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Wen Yao

This is information that was supplied by Wen Yao in registering through RePEc. If you are Wen Yao , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Wen
Middle Name:
Last Name:Yao
Suffix:
RePEc Short-ID:pya308
The above email address does not seem to be valid anymore. Please ask Wen Yao to update the entry or send us the correct address. Thank you.
http://www.sem.tsinghua.edu.cn/en/yaow
Ottawa, Canada
http://www.bank-banque-canada.ca/

: (613) 782-8111
(613) 782-7713
234 Laurier Ave W, Ottawa, ON, K1A 0G9
RePEc:edi:bocgvca (more details at EDIRC)
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  1. Wen Yao, 2012. "International Business Cycles and Financial Frictions," Staff Working Papers 12-19, Bank of Canada.
  2. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Yao Wen, 2012. "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series 2012-04, Board of Governors of the Federal Reserve System (U.S.).
  3. Wen Yao & Juan Rubio Ramirez & Jesus Fernandez Villaverde & Dario Caldara, 2009. "Computing Models with Recursive Preferences," 2009 Meeting Papers 1162, Society for Economic Dynamics.
  4. Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," PIER Working Paper Archive 09-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  1. Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012. "Computing DSGE Models with Recursive Preferences and Stochastic Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.
  1. Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2011. "Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"," Computer Codes 11-123, Review of Economic Dynamics.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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-DGE: Dynamic General Equilibrium (3) 2009-06-17 2012-02-15 2012-07-29. Author is listed
  2. NEP-CMP: Computational Economics (2) 2009-06-17 2012-02-15. Author is listed
  3. NEP-MAC: Macroeconomics (2) 2012-02-15 2012-07-29. Author is listed
  4. NEP-CBA: Central Banking (1) 2012-02-15. Author is listed
  5. NEP-CWA: Central & Western Asia (1) 2012-02-15. Author is listed
  6. NEP-FDG: Financial Development & Growth (1) 2012-02-15. Author is listed
  7. NEP-OPM: Open Economy Macroeconomics (1) 2012-07-29. Author is listed
  8. NEP-ORE: Operations Research (1) 2012-02-15. Author is listed
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2012-02-15. Author is listed

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