Wontae Han, Ph.D Candidate in Economics at the University of Wisconsin-Madison
 
wontae.han@wisc.edu
 
7234 Sewell Social Science Building, 1180 Observatory Drive, Madison, WI 53706

Curriculum Vitae (updated September 2017)

Research Interest
  • Open Economy Macroeconomics

  • Optimal Monetary Policy in Open Economies 
 

Research Papers
  • Business and Credit Cycles in Emerging Economies: the Role of Financial Frictions

  • Optimal Monetary Policy in the presence of Capital Controls and Firms' Pricing-to-Market 
 

Work in Progress
  • Macroprudential Policy and International Risk Sharing
 

Seminar Presentation
  • Spring 2017, Workshop in International Economics, UW-Madison

  • Fall 2016, Workshop in International Economics, UW-Madison 

  • Spring 2016, Workshop in International Economics, UW-Madison
 

Research and Teaching Experience
  • Research Assistant for Javier Bianchi, "Capital Flow Management when Capital Controls Leak", Aug. 2013 - May. 2015 

  • Teaching Assistant for Business Calculus(Math 211, 213) and Differential Equations(Math 320) in the UW-Madison, Fall 2015 - Fall 2016 

  • Teaching Assistant for Principles of Microeconomics(Econ 101) and Intermediate Macroeconomics(Econ 302) in the UW-Madison, Fall 2011 - Spring 2013

  • Project Assistant for ByoungSeon Choi, "KIKO(Knock-In Knock-Out foreign-exchange derivative) Project", A joint project with Jaesun Noh(Bank of Montreal) and Robert Engle, 2009 - 2010
 

Reference
 

Research Notes and Replications
 
[
Note] When you use these materials for your research, education, et cetera, please cite: Wontae Han, https://sites.google.com/site/econhanwt/
  • Note on International Finance and Open Macroeconomics (Thanks to my teacher, Charles Engel)

         (1) Note on International Pricing
         (2)
    Note on RE Open Macroeconomics
         (3)
    Note on Exchange Rate Model
         (4)
    Note on Uncovered Interest Parity
         (5)
    Note on Foreign Exchange Rate Risk 
         (6)
    Note on LOE - RBC
         (7)
    Note on SOE - RBC
         (8)
    Note on Risk Sharing and Financial Market
         (9)
    Note on Obstfeld-Rogoff Two Country Model 

  • Replication of Smets and Wouters(AER2007) - Matlab
    - illustrate how to use Dynare software to conduct Bayesian estimation

         (1) Note on Smets and Wouters(AER2007)
         (2) Codes :  main_table1.m                       SW_estimation_def.mod            SW_main_table1.mod   
                                  
    SW_model_def.mod            SW_var_def.mod                          usmodel_data.mat 

  • Replication of Krusell and Smith(JPE1998) - Fortran
    - illustrate how to implement simulation and regression for estimating the 1st-order log-approximated law of motions by Fortran

         (1) Note on the Incomplete-Market Model
         (2) Codes : 
    AYG_input.zip                   output.zip                            MAIN.f90                           
                                 
    MOD_globals.f90             MOD_lsq.f90                      MOD_nrtype.f90               
                                 
    MOD_nrutil.f90                MOD_procedures.f90      MOD_Q_Sort.f90             
                                 
    MOD_stopwatch.f90        MOD_unif_random.f90 

  • Replication of Bouakez and Rebei(JIE2008) - Matlab
    - illustrate how to implement Blanchard-Kahn condition for solving the log-linearized model without using Dynare software

         (1) Note on Bouakez and Rebei(JIE2008)
         (2) Codes:   BR_check.m            BR_imp.m             BR_main_solv.m         
                                 
    BR_simulate.m       BR_vardec.m        BR_vcor.m 

  • Implementation of Kalman Filter - Matlab
    - be equipped with basic skills to understand Bayesian techniques

         (1) Note on Kalman Filter   
         (2) Codes:  
    USdata.mat                          distplot.m                              main_UCmodel.m            
                                
    KalmanSimulator.m          KalmanSmoother.m            main_KalmanFilter.m 

  • Replication of Eckstein and Wolpin(RES1989) - C/C++
    - implement the basic dynamic discrete choice model

         (1) Note on Eckstein and Wolpin(RES1989)
         (2) Codes:  data_age4554.txt             Output_EW.txt                      Eck_Wolpin_rep.cpp         
                                
    Eck_Wolpin_rep.h          Implement_MLE.cpp           NM_Search.cpp            
                                 
    NM_Search.h                   Normal_Dist.cpp                   Normal_Dist.h