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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

Working papers

  1. 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.
  2. Randall Wright & Sylvia Xiaolin Xiao & Yu Zhu, 2019. "Frictional Capital Reallocation I: Ex Ante Heterogeneity," Staff Working Papers 19-4, Bank of Canada.
  3. Randall Wright & Xiaolin Xiao & Yu Zhu, 2018. "Frictional Capital Reallocation II: Ex Post Heterogeneity," 2018 Meeting Papers 544, Society for Economic Dynamics.
  4. Yu Zhu & Randall Wright & Damien Gaumont, 2017. "Modeling House Prices," 2017 Meeting Papers 744, Society for Economic Dynamics.
  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.
  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.).
  7. Yu Zhu & Randall Wright & Chao He, 2012. "Housing and Liquidity," 2012 Meeting Papers 94, Society for Economic Dynamics.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.

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

  2. 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. 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.

  4. 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.

  5. 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. Guillaume Rocheteau & Nicolas Petrosky-Nadeau & William A. Branch, 2014. "Financial Frictions, the Housing Market, and Unemployment," Working Paper Series 2014-26, Federal Reserve Bank of San Francisco, revised Nov 2014.
    4. Chao Gu & Randall Wright, 2011. "Endogenous credit cycles," Working Papers 689, Federal Reserve Bank of Minneapolis, revised 2011.
    5. Hintermaier, Thomas & Koeniger, Winfried, 2015. "Household debt and crises of confidence," CFS Working Paper Series 519, Center for Financial Studies (CFS).
    6. Kee-Yong Kang, 2018. "Online Appendix to "Central Bank purchases of private assets: An evaluation"," Online Appendices 18-256, Review of Economic Dynamics.
    7. Jonathan Chiu & Césaire Meh & Randall Wright, 2011. "Innovation and Growth with Financial, and Other, Frictions," Staff Working Papers 11-25, Bank of Canada.
    8. Nikolai Roussanov & Michael Michaux & Hui Chen, 2011. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," 2011 Meeting Papers 1369, Society for Economic Dynamics.
    9. Pengfei Wang & Lifang Xu & Jianjun Miao, 2013. "Stock Market Bubbles and Unemployment," 2013 Meeting Papers 720, Society for Economic Dynamics.
    10. Allen Head & Amy Hongfei Sun & Chenggang Zhou, 2016. "Default, Mortgage Standards And Housing Liquidity," Working Paper 1359, Economics Department, Queen's University.
    11. 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.
    12. Morris A. Davis & Stijn Van Nieuwerburgh, 2014. "Housing, Finance and the Macroeconomy," NBER Working Papers 20287, National Bureau of Economic Research, Inc.
    13. Ellington, Michael & Florackis, Chris & Milas, Costas, 2017. "Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 93-117.
    14. P. A. Pintus & Y. Wen & X. Xing, 2016. "The Inverted Leading Indicator Property and Redistribution Effect of the Interest Rate," Working papers 616, Banque de France.
    15. 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.
    16. 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.
    17. Ricardo Lagos & Shengxing Zhang, 2018. "A Monetary Model of Bilateral Over-the-Counter Markets," NBER Working Papers 25239, National Bureau of Economic Research, Inc.
    18. Yu Zhang, 2017. "Liquidity Constraints, Transition Dynamics, and the Chinese Housing Return Premium," 2017 Meeting Papers 1217, Society for Economic Dynamics.
    19. 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.

Articles

  1. 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.
  2. 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.

  3. 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.

  4. 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.

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

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