Research

A growing collection of academic papers.

Monetary and Fiscal Policy

  1. WP
    Appetite for Treasuries, Debt Cycles, and Fiscal Inflation
    Tan, Fei
    working paper, 2022
  2. WP
    Learning from Monetary and Fiscal Policy
    Han, Zhao, Tan, Fei, and Wu, Jieran
    revision requested at Review of Economic Dynamics, 2022
  3. Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models
    Chang, Yoosoon, Maih, Junior, and Tan, Fei
    Journal of Economic Dynamics and Control, 2021
  4. JoM
    Financial Distress and Fiscal Inflation
    Li, Bing, Pei, Pei, and Tan, Fei
    Journal of Macroeconomics, 2021

Frequency-Domain Methods

  1. JET
    Analytic Policy Function Iteration
    Tan, Fei, and Wu, Jieran
    Journal of Economic Theory, 2022
  2. MD
    A Frequency-Domain Approach to Dynamic Macroeconomic Models
    Tan, Fei
    Macroeconomic Dynamics, 2021
  3. EL
    An Analytical Approach to New Keynesian Models under the Fiscal Theory
    Tan, Fei
    Economics Letters, 2017
  4. EB
    Interpreting Rational Expectations Econometrics via Analytic Function Approach
    Tan, Fei
    Economics Bulletin, 2017
  5. Solving Generalized Multivariate Linear Rational Expectations Models
    Tan, Fei, and Walker, Todd B.
    Journal of Economic Dynamics and Control, 2015

Bayesian Econometrics

  1. CE
    DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors
    Computational Economics, 2021
  2. WP
    Bayesian Estimation of Macro-Finance DSGE Models with Stochastic Volatility
    Rapach, David E., and Tan, Fei
    revised and resubmitted at Journal of Applied Econometrics, 2020

Evolutionary Dynamics

  1. SR
    Increasing Returns to Scale: The Solution to the Second-Order Social Dilemma
    Ye, Hang, Chen, Shu, Luo, Jun, Tan, Fei, Jia, Yongmin, and Chen, Yefeng
    Scientific Reports, 2016
  2. Sympathy and Punishment: Evolution of Cooperation in Public Goods Game
    Ye, Hang, Tan, Fei, Ding, Mei, Jia, Yongmin, and Chen, Yefeng
    Journal of Artificial Societies and Social Simulation, 2011