Yu Zhu

Government of Canada - Bank of Canada

Senior Economist

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

  • Government of Canada - Bank of Canada

SCHOLARLY PAPERS

10

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1,155

SSRN CITATIONS
Rank 34,372

SSRN RANKINGS

Top 34,372

in Total Papers Citations

9

CROSSREF CITATIONS

14

Scholarly Papers (10)

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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
Jonathan Chiu, Seyed Mohammadreza Davoodalhosseini, Janet Hua Jiang and Yu Zhu
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

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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
Gaurab Aryal, Serafin Grundl, Dong-Hyuk Kim and Yu Zhu
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

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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

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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

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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
Marie Rekkas, Randall Wright and Yu Zhu
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
Aristotelis Boukouras and Yu Zhu
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)

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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

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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)

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