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, Canadahttp://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Phoebe Tian & Yu Zhu, 2025. "Liquidation Mechanisms and Price Impacts in DeFi," Staff Working Papers 25-12, Bank of Canada.
- Jiaqi Li & Andrew Usher & Yu Zhu, 2024. "Central Bank Digital Currency and Banking Choices," Staff Working Papers 24-4, Bank of Canada.
- Janet Hua & Yu Zhu, 2021. "Monetary Policy Pass-Through with Central Bank Digital Currency," Staff Working Papers 21-10, Bank of Canada.
- Charles M. Kahn & Maarten van Oordt & Yu Zhu, 2021.
"Best Before? Expiring Central Bank Digital Currency and Loss Recovery,"
Staff Working Papers
21-67, Bank of Canada.
- Charles M. Kahn & Maarten R.C. Van Oordt & Yu Zhu, 2026. "Best Before? Expiring Central Bank Digital Currency and Loss Recovery," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 58(3), pages 787-819, April.
- Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2021.
"Market Freezes,"
NBER Working Papers
29210, National Bureau of Economic Research, Inc.
- Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2024. "Market Freezes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1291-1320, September.
- Antonio Diez de los Rios & Yu Zhu, 2020. "CBDC and Monetary Sovereignty," Staff Analytical Notes 2020-5, Bank of Canada.
- Jonathan Chiu & Mohammad Davoodalhosseini & Janet Hua Jiang & Yu Zhu, 2020. "Safe Payments," Staff Working Papers 20-53, Bank of Canada.
- Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2020. "Toxic Assets and Market Freezes," Working Papers 2001, Department of Economics, University of Missouri.
- Mohammad Davoodalhosseini & Francisco Rivadeneyra & Yu Zhu, 2020. "CBDC and Monetary Policy," Staff Analytical Notes 2020-4, Bank of Canada.
- Randall Wright & Sylvia Xiaolin Xiao & Yu Zhu, 2019.
"Frictional Capital Reallocation I: Ex Ante Heterogeneity,"
Staff Working Papers
19-4, Bank of Canada.
- Wright, Randall & Xiao, Sylvia Xiaolin & Zhu, Yu, 2018. "Frictional capital reallocation I: Ex ante heterogeneity," Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 100-116.
- 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.
- Randall Wright & Xiaolin Xiao & Yu Zhu, 2018. "Frictional Capital Reallocation II: Ex Post Heterogeneity," 2018 Meeting Papers 544, Society for Economic Dynamics.
- Yu Zhu & Randall Wright & Damien Gaumont, 2017. "Modeling House Prices," 2017 Meeting Papers 744, Society for Economic Dynamics.
- 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.).
- 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.).
- 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.
Articles
- Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
Software components
- 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.
- 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.
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 18 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.- NEP-MAC: Macroeconomics (9) 2019-02-25 2019-02-25 2020-03-09 2020-03-09 2020-05-04 2020-12-21 2021-03-15 2021-09-13 2022-01-17. Author is listed
- NEP-MON: Monetary Economics (9) 2012-10-27 2013-09-06 2019-02-25 2020-03-09 2020-03-09 2020-12-21 2021-03-15 2022-01-17 2024-02-26. Author is listed
- NEP-PAY: Payment Systems and Financial Technology (8) 2019-02-25 2020-03-09 2020-03-09 2020-12-21 2021-03-15 2022-01-17 2024-02-26 2025-04-07. Author is listed
- NEP-DGE: Dynamic General Equilibrium (6) 2012-10-27 2013-09-06 2017-10-15 2018-09-03 2019-02-25 2020-12-21. Author is listed
- NEP-CBA: Central Banking (5) 2019-02-25 2020-12-21 2021-03-15 2022-01-17 2024-02-26. Author is listed
- NEP-BAN: Banking (4) 2012-10-27 2020-12-21 2022-01-17 2024-02-26
- NEP-UPT: Utility Models and Prospect Theory (3) 2013-09-06 2016-02-23 2016-05-14
- NEP-URE: Urban and Real Estate Economics (3) 2012-10-27 2013-09-06 2017-10-15
- NEP-ECM: Econometrics (2) 2015-08-13 2016-02-23
- NEP-GTH: Game Theory (2) 2015-08-13 2019-02-25
- NEP-MST: Market Microstructure (2) 2021-09-13 2025-04-07
- NEP-ORE: Operations Research (2) 2016-05-14 2020-05-04
- NEP-FDG: Financial Development and Growth (1) 2024-02-26
- NEP-IAS: Insurance Economics (1) 2020-12-21
- NEP-ISF: Islamic Finance (1) 2021-09-13
- NEP-OPM: Open Economy Macroeconomics (1) 2021-03-15
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