IDEAS home Printed from https://ideas.repec.org/f/pli1424.html
   My authors  Follow this author

Haoyang Liu

Personal Details

First Name:Haoyang
Middle Name:
Last Name:Liu
Suffix:
RePEc Short-ID:pli1424
[This author has chosen not to make the email address public]

Affiliation

Economic Research Department
Federal Reserve Bank of Dallas

Dallas, Texas (United States)
http://www.dallasfed.org/research.cfm
RePEc:edi:efrbdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Haoyang Liu & David O. Lucca & Dean Parker & Gabriela Rays-Wahba, 2021. "The Housing Boom and the Decline in Mortgage Rates," Liberty Street Economics 20210907, Federal Reserve Bank of New York.
  2. Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song, 2021. "Did Dealers Fail to Make Markets during the Pandemic?," Liberty Street Economics 20210324, Federal Reserve Bank of New York.
  3. Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Staff Reports 965, Federal Reserve Bank of New York.
  4. Andrew F. Haughwout & Haoyang Liu & Dean Parker & Xiaohan Zhang, 2021. "Do People View Housing as a Good Investment and Why?," Liberty Street Economics 20210405b, Federal Reserve Bank of New York.
  5. Haoyang Liu & Desi Volker, 2020. "The Paycheck Protection Program Liquidity Facility (PPPLF)," Liberty Street Economics 20200520, Federal Reserve Bank of New York.
  6. Haoyang Liu & Desi Volker, 2020. "Where Have the Paycheck Protection Loans Gone So Far?," Liberty Street Economics 20200506, Federal Reserve Bank of New York.
  7. Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song, 2020. "MBS Market Dysfunctions in the Time of COVID-19," Liberty Street Economics 20200717, Federal Reserve Bank of New York.
  8. Rawley Heimer & Haoyang Liu & Xiaohan Zhang, 2020. "Are People Overconfident about Avoiding COVID-19?," Liberty Street Economics 20201007, Federal Reserve Bank of New York.
  9. Julia Gouny & Haoyang Liu & Woojung Park, 2020. "Federal Reserve Agency CMBS Purchases," Liberty Street Economics 20200716, Federal Reserve Bank of New York.
  10. James Conklin & W. Scott Frame & Kristopher Gerardi & Haoyang Liu, 2020. "Did Subprime Borrowers Drive the Housing Boom?," Liberty Street Economics 20200226, Federal Reserve Bank of New York.
  11. Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song, 2020. "Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis," Staff Reports 933, Federal Reserve Bank of New York.
  12. Nicola Fusari & Wei Li & Haoyang Liu & Zhaogang Song, 2020. "Asset Pricing with Cohort-Based Trading in MBS Markets," Staff Reports 931, Federal Reserve Bank of New York.
  13. Andrew F. Haughwout & Haoyang Liu & Xiaohan Zhang, 2020. "Who Has Been Evicted and Why?," Liberty Street Economics 20200708b, Federal Reserve Bank of New York.
  14. Jerry A. Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2019. "Errors in the Dependent Variable of Quantile Regression Models," NBER Working Papers 25819, National Bureau of Economic Research, Inc.
  15. Haoyang Liu & Christopher Palmer, 2019. "Optimists and Pessimists in the Housing Market," Liberty Street Economics 20191016, Federal Reserve Bank of New York.
  16. James Conklin & W. Scott Frame & Kristopher Gerardi & Haoyang Liu, 2018. "Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom," FRB Atlanta Working Paper 2018-10, Federal Reserve Bank of Atlanta.

Articles

  1. Jerry Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2021. "Errors in the Dependent Variable of Quantile Regression Models," Econometrica, Econometric Society, vol. 89(2), pages 849-873, March.
  2. Zingmond, D.S. & Wenger, N.S. & Crystal, S. & Joyce, G.F. & Liu, H. & Sambamoorthi, U. & Lillard, L.A. & Leibowitz, A.A. & Shapiro, M.F. & Bozzette, S.A., 2001. "Circumstances at HIV diagnosis and progression of disease in older HIV-infected Americans," American Journal of Public Health, American Public Health Association, vol. 91(7), pages 1117-1120.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Staff Reports 965, Federal Reserve Bank of New York.

