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

12

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SSRN CITATIONS
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Top 24,811

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20

CROSSREF CITATIONS

21

Scholarly Papers (12)

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1.

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

Number of pages: 61 Posted: 12 Feb 2019 Last Revised: 22 Feb 2022
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 1,852 (14,735)
Citation 45

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

2.

Monetary Policy in A Digital Economy

Number of pages: 57 Posted: 30 Jan 2019 Last Revised: 16 Feb 2022
Yu Zhu and Scott Hendry
Government of Canada - Bank of Canada and Bank of Canada
Downloads 429 (109,772)
Citation 9

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Monetary Policy, Digital Currency, Central Bank Digital Currency, Design

3.

How Well Does Search Theory Explain Housing Prices?

Number of pages: 62 Posted: 30 Nov 2020 Last Revised: 06 Jul 2021
Marie Rekkas, Randall Wright and Yu Zhu
affiliation not provided to SSRN, University of Wisconsin - Madison and Government of Canada - Bank of Canada
Downloads 291 (168,150)

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

4.

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
Washington University in St. Louis, 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 253 (193,828)
Citation 3

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

5.

Endogenous Liquidity and Capital Reallocation

Number of pages: 56 Posted: 08 Jul 2021 Last Revised: 12 Jul 2021
Wei Cui, Randall Wright and Yu Zhu
University College London, University of Wisconsin - Madison and Government of Canada - Bank of Canada
Downloads 204 (237,877)

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Capital, Investment, Reallocation, Liquidity

6.

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 138 (331,975)
Citation 1

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

7.

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 42 (656,481)

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

8.

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 32 (720,872)

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

9.

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 28 (749,753)
Citation 3

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

10.

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

FEDS Working Paper No. 2019-6
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 23 (788,764)

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11.

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 19 (822,124)

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

12.

Market Freezes

NBER Working Paper No. w29210
Number of pages: 45 Posted: 06 Sep 2021 Last Revised: 24 Apr 2023
Chao Gu, Guido Menzio, Randall Wright and Yu Zhu
University of Missouri at Columbia, New York University (NYU), University of Wisconsin - Madison - Department of Finance, Investment and Banking and Government of Canada - Bank of Canada
Downloads 5 (946,146)

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