Fei Han

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

8

DOWNLOADS

330

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Demographics and the Natural Rate of Interest in Japan

Number of pages: 32 Posted: 08 Apr 2019
Fei Han
International Monetary Fund (IMF)
Downloads 76 (394,270)

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Real interest rates, Negative interest rates, Interest rate policy, Economic growth, Interest rate increases, Demographic change, natural rate of interest, monetary policy, Japan, natural rate, Turunen, potential growth, Pescatori, real interest rate

2.

What Drives Credit Growth in Emerging Asia?

Number of pages: 43 Posted: 28 Feb 2012
Selim Ali Elekdag and Fei Han
International Monetary Fund (IMF) - Policy Development and Review Department and International Monetary Fund (IMF)
Downloads 55 (465,071)

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Rapid Credit Growth, Credit Booms, Emerging Asia, Svar, Bayesian Estimation, Sign Restrictions, Shock Identification, Credit Expansion, Economic Models, Emerging Markets, Flexible Exchange Rates

3.

Assessing Macro-Financial Risks of Household Debt in China

Number of pages: 26 Posted: 22 Jan 2020
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 54 (468,884)

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Financial crises, Fiscal sector, Real sector, Demographic indicators, National accounts, Household indebtedness, macro-financial risks, houshold survey, WP, consumption growth, household debt, LTV, indebtedness, DTI

4.

Credit Expansion in Emerging Markets: Propeller of Growth?

Number of pages: 25 Posted: 27 Nov 2015
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 49 (489,135)

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Credit Growth, credit, gdp, consumption, investment, real gdp, Financial Markets and the Macroeconomy, General,

5.

Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models

Number of pages: 42 Posted: 22 Jan 2020
Fei Han and Mindaugas Leika
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 31 (577,118)

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Financial markets, Financial institutions, Financial crises, Financial instruments, Macroprudential policies and financial stability, stress testing, solvency risk, liquidity risk, asset fire sales, Markov regime-switching models, WP, market liquidity, fire sale, fire-sale, haircut, asset class

6.

Anatomy of Sudden Yen Appreciations

Number of pages: 20 Posted: 28 Jul 2019
Fei Han and Niklas Westelius
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 30 (582,876)

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Interest rate differential, Interest rate increases, International financial markets, Interest rates, Exchange rate policy, Carry trade, safe haven effects, exchange rate appreciations, Japan, VIX, yen, market uncertainty, Haver, exchange rate movement

7.

Measuring External Risks for Peru: Insights from a Macroeconomic Model for a Small Open and Partially Dollarized Economy

Number of pages: 25 Posted: 02 Jun 2015
Fei Han
International Monetary Fund (IMF)
Downloads 19 (656,507)

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External shocks, Peru, Foreign investment, China, United States, Monetary policy, Dollarization, Small open economies, Economic models, Macroeconomic Model, Partial Dollarization, External Risk, Spillovers, Macroeconomic Forecast, inflation

8.

Scarcity Effects of Quantitative Easing on Market Liquidity: Evidence from the Japanese Government Bond Market

Number of pages: 44 Posted: 01 Aug 2018
Fei Han and Dulani Seneviratne
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 16 (678,248)
Citation 1

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Liquidity, Asset markets, Bonds, Panel analysis, Econometric models, Japan, Quantitative easing, quantitative and qualitative monetary easing, market liquidity, Japanese government bond, scarcity effects, Models with Panel Data, Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation, Quantitative Policy Modeling, Monetary Policy (Targets, Instruments, and Effects)