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Yu Zhu

Not to be confused with: Yu Zhu

Personal Details

First Name:Yu
Middle Name:
Last Name:Zhu
Suffix:
RePEc Short-ID:pzh871
[This author has chosen not to make the email address public]
https://sites.google.com/site/yuzhu2757/

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/

(613) 782-8111
(613) 782-7713
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Antonio Diez de los Rios & Yu Zhu, 2020. "CBDC and Monetary Sovereignty," Staff Analytical Notes 2020-5, Bank of Canada.
  2. Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2020. "Toxic Assets and Market Freezes," Working Papers 2001, Department of Economics, University of Missouri.
  3. Mohammad Davoodalhosseini & Francisco Rivadeneyra & Yu Zhu, 2020. "CBDC and Monetary Policy," Staff Analytical Notes 2020-4, Bank of Canada.
  4. Randall Wright & Sylvia Xiaolin Xiao & Yu Zhu, 2019. "Frictional Capital Reallocation I: Ex Ante Heterogeneity," Staff Working Papers 19-4, Bank of Canada.
  5. Yu Zhu & Scott Hendry, 2019. "A Framework for Analyzing Monetary Policy in an Economy with E-money," Staff Working Papers 19-1, Bank of Canada.
  6. Randall Wright & Xiaolin Xiao & Yu Zhu, 2018. "Frictional Capital Reallocation II: Ex Post Heterogeneity," 2018 Meeting Papers 544, Society for Economic Dynamics.
  7. Yu Zhu & Randall Wright & Damien Gaumont, 2017. "Modeling House Prices," 2017 Meeting Papers 744, Society for Economic Dynamics.
  8. Serafin Grundl & Yu Zhu, 2016. "Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity," Staff Working Papers 16-23, Bank of Canada.
  9. Serafin J. Grundl & Yu Zhu, 2015. "Identification of First-Price Auctions With Biased Beliefs," Finance and Economics Discussion Series 2015-56, Board of Governors of the Federal Reserve System (U.S.).
  10. Yu Zhu & Randall Wright & Chao He, 2012. "Housing and Liquidity," 2012 Meeting Papers 94, Society for Economic Dynamics.

Articles

  1. Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
  2. Randall Wright & Sylvia Xiao & Yu Zhu, 2020. "Frictional Capital Reallocation with Ex Post Heterogeneity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 227-253, August.
  3. Grundl, Serafin & Zhu, Yu, 2019. "Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 363-378.
  4. Yu Zhu, 2019. "A Note on Simple Strategic Bargaining for Models of Money or Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 739-754, March.
  5. Aryal, Gaurab & Grundl, Serafin & Kim, Dong-Hyuk & Zhu, Yu, 2018. "Empirical relevance of ambiguity in first-price auctions," Journal of Econometrics, Elsevier, vol. 204(2), pages 189-206.
  6. Dhaene, Geert & Zhu, Yu, 2017. "Median-based estimation of dynamic panel models with fixed effects," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 398-423.
  7. Chao He & Randall Wright & Yu Zhu, 2015. "Housing and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 435-455, July.

Software components

  1. Randall Wright & Sylvia Xiao & Yu Zhu, 2020. "Code and data files for "Frictional Capital Reallocation with Ex Post Heterogeneity"," Computer Codes 20-169, Review of Economic Dynamics.

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. Antonio Diez de los Rios & Yu Zhu, 2020. "CBDC and Monetary Sovereignty," Staff Analytical Notes 2020-5, Bank of Canada.

    Cited by:

    1. Sergio Luis Náñez Alonso & Javier Jorge-Vazquez & Ricardo Francisco Reier Forradellas, 2020. "Detection of Financial Inclusion Vulnerable Rural Areas through an Access to Cash Index: Solutions Based on the Pharmacy Network and a CBDC. Evidence Based on Ávila (Spain)," Sustainability, MDPI, Open Access Journal, vol. 12(18), pages 1-33, September.

  2. Mohammad Davoodalhosseini & Francisco Rivadeneyra & Yu Zhu, 2020. "CBDC and Monetary Policy," Staff Analytical Notes 2020-4, Bank of Canada.

    Cited by:

    1. Young Sik Kim & Ohik Kwon, 2019. "Central Bank Digital Currency and Financial Stability," Working Papers 2019-6, Economic Research Institute, Bank of Korea.
    2. Linda Schilling & Jesús Fernández-Villaverde & Harald Uhlig, 2020. "Central Bank Digital Currency: When Price and Bank Stability Collide," NBER Working Papers 28237, National Bureau of Economic Research, Inc.

  3. Yu Zhu & Scott Hendry, 2019. "A Framework for Analyzing Monetary Policy in an Economy with E-money," Staff Working Papers 19-1, Bank of Canada.

    Cited by:

    1. Jonathan Chiu & Mohammad Davoodalhosseini & Janet Hua Jiang & Yu Zhu, 2019. "Bank Market Power and Central Bank Digital Currency: Theory and Quantitative Assessment," Staff Working Papers 19-20, Bank of Canada.
    2. James Chapman & Carolyn A. Wilkins, 2019. "Crypto ‘Money’: Perspective of a Couple of Canadian Central Bankers," Discussion Papers 2019-1, Bank of Canada.

  4. Randall Wright & Xiaolin Xiao & Yu Zhu, 2018. "Frictional Capital Reallocation II: Ex Post Heterogeneity," 2018 Meeting Papers 544, Society for Economic Dynamics.

    Cited by:

    1. Andrea L. Eisfeldt & Yu Shi, 2018. "Capital Reallocation," NBER Working Papers 25085, National Bureau of Economic Research, Inc.
    2. Guillaume Rocheteau & Lucie Lebeau & Tai-Wei Hu & Younghwan In, 2018. "Gradual Bargaining in Decentralized Asset Markets," Working Papers 181904, University of California-Irvine, Department of Economics.
    3. Randall Wright & Sylvia Xiao & Yu Zhu, 2020. "Frictional Capital Reallocation with Ex Post Heterogeneity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 227-253, August.
    4. Lukas Altermatt & Christian Wipf, 2020. "Liquidity, the Mundell-Tobin Effect, and the Friedman Rule," Diskussionsschriften dp2013, Universitaet Bern, Departement Volkswirtschaft.
    5. Dong, Feng & Wang, Pengfei & Wen, Yi, 2020. "A search-based neoclassical model of capital reallocation," European Economic Review, Elsevier, vol. 128(C).
    6. Lebeau, Lucie, 2020. "Credit frictions and participation in over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 189(C).

  5. Serafin Grundl & Yu Zhu, 2016. "Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity," Staff Working Papers 16-23, Bank of Canada.

    Cited by:

    1. Emmanuel Guerre & Yao Luo, 2019. "Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework," Papers 1908.05476, arXiv.org.

  6. Serafin J. Grundl & Yu Zhu, 2015. "Identification of First-Price Auctions With Biased Beliefs," Finance and Economics Discussion Series 2015-56, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Aryal, Gaurab & Grundl, Serafin & Kim, Dong-Hyuk & Zhu, Yu, 2018. "Empirical relevance of ambiguity in first-price auctions," Journal of Econometrics, Elsevier, vol. 204(2), pages 189-206.

  7. Yu Zhu & Randall Wright & Chao He, 2012. "Housing and Liquidity," 2012 Meeting Papers 94, Society for Economic Dynamics.

    Cited by:

    1. Pengfei Wang & Jing Zhou & Jianjun Miao, 2015. "Housing Bubbles and Policy Analysis," 2015 Meeting Papers 1056, Society for Economic Dynamics.
    2. Randall Wright & Cathy Zhang & Guillaume Rocheteau, 2016. "Corporate Finance and Monetary Policy," 2016 Meeting Papers 97, Society for Economic Dynamics.
    3. Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V., 2019. "Negative house price co-movements and US recessions," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 382-394.
    4. William A. Branch & Nicolas Petrosky-Nadeau & Guillaume Rocheteau, 2014. "Financial Frictions, the Housing Market, and Unemployment," Working Paper Series 2014-26, Federal Reserve Bank of San Francisco.
    5. Jianjun Miao & Pengfei Wang & Lifang Xu, 2016. "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
    6. Huber, Samuel & Kim, Jaehong, 2017. "On the optimal quantity of liquid bonds," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 184-200.
    7. Chao Gu & Randall Wright, 2011. "Endogenous credit cycles," Working Papers 689, Federal Reserve Bank of Minneapolis.
    8. Hongfei Sun & Chenggang Zhou & Allen Head, 2016. "Default, Mortgage Standards, and Housing Liquidity," 2016 Meeting Papers 625, Society for Economic Dynamics.
    9. Ricardo Lagos & Shengxing Zhang, 2018. "A Monetary Model of Bilateral Over-the-Counter Markets," NBER Working Papers 25239, National Bureau of Economic Research, Inc.
    10. Hintermaier, Thomas & Koeniger, Winfried, 2015. "Household debt and crises of confidence," CFS Working Paper Series 519, Center for Financial Studies (CFS).
    11. Jonathan Chiu & Cesaire Meh & Randall Wright, 2011. "Innovation and growth with financial, and other, frictions," Working Papers 688, Federal Reserve Bank of Minneapolis.
    12. Kee-Yong Kang, 2018. "Online Appendix to "Central Bank purchases of private assets: An evaluation"," Online Appendices 18-256, Review of Economic Dynamics.
    13. He, Xiufen & Liu, Yunong & Rehman, Ali & Wang, Li, 2021. "A novel air separation unit with energy storage and generation and its energy efficiency and economy analysis," Applied Energy, Elsevier, vol. 281(C).
    14. Hui Chen & Michael Michaux & Nikolai Roussanov, 2013. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," NBER Working Papers 19421, National Bureau of Economic Research, Inc.
    15. Lagos, Ricardo & Zhang, Shengxing, 2020. "Turnover liquidity and the transmission of monetary policy," LSE Research Online Documents on Economics 105095, London School of Economics and Political Science, LSE Library.
    16. Guerrieri, V. & Uhlig, H., 2016. "Housing and Credit Markets," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1427-1496, Elsevier.
    17. Yu Zhang, 2017. "Liquidity Constraints, Transition Dynamics, and the Chinese Housing Return Premium," 2017 Meeting Papers 1217, Society for Economic Dynamics.
    18. Patrick A. Pintus & Yi Wen & Xiaochuan Xing, 2016. "The Inverted Leading Indicator Property and Redistribution Effect of the Interest Rate," Working Papers 2016-27, Federal Reserve Bank of St. Louis.
    19. Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015. "Housing, Finance, and the Macroeconomy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 753-811, Elsevier.
    20. Peng, Hao & Shan, Xuekun & Yang, Yu & Ling, Xiang, 2018. "A study on performance of a liquid air energy storage system with packed bed units," Applied Energy, Elsevier, vol. 211(C), pages 126-135.
    21. Michael Ellington & Chris Florackis & Costas Milas, 2016. "Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR," Working Paper series 16-28, Rimini Centre for Economic Analysis.

Articles

  1. Randall Wright & Sylvia Xiao & Yu Zhu, 2020. "Frictional Capital Reallocation with Ex Post Heterogeneity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 227-253, August.

    Cited by:

    1. Guillaume Rocheteau & Tai-Wei Hu & Lucie Lebeau & Younghwan In, . "Gradual Bargaining in Decentralized Asset Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.

  2. Grundl, Serafin & Zhu, Yu, 2019. "Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 363-378.
    See citations under working paper version above.
  3. Yu Zhu, 2019. "A Note on Simple Strategic Bargaining for Models of Money or Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 739-754, March.

    Cited by:

    1. Chao He & Randall Wright, 2019. "On Complicated Dynamics in Simple Monetary Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1433-1453, September.
    2. Randall Wright & Sylvia Xiao & Yu Zhu, 2020. "Frictional Capital Reallocation with Ex Post Heterogeneity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 227-253, August.
    3. Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2020. "Toxic Assets and Market Freezes," Working Papers 2001, Department of Economics, University of Missouri.

  4. Aryal, Gaurab & Grundl, Serafin & Kim, Dong-Hyuk & Zhu, Yu, 2018. "Empirical relevance of ambiguity in first-price auctions," Journal of Econometrics, Elsevier, vol. 204(2), pages 189-206.

    Cited by:

    1. Song, Yangwei, 2018. "Efficient implementation with interdependent valuations and maxmin agents," Journal of Economic Theory, Elsevier, vol. 176(C), pages 693-726.
    2. Serafin J. Grundl & Yu Zhu, 2019. "Robust Inference in First-Price Auctions : Experimental Findings as Identifying Restrictions," Finance and Economics Discussion Series 2019-006, Board of Governors of the Federal Reserve System (U.S.).
    3. Song, Yangwei, 2018. "Efficient Implementation with Interdependent Valuations and Maxmin Agents," Rationality and Competition Discussion Paper Series 92, CRC TRR 190 Rationality and Competition.

  5. Dhaene, Geert & Zhu, Yu, 2017. "Median-based estimation of dynamic panel models with fixed effects," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 398-423.

    Cited by:

    1. P. Čížek & M. Aquaro, 2018. "Robust estimation and moment selection in dynamic fixed-effects panel data models," Computational Statistics, Springer, vol. 33(2), pages 675-708, June.

  6. Chao He & Randall Wright & Yu Zhu, 2015. "Housing and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 435-455, July.
    See citations under working paper version above.

Software components

    Sorry, no citations of software components recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Downloads through RePEc Services over the past 12 months

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 12 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 (5) 2012-10-27 2013-09-06 2017-10-15 2018-09-03 2019-02-25. Author is listed
  2. NEP-MAC: Macroeconomics (5) 2019-02-25 2019-02-25 2020-03-09 2020-03-09 2020-05-04. Author is listed
  3. NEP-MON: Monetary Economics (5) 2012-10-27 2013-09-06 2019-02-25 2020-03-09 2020-03-09. Author is listed
  4. NEP-PAY: Payment Systems & Financial Technology (3) 2019-02-25 2020-03-09 2020-03-09. Author is listed
  5. NEP-UPT: Utility Models & Prospect Theory (3) 2013-09-06 2016-02-23 2016-05-14. Author is listed
  6. NEP-URE: Urban & Real Estate Economics (3) 2012-10-27 2013-09-06 2017-10-15. Author is listed
  7. NEP-ECM: Econometrics (2) 2015-08-13 2016-02-23
  8. NEP-GTH: Game Theory (2) 2015-08-13 2019-02-25
  9. NEP-ORE: Operations Research (2) 2016-05-14 2020-05-04
  10. NEP-BAN: Banking (1) 2012-10-27
  11. NEP-CBA: Central Banking (1) 2019-02-25

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