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

DOWNLOADS
Rank 31,753

SSRN RANKINGS

Top 31,753

in Total Papers Downloads

2,191

SSRN CITATIONS
Rank 29,026

SSRN RANKINGS

Top 29,026

in Total Papers Citations

12

CROSSREF CITATIONS

18

Scholarly Papers (12)

Actions:
Email selected abstracts
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 1,141 (26,222)
Citation 29

Abstract:

Loading...

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 332 (126,580)
Citation 9

Abstract:

Loading...

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

3.

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 231 (182,640)
Citation 3

Abstract:

Loading...

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

4.

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 156 (258,595)

Abstract:

Loading...

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

5.

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 (305,280)
Citation 1

Abstract:

Loading...

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

6.

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 123 (310,715)

Abstract:

Loading...

Capital, Investment, Reallocation, Liquidity

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 28 (634,971)

Abstract:

Loading...

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 19 (700,162)

Abstract:

Loading...

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 15 (732,580)
Citation 3

Abstract:

Loading...

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

10.

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 11 (768,095)

Abstract:

Loading...

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

11.

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 7 (805,850)

Abstract:

Loading...

12.

Market Freezes

NBER Working Paper No. w29210
Number of pages: 45 Posted: 06 Sep 2021 Last Revised: 18 Nov 2021
Chao Gu, Guido Menzio, Randall Wright and Yu Zhu
University of Missouri - Columbia, New York University (NYU), University of Wisconsin - Madison - Department of Finance, Investment and Banking and Government of Canada - Bank of Canada
Downloads 2 (858,590)
  • Add to Cart

Abstract:

Loading...