Ji Zhang

Tsinghua University - PBC School of Finance

Assistant Professor

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

  • Tsinghua University - PBC School of Finance

SCHOLARLY PAPERS

12

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63

CROSSREF CITATIONS

7

Scholarly Papers (12)

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1.

A Shadow Rate New Keynesian Model

Downloads 1,477 (21,731)
Citation 18

A Shadow Rate New Keynesian Model

Chicago Booth Research Paper No. 16-18, PBCSF-NIFR Research Paper
Number of pages: 57 Posted: 28 Sep 2016 Last Revised: 29 Oct 2020
Jing Cynthia Wu and Ji Zhang
University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance
Downloads 1,448 (21,989)
Citation 5

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shadow rate, New Keynesian model, unconventional monetary policy, zero lower bound, QE, lending facilities

A Shadow Rate New Keynesian Model

NBER Working Paper No. w22856
Number of pages: 53 Posted: 28 Nov 2016 Last Revised: 15 Jun 2023
Jing Cynthia Wu and Ji Zhang
University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance
Downloads 29 (796,931)
Citation 3

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2.

The Four Equation New Keynesian Model

Downloads 918 (27,205)
Citation 6

The Four Equation New Keynesian Model

Review of Economics and Statistics, Forthcoming
Number of pages: 45 Posted: 09 Jun 2021 Last Revised: 10 Jun 2021
Eric R. Sims, Jing Cynthia Wu and Ji Zhang
University of Michigan at Ann Arbor, University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance
Downloads 652 (67,340)

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quantitative easing, unconventional monetary policy, small-scale New Keynesian model, zero lower bound

The Four Equation New Keynesian Model

PBCSF-NIFR Research Paper
Number of pages: 55 Posted: 07 Jul 2020
Eric R. Sims, Jing Cynthia Wu and Ji Zhang
University of Michigan at Ann Arbor, University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance
Downloads 266 (190,226)
Citation 2

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Quantitative Easing, Unconventional Monetary Policy, Small-Scale New Keynesian Model, Phillips Curve, Zero Lower Bound

3.

Unconventional Monetary Policy According to HANK

Downloads 460 (104,977)
Citation 1

Unconventional Monetary Policy According to HANK

PBCSF-NIFR Research Paper Forthcoming
Number of pages: 50 Posted: 10 May 2022 Last Revised: 14 Apr 2023
Eric R. Sims, Jing Cynthia Wu and Ji Zhang
University of Michigan at Ann Arbor, University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance
Downloads 457 (104,708)

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Unconventional Monetary Policy According to Hank

NBER Working Paper No. w30329
Number of pages: 51 Posted: 08 Aug 2022 Last Revised: 15 May 2023
Eric R. Sims, Jing Cynthia Wu and Ji Zhang
University of Michigan at Ann Arbor, University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance
Downloads 3 (1,044,224)
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4.

Does Fiscal Policy Matter for Stock-Bond Return Correlation?

Downloads 422 (116,086)
Citation 3

Does Fiscal Policy Matter for Stock-Bond Return Correlation?

Journal of Monetary Economics, Forthcoming
Number of pages: 62 Posted: 28 Jan 2018 Last Revised: 07 Mar 2022
Erica X. N. Li, Tao A. Zha, Ji Zhang and Hao Zhou
Cheung Kong Graduate School of Business, Federal Reserve Bank of Atlanta, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 405 (120,622)
Citation 4

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Stock-bond return correlation, consumption-inflation correlation, fiscal-monetary policy regime, bond risk premium, technology shock, investment shock

Does Fiscal Policy Matter for Stock-Bond Return Correlation?

NBER Working Paper No. w27861
Number of pages: 50 Posted: 28 Sep 2020 Last Revised: 16 Feb 2023
Erica X. N. Li, Tao A. Zha, Ji Zhang and Hao Zhou
Cheung Kong Graduate School of Business, Federal Reserve Bank of Atlanta, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 17 (907,304)

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5.

Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Economy

Journal of Money, Credit, and Banking, Forthcoming, PBCSF-NIFR Research Paper No. 14-06, Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 211
Number of pages: 47 Posted: 02 Nov 2014 Last Revised: 28 Feb 2018
Steven Wei Ho, Ji Zhang and Hao Zhou
University of Nevada, Las Vegas, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 410 (120,091)
Citation 1

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international policy spillover, Chinese real-estate market, U.S. monetary policy, policy uncertainty, FA-VAR, shadow rate

6.

Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime

FRB Atlanta Working Paper No. 2020-19
Number of pages: 54 Posted: 20 Apr 2021
Erica X. N. Li, Tao A. Zha, Ji Zhang and Hao Zhou
Cheung Kong Graduate School of Business, Federal Reserve Bank of Atlanta, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 293 (173,224)

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stock-bond return correlation, consumption-inflation correlation, fiscal-monetary policy regime, bond risk premium, technology shock, investment shock

7.

Global Effective Lower Bound and Unconventional Monetary Policy

Downloads 259 (196,361)
Citation 5

Global Effective Lower Bound and Unconventional Monetary Policy

Chicago Booth Research Paper No. 18-05
Number of pages: 45 Posted: 29 May 2018 Last Revised: 10 Apr 2019
Jing Cynthia Wu and Ji Zhang
University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance
Downloads 244 (207,351)

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effective lower bound, unconventional monetary policy, New Keynesian model, two-country open economy

Global Effective Lower Bound and Unconventional Monetary Policy

NBER Working Paper No. w24714
Number of pages: 46 Posted: 18 Jun 2018 Last Revised: 13 Jul 2023
Jing Cynthia Wu and Ji Zhang
University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance
Downloads 15 (927,662)
Citation 5

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8.

The Impact of Securities Regulation on New Keynesian Firms

Peking University, HSBC Business School Working Paper No. 20221104
Number of pages: 56 Posted: 16 Nov 2021 Last Revised: 30 Dec 2022
Erica X. N. Li, Jin Xie and Ji Zhang
Cheung Kong Graduate School of Business, Peking University HSBC Business School and Tsinghua University - PBC School of Finance
Downloads 165 (297,334)

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Nominal Rigidities, New Keynesian Models, Financial Friction, Sarbanes-Oxley Act, Information Disclosure

9.

Monetary Policy, Hot Money and Housing Price Growth Across Chinese Cities

PBCSF-NIFR Research Paper
Number of pages: 31 Posted: 24 Mar 2017 Last Revised: 29 Oct 2020
Xiaoyu Huang, Tao Jin and Ji Zhang
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 164 (298,822)
Citation 2

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housing price, monetary policy, hot money, dynamic factor model

10.

Unemployment Benefits and Matching Efficiency in an Estimated DSGE Model with Labor Market Search

PBCSF-NIFR Research Paper
Number of pages: 48 Posted: 21 Feb 2016
Ji Zhang
Tsinghua University - PBC School of Finance
Downloads 104 (423,692)

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DSGE, search and matching frictions, unemployment benefits, matching efficiency

11.

The Role of International Financial Integration in Monetary Policy Transmission

Number of pages: 55 Posted: 06 Apr 2023
Jing Cynthia Wu, Yinxi Xie and Ji Zhang
University of Notre Dame - Department of Economics, Bank of Canada and Tsinghua University - PBC School of Finance
Downloads 80 (504,413)

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monetary policy transmission, financial integration, long-term bonds, trade openness

12.

State-Promoted Investment for Industrial Reforms: An Information Design Approach

Number of pages: 25 Posted: 16 Jun 2021
Keeyoung Rhee, Myungkyu Shim and Ji Zhang
Sungkyunkwan University - Department of Economics, Yonsei University - School of Economics and Tsinghua University - PBC School of Finance
Downloads 26 (797,622)

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Bayesian persuasion, information friction, state-promoted investments