Yu Zhu

Government of Canada - Bank of Canada

Senior Economist

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 49,680

SSRN RANKINGS

Top 49,680

in Total Papers Downloads

1,841

SSRN CITATIONS
Rank 43,000

SSRN RANKINGS

Top 43,000

in Total Papers Citations

10

CROSSREF CITATIONS

11

Scholarly Papers (12)

1.

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 465 (116,038)
Citation 9

Abstract:

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

2.

How Well Does Search Theory Explain Housing Prices?

Number of pages: 62 Posted: 30 Nov 2020 Last Revised: 06 Jul 2021
affiliation not provided to SSRN, University of Wisconsin - Madison and Government of Canada - Bank of Canada
Downloads 385 (144,364)

Abstract:

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

3.

Endogenous Liquidity and Capital Reallocation

Number of pages: 56 Posted: 08 Jul 2021 Last Revised: 12 Jul 2021
University College London, University of Wisconsin - Madison and Government of Canada - Bank of Canada
Downloads 311 (181,854)
Citation 2

Abstract:

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Capital, Investment, Reallocation, Liquidity

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
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 269 (211,276)
Citation 3

Abstract:

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first-price auction, identification, ambiguity aversion, maxmin expected utility, Bayesian 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 147 (366,384)
Citation 1

Abstract:

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

6.

Central Bank Digital Currency and Banking Choices

Number of pages: 61 Posted: 20 Feb 2024
Jiaqi Li, Andrew Usher and Yu Zhu
Government of Canada - Bank of Canada, Government of Canada - Funds Management and Banking Department and Government of Canada - Bank of Canada
Downloads 68 (615,659)
Citation 1

Abstract:

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Central Bank Digital Currency, CBDC Designs, Micro-level Deposit Demand Estimation, Banking Competition

7.

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 53 (695,292)

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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 37 (803,425)

Abstract:

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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 34 (827,041)
Citation 3

Abstract:

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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 30 (860,301)

Abstract:

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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 29 (868,912)

Abstract:

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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
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 13 (1,025,195)
Citation 1

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Other Papers (1)

Total Downloads: 2,188
1.

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

Number of pages: 61 Posted: 12 Feb 2019 Last Revised: 02 Feb 2024
Bank of Canada, Bank of Canada, Government of Canada - Bank of Canada and Government of Canada - Bank of Canada
Downloads 2,188 (13,616)

Abstract:

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