    Cited by:

    1. Huh, Yesol & Kim, You Suk, 2023. "Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications," Journal of Financial Economics, Elsevier, vol. 150(1), pages 68-93.
    2. Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Staff Reports 965, Federal Reserve Bank of New York.
    3. Lucca, David & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
    4. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2021. "The Federal Reserve’s Market Functioning Purchases," Staff Reports 998, Federal Reserve Bank of New York.

  2. Haoyang Liu & Desi Volker, 2020. "The Paycheck Protection Program Liquidity Facility (PPPLF)," Liberty Street Economics 20200520, Federal Reserve Bank of New York.

    Cited by:

    1. Rachel Atkins & Lisa Cook & Robert Seamans, 2022. "Discrimination in lending? Evidence from the Paycheck Protection Program," Small Business Economics, Springer, vol. 58(2), pages 843-865, February.
    2. Desi Volker, 2021. "COVID Response: The Paycheck Protection Program Liquidity Facility," Staff Reports 978, Federal Reserve Bank of New York.

  3. Haoyang Liu & Desi Volker, 2020. "Where Have the Paycheck Protection Loans Gone So Far?," Liberty Street Economics 20200506, Federal Reserve Bank of New York.

    Cited by:

    1. Lopez, Jose A. & Spiegel, Mark M., 2023. "Small business lending under the PPP and PPPLF programs," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    2. Desi Volker, 2022. "The Paycheck Protection Program Liquidity Facility," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
    3. Gambacorta, Leonardo & Cornelli, Giulio & Frost, Jon & Jagtiani, Julapa, 2022. "The Impact of Fintech Lending on Credit Access for U.S. Small Businesses," CEPR Discussion Papers 17705, C.E.P.R. Discussion Papers.
    4. Garrett Borawski & Mark E. Schweitzer, 2021. "How Well Did PPP Loans Reach Low- and Moderate-Income Communities?," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2021(13), pages 1-5, May.
    5. Desi Volker, 2021. "COVID Response: The Paycheck Protection Program Liquidity Facility," Staff Reports 978, Federal Reserve Bank of New York.

  4. Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song, 2020. "MBS Market Dysfunctions in the Time of COVID-19," Liberty Street Economics 20200717, Federal Reserve Bank of New York.

    Cited by:

    1. Willem Thorbecke, 2020. "The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market," JRFM, MDPI, vol. 13(10), pages 1-30, October.
    2. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2021. "The Federal Reserve’s Market Functioning Purchases," Staff Reports 998, Federal Reserve Bank of New York.

  5. Rawley Heimer & Haoyang Liu & Xiaohan Zhang, 2020. "Are People Overconfident about Avoiding COVID-19?," Liberty Street Economics 20201007, Federal Reserve Bank of New York.

    Cited by:

    1. Apergis, Nicholas, 2022. "Overconfidence and US stock market returns," Finance Research Letters, Elsevier, vol. 45(C).

  6. Julia Gouny & Haoyang Liu & Woojung Park, 2020. "Federal Reserve Agency CMBS Purchases," Liberty Street Economics 20200716, Federal Reserve Bank of New York.

    Cited by:

    1. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2021. "The Federal Reserve’s Market Functioning Purchases," Staff Reports 998, Federal Reserve Bank of New York.

  7. Nicola Fusari & Wei Li & Haoyang Liu & Zhaogang Song, 2020. "Asset Pricing with Cohort-Based Trading in MBS Markets," Staff Reports 931, Federal Reserve Bank of New York.

    Cited by:

    1. Huh, Yesol & Kim, You Suk, 2023. "Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications," Journal of Financial Economics, Elsevier, vol. 150(1), pages 68-93.
    2. Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song, 2020. "Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis," Staff Reports 933, Federal Reserve Bank of New York.

  8. Jerry A. Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2019. "Errors in the Dependent Variable of Quantile Regression Models," NBER Working Papers 25819, National Bureau of Economic Research, Inc.

    Cited by:

    1. Paulo M.M. Rodrigues & Matei Demetrescu, 2022. "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers w202213, Banco de Portugal, Economics and Research Department.
    2. Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    3. Dolado, Juan J & Chen, Liang & Gonzalo, Jesus & Pan, Haozi, 2023. "Estimation of Characteristics-based Quantile Factor Models," CEPR Discussion Papers 18115, C.E.P.R. Discussion Papers.
    4. Martina Pons, 2022. "The impact of air pollution on birthweight: evidence from grouped quantile regression," Empirical Economics, Springer, vol. 62(1), pages 279-296, January.
    5. Uribe, Jorge M. & Mosquera-López, Stephania & Arenas, Oscar J., 2022. "Assessing the relationship between electricity and natural gas prices in European markets in times of distress," Energy Policy, Elsevier, vol. 166(C).
    6. Brantly Callaway & Tong Li & Irina Murtazashvili, 2021. "Nonlinear Approaches to Intergenerational Income Mobility allowing for Measurement Error," Papers 2107.09235, arXiv.org, revised Dec 2021.
    7. Zongwu Cai & Meng Shi & Yue Zhao & Wuqing Wu, 2020. "Testing Financial Hierarchy Based on A PDQ-CRE Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202011, University of Kansas, Department of Economics, revised Jul 2020.
    8. Jerry A. Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2019. "Errors in the Dependent Variable of Quantile Regression Models," NBER Working Papers 25819, National Bureau of Economic Research, Inc.

  9. James Conklin & W. Scott Frame & Kristopher Gerardi & Haoyang Liu, 2018. "Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom," FRB Atlanta Working Paper 2018-10, Federal Reserve Bank of Atlanta.

    Cited by:

    1. Jan K. Brueckner & James N. Conklin & N. Edward Coulson & Moussa Diop, 2023. "Default Costs and Repayment of Underwater Mortgages," CESifo Working Paper Series 10755, CESifo.
    2. Griffin, John M. & Kruger, Samuel & Maturana, Gonzalo, 2021. "What drove the 2003–2006 house price boom and subsequent collapse? Disentangling competing explanations," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1007-1035.
    3. James Conklin & Moussa Diop & Mingming Qiu, 2022. "Religion and Mortgage Misrepresentation," Journal of Business Ethics, Springer, vol. 179(1), pages 273-295, August.
    4. Rojas, Alejandro, 2021. "Mortgage credit growth for lower-income borrowers during the 2000s housing boom: Evidence and implications," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 220-233.

Articles

  1. Jerry Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2021. "Errors in the Dependent Variable of Quantile Regression Models," Econometrica, Econometric Society, vol. 89(2), pages 849-873, March.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (10) 2018-09-10 2020-03-02 2020-03-16 2020-06-22 2020-08-10 2020-08-10 2020-08-17 2020-08-24 2021-04-12 2021-09-13. Author is listed
  2. NEP-MAC: Macroeconomics (8) 2020-05-25 2020-06-22 2020-08-10 2020-08-10 2020-08-17 2021-05-10 2021-07-19 2021-09-13. Author is listed
  3. NEP-FMK: Financial Markets (4) 2020-08-10 2020-08-10 2020-08-10 2021-05-10
  4. NEP-BAN: Banking (2) 2018-09-10 2020-06-22
  5. NEP-BEC: Business Economics (1) 2019-05-20
  6. NEP-CBA: Central Banking (1) 2020-06-22
  7. NEP-CWA: Central and Western Asia (1) 2021-04-12
  8. NEP-ECM: Econometrics (1) 2019-05-20
  9. NEP-HEA: Health Economics (1) 2020-10-26
  10. NEP-ISF: Islamic Finance (1) 2021-09-13
  11. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2019-05-20
  12. NEP-MST: Market Microstructure (1) 2020-08-17
  13. NEP-ORE: Operations Research (1) 2019-05-20

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Haoyang Liu should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.