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)

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.
      • Jonathan Chiu & Janet Hua Jiang & Seyed Mohammadreza Davoodalhosseini & Yu Zhu, 2019. "Central Bank Digital Currency and Banking," 2019 Meeting Papers 862, Society for Economic Dynamics.

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.
   • 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.
   • Serafin J. Grundl & Yu Zhu, 2015. "Identification and Estimation of Risk Aversion in First Price Auctions With Unobserved Auction Heterogeneity," Finance and Economics Discussion Series 2015-89, Board of Governors of the Federal Reserve System (U.S.).

   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.
   • 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.
   • Yu Zhu & Randall Wright & Chao He, 2013. "Housing and Liquidity," 2013 Meeting Papers 168, 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.
      • Guillaume Rocheteau & Randall Wright & Cathy Zhang, 2018. "Corporate Finance and Monetary Policy," American Economic Review, American Economic Association, vol. 108(4-5), pages 1147-1186, April.
   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.
      • Branch, William A. & Petrosky-Nadeau, Nicolas & Rocheteau, Guillaume, 2016. "Financial frictions, the housing market, and unemployment," Journal of Economic Theory, Elsevier, vol. 164(C), pages 101-135.
      • Nicolas Petrosky-Nadeau, 2015. "Financial Frictions, the Housing Market, and Unemployment," 2015 Meeting Papers 892, Society for Economic Dynamics.
   4. Chao Gu & Randall Wright, 2011. "Endogenous credit cycles," Working Papers 689, Federal Reserve Bank of Minneapolis, revised 2011.
      • Chao Gu & Randall Wright, 2011. "Endogenous Credit Cycles," NBER Working Papers 17510, National Bureau of Economic Research, Inc.
      • Chao Gu & Randall Wright, 2010. "Endogenous Credit Cycles," Working Papers 1011, Department of Economics, University of Missouri.
      • Randall Wright & Chao Gu, 2011. "Endogenous Credit Cycles," 2011 Meeting Papers 373, Society for Economic Dynamics.
      • Chao Gu & Fabrizio Mattesini & Cyril Monnet & Randall Wright, 2013. "Endogenous Credit Cycles," Journal of Political Economy, University of Chicago Press, vol. 121(5), pages 940-965.
   5. Hintermaier, Thomas & Koeniger, Winfried, 2015. "Household debt and crises of confidence," CFS Working Paper Series 519, Center for Financial Studies (CFS).
      • Hintermaier, Thomas & Koeniger, Winfried, 2015. "Household Debt and Crises of Confidence," CEPR Discussion Papers 10865, C.E.P.R. Discussion Papers.
      • Hintermaier, Thomas & Koeniger, Winfried, 2015. "Household Debt and Crises of Confidence," Bonn Econ Discussion Papers 06/2015, University of Bonn, Bonn Graduate School of Economics (BGSE).
      • Hintermaier, Thomas & Koeniger, Winfried, 2015. "Household Debt and Crises of Confidence," IZA Discussion Papers 9409, Institute of Labor Economics (IZA).
      • Thomas Hintermaier & Winfried Koeniger, 2018. "Household debt and crises of confidence," Quantitative Economics, Econometric Society, vol. 9(3), pages 1489-1542, November.
      • Hintermaier, Thomas & Koeniger, Winfried, 2015. "Household Debt and Crises of Confidence," Economics Working Paper Series 1518, University of St. Gallen, School of Economics and Political Science.
   6. Kee-Yong Kang, 2018. "Online Appendix to "Central Bank purchases of private assets: An evaluation"," Online Appendices 18-256, Review of Economic Dynamics.
      • Kee-Youn Kang, 2019. "Central Bank purchases of private assets: An evaluation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 326-346, January.
   7. Jonathan Chiu & Césaire Meh & Randall Wright, 2011. "Innovation and Growth with Financial, and Other, Frictions," Staff Working Papers 11-25, Bank of Canada.
      • Jonathan Chiu & Cesaire Meh & Randall Wright, 2017. "Innovation And Growth With Financial, And Other, Frictions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58, pages 95-125, February.
      • Jonathan Chiu & Cesaire Meh & Randall Wright, 2011. "Innovation and Growth with Financial, and other, Frictions," NBER Working Papers 17512, National Bureau of Economic Research, Inc.
      • Cesaire Meh & Randall Wright & Jonathan Chiu, 2011. "Innovation and growth with financial, and other, frictions," Working Papers 688, Federal Reserve Bank of Minneapolis, revised 2011.
      • Chiu, Jonathan & Meh, Cesaire & Wright, Randall, 2015. "Innovation and growth with financial, and other, frictions," Working Paper Series 4732, Victoria University of Wellington, School of Economics and Finance.
      • Jonathan Chiu & Randall Wright & Cesaire Meh, 2013. "Innovation and growth with financial, and other, frictions," FRB Atlanta CQER Working Paper 2013-01, Federal Reserve Bank of Atlanta, revised 2013.
   8. Nikolai Roussanov & Michael Michaux & Hui Chen, 2011. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," 2011 Meeting Papers 1369, Society for Economic Dynamics.
      • 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.
   9. Pengfei Wang & Lifang Xu & Jianjun Miao, 2013. "Stock Market Bubbles and Unemployment," 2013 Meeting Papers 720, Society for Economic Dynamics.
      • Jianjun Miao & PENGFEI WANG & Lifang Xu, 2012. "Stock Market Bubbles and Unemployment," Boston University - Department of Economics - Working Papers Series WP2012-011, Boston University - Department of Economics.
      • 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.
   10. Allen Head & Amy Hongfei Sun & Chenggang Zhou, 2016. "Default, Mortgage Standards And Housing Liquidity," Working Paper 1359, Economics Department, Queen's University.
       • Hongfei Sun & Chenggang Zhou & Allen Head, 2016. "Default, Mortgage Standards, and Housing Liquidity," 2016 Meeting Papers 625, Society for Economic Dynamics.
   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.
       • 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.
   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.
       • 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.
   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.
       • 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, revised 22 Feb 2017.
   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.
       • Samuel Huber & Jaehong Kim, 2015. "On the optimal quantity of liquid bonds," ECON - Working Papers 193, Department of Economics - University of Zurich, revised Apr 2017.
   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.
       • Ricardo Lagos & Shengxing Zhang, 2019. "A Monetary Model of Bilateral Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 205-227, July.
   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.
   • Serafin J. Grundl & Yu Zhu, 2015. "Identification and Estimation of Risk Aversion in First Price Auctions With Unobserved Auction Heterogeneity," Finance and Economics Discussion Series 2015-89, Board of Governors of the Federal Reserve System (U.S.).
   • 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.
   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.
   • Yu Zhu & Randall Wright & Chao He, 2012. "Housing and Liquidity," 2012 Meeting Papers 94, Society for Economic Dynamics.
   • Yu Zhu & Randall Wright & Chao He, 2013. "Housing and Liquidity," 2013 Meeting Papers 168, Society for Economic Dynamics.
   • Chao He & Randall Wright & Yu Zhu, 2014. "Code and data files for "Housing and Liquidity"," Computer Codes 14-2, Review of Economic Dynamics.
   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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