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Feng Zhu

Bank for International Settlements (BIS)

Economist

Centralbahnplatz 2

CH-4002 Basel

Switzerland

http://pantheon.yale.edu/~fz9

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SCHOLARLY PAPERS

16

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3,343

CITATIONS
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Top 16,188

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21

Scholarly Papers (16)

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1.

The Impact of Recent Central Bank Asset Purchase Programmes

BIS Quarterly Review, December 2011
Number of pages: 11 Posted: 08 Sep 2012
Jack Meaning and Feng Zhu
University of Kent, Canterbury and Bank for International Settlements (BIS)
Downloads 410 (27,657)
Citation 8

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2.

Research on Exchange Rates and Monetary Policy: An Overview

BIS Working Paper No. 178
Number of pages: 22 Posted: 20 Sep 2007
Jeffery D. Amato, Andrew J. Filardo, Gabriele Galati, Goetz von Peter and Feng Zhu
Goldman Sachs International, Bank for International Settlements (BIS) - Monetary and Economic Department, De Nederlandsche Bank, Bank for International Settlements - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 378 (64,358)
Citation 2

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Monetary Policy, International Finance, Macroeconomic Aspects of International Trade and Finance

3.

International Spillovers of Central Bank Balance Sheet Policies

BIS Paper No. 66p
Number of pages: 45 Posted: 04 Jan 2013
Qianying Chen, Andrew J. Filardo, Dong He and Feng Zhu
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, Hong Kong Monetary Authority and Bank for International Settlements (BIS)
Downloads 332 (30,828)
Citation 2

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unconventional monetary policy, quantitative easing, central bank balance sheets, global spillovers, emerging market financial markets, announcement effects, global VECM

4.

Financial Crisis, Unconventional Monetary Policy and International Spillovers

HKIMR Working Paper No.23/2014
Number of pages: 122 Posted: 19 Sep 2014
Qianying Chen, Andrew J. Filardo, Dong He and Feng Zhu
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and Bank for International Settlements (BIS)
Downloads 167 (110,208)
Citation 1

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Announcement Effects, Emerging Economies, Financial Markets, Global VECM, International Spillovers, Quantitative Easing, Unconventional Monetary Policy

5.

A Nonparametric Analysis of the Shape Dynamics of the Us Personal Income Distribution: 1962-2000

BIS Working Paper No. 184
Number of pages: 38 Posted: 20 Sep 2007
Feng Zhu
Bank for International Settlements (BIS)
Downloads 129 (183,124)

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Adaptive kernel method, adaptive multimodality test, bootstrap, income distribution, nonparametric density estimation, population heterogeneity

6.

Central Bank Asset Purchases and Inflation Expectations

BIS Quarterly Review March 2013
Number of pages: 13 Posted: 11 Apr 2013
Boris Hofmann and Feng Zhu
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 117 (136,111)
Citation 2

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7.

Financial Crisis, US Unconventional Monetary Policy and International Spillovers

Downloads 99 (239,920)
Citation 1

Financial Crisis, US Unconventional Monetary Policy and International Spillovers

BIS Working Paper No. 494
Number of pages: 31 Posted: 01 Apr 2015
Qianying Chen, Andrew J. Filardo, Dong He and Feng Zhu
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and Bank for International Settlements (BIS)
Downloads 62 (320,309)
Citation 1

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emerging economies, financial crisis, global VAR, international monetary policy spillovers, quantitative easing, unconventional monetary