Yu Zhu

Government of Canada - Bank of Canada

Senior Economist

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

9

DOWNLOADS

652

SSRN CITATIONS
Rank 42,998

SSRN RANKINGS

Top 42,998

in Total Papers Citations

3

CROSSREF CITATIONS

10

Scholarly Papers (9)

1.

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 193 (165,303)
Citation 3

Abstract:

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

2.

Central Bank Digital Currency and Banking

Number of pages: 56 Posted: 12 Feb 2019 Last Revised: 24 Feb 2019
Bank of Canada, Bank of Canada, Government of Canada - Bank of Canada and Government of Canada - Bank of Canada
Downloads 177 (178,703)
Citation 2

Abstract:

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Central Bank Digital Currency, Bank Intermediation/Disintermediation, Imperfect Competition

3.

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 (236,391)
Citation 1

Abstract:

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

4.

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 91 (296,279)
Citation 9

Abstract:

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Digital currencies; Monetary policy

5.

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 22 (535,796)

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

6.

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 17 (566,607)

Abstract:

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

7.

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 (579,137)
Citation 2

Abstract:

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

8.

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 7 (632,598)

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

9.

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 4 (653,701)

Abstract:

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