Yu Zhu

Government of Canada - Bank of Canada

Senior Economist

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 45,950

SSRN RANKINGS

Top 45,950

in Total Papers Downloads

1,155

SSRN CITATIONS
Rank 34,372

SSRN RANKINGS

Top 34,372

in Total Papers Citations

9

CROSSREF CITATIONS

14

Scholarly Papers (10)

1.

Bank Market Power and Central Bank Digital Currency: Theory and Quantitative Assessment

Number of pages: 60 Posted: 12 Feb 2019 Last Revised: 29 Mar 2021
Bank of Canada, Bank of Canada, Government of Canada - Bank of Canada and Government of Canada - Bank of Canada
Downloads 514 (65,258)
Citation 16

Abstract:

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Central Bank Digital Currency, Bank Market Power, Monetary Policy, Disintermediation

2.

Empirical Relevance of Ambiguity in First-Price Auctions

Journal of Econometrics, 2018, DOI: 10.1016/j.jeconom.2018.02.001
Number of pages: 63 Posted: 07 Mar 2016 Last Revised: 12 May 2018
University of Virginia - Department of Economics, Board of Governors of the Federal Reserve System, Vanderbilt University - College of Arts and Science - Department of Economics and Government of Canada - Bank of Canada
Downloads 207 (175,171)
Citation 3

Abstract:

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first-price auction, identification, ambiguity aversion, maxmin expected utility, Bayesian estimation

3.

A Framework for Analyzing Monetary Policy in an Economy with E-Money

Number of pages: 54 Posted: 30 Jan 2019
Yu Zhu and Scott Hendry
Government of Canada - Bank of Canada and Bank of Canada
Downloads 193 (186,761)
Citation 9

Abstract:

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Digital currencies; Monetary policy

4.

Identification and Estimation of First-Price Auctions Under Ambiguity

Number of pages: 86 Posted: 02 Jul 2013
Serafin Grundl and Yu Zhu
Board of Governors of the Federal Reserve System and Government of Canada - Bank of Canada
Downloads 126 (266,002)
Citation 1

Abstract:

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First-Price Auctions, Ambiguity Aversion, Maxmin Expected Utility, Nonparametric Identification, Timber Auctions

5.

Modeling House Prices: Theory and Estimation

Number of pages: 69 Posted: 30 Nov 2020
affiliation not provided to SSRN, University of Wisconsin - Madison and Government of Canada - Bank of Canada
Downloads 39 (507,432)

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Housing, Search, Price Dispersion, Stickiness, Identification, Estimation

6.

The Price Distribution and Technological Shocks in Markets with Endogenous Search Intensity

Number of pages: 16 Posted: 28 Sep 2015
University of Leicester and Government of Canada - Bank of Canada
Downloads 27 (565,224)

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price distribution, random-search models, real rigidities, search intensity, technological shocks

7.

Identification of First-Price Auctions with Biased Beliefs

FEDS Working Paper No. 2015-056, http://dx.doi.org/10.17016/FEDS.2015.056
Number of pages: 45 Posted: 19 Aug 2015
Serafin Grundl and Yu Zhu
Board of Governors of the Federal Reserve System and Government of Canada - Bank of Canada
Downloads 18 (624,122)

Abstract:

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Biased Beliefs, First-Price Auction, Nonparametric Identification, Risk Aversion

8.

Identification and Estimation of Risk Aversion in First Price Auctions with Unobserved Auction Heterogeneity

FEDS Working Paper No. 2015-089, http://dx.doi.org/10.17016/FEDS.2015.089
Number of pages: 60 Posted: 11 Oct 2015
Serafin Grundl and Yu Zhu
Board of Governors of the Federal Reserve System and Government of Canada - Bank of Canada
Downloads 15 (645,081)
Citation 3

Abstract:

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Estimation, First Price Auction, Identification, Risk Aversion, Unobserved Heterogeneity

9.

Inference in Non-Parametric/Semi-Parametric Moment Equality Models with Shape Restrictions

Number of pages: 39 Posted: 07 Nov 2019 Last Revised: 27 Nov 2019
Yu Zhu
Government of Canada - Bank of Canada
Downloads 10 (681,541)

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Non-Parametric/Semi-Parametric Models, Partial Identification, Shape Restrictions, Unconditional Moments

10.

Robust Inference in First-Price Auctions: Experimental Findings as Identifying Restrictions

FEDS Working Paper No. 2019-006
Number of pages: 51 Posted: 11 Feb 2019 Last Revised: 21 Feb 2019
Serafin Grundl and Yu Zhu
Board of Governors of the Federal Reserve System and Government of Canada - Bank of Canada
Downloads 6 (711,507)

Abstract:

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Experimental findings, First-price auction, Partial identification, Robust inference, Structural estimation