlo methods for estimating large-scale structural models. These tools are applied to study monetary and fiscal policy, asset prices, and a variety of related topics in macroeconomics and finance. Recently, I like to train Bayesian neural nets regularized by economic theory. My previous research studies the evolution of cooperative and altruistic human behavior.
Currently, I teach macroeconomics and econometrics at Saint Louis University. Meanwhile, I work on competitive programming projects of data science. I am also a thematic investor for space economy and have rich experience in derivative trading.
Please send an email to me if you have any difficulty with links or downloads. Feel free to sponsor the open-source content of this homepage.
- WPAppetite for Treasuries, Debt Cycles, and Fiscal Inflationworking paper, 2022