IMF Publications by Author
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Fei Han:
2019
Title: Assessing Macro-Financial Risks of Household Debt in China
Series: Working Paper No. 2019/258
Date: November 27, 2019
Subject: Consumption Household consumption Housing prices Income Income shocks National accounts Prices
Title: Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models
Series: Working Paper No. 2019/250
Date: November 15, 2019
Subject: Asset and liability management Asset liquidity Asset management Banking Financial institutions Financial regulation and supervision Liquidity Liquidity risk Sovereign bonds
Title: Anatomy of Sudden Yen Appreciations
Series: Working Paper No. 2019/136
Date: July 1, 2019
Subject: Currencies Econometric analysis Exchange rates Financial institutions Financial services Foreign exchange Futures Money Vector autoregression Zero lower bound
Title: Demographics and the Natural Rate of Interest in Japan
Series: Working Paper No. 2019/031
Date: February 15, 2019
Subject: Demographic change Financial services National accounts Population and demographics Population growth Potential output Production Real interest rates Return on investment
2018
Title: Scarcity Effects of Quantitative Easing on Market Liquidity: Evidence from the Japanese Government Bond Market
Series: Working Paper No. 2018/096
Date: May 9, 2018
Subject: Asset and liability management Banking Bonds Financial institutions Financial markets Liquidity Monetary policy Securities markets Sovereign bonds Unconventional monetary policies
2015
Title: Credit Expansion in Emerging Markets: Propeller of Growth?
Series: Working Paper No. 2015/212
Date: September 29, 2015
Subject: Consumer credit Consumption Credit Credit booms Money National accounts Private consumption
2014
Title: Measuring External Risks for Peru: Insights from a Macroeconomic Model for a Small Open and Partially Dollarized Economy
Series: Working Paper No. 2014/161
Date: September 2, 2014
Subject: Exchange rate flexibility Exchange rates Foreign exchange Inflation Metal prices Output gap Prices Production
2012
Title: What Drives Credit Growth in Emerging Asia?
Series: Working Paper No. 2012/043
Date: February 1, 2012
Subject: Credit Credit booms Econometric analysis Exchange rate flexibility Financial services Foreign exchange Money Short term interest rates Structural vector autoregression