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

8

DOWNLOADS

468

CITATIONS

0

Scholarly Papers (8)

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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
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 181 (163,212)

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

2.

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 124 (223,233)

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

3.

Central Bank Digital Currency and Banking

Number of pages: 56 Posted: 12 Feb 2019 Last Revised: 24 Feb 2019
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 72 (318,256)

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

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 42 (408,882)

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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
Aristotelis Boukouras and Yu Zhu
University of Leicester and Government of Canada - Bank of Canada
Downloads 21 (505,907)

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

6.

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 13 (552,092)

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

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 12 (557,945)

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

8.

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 3 (615,137)

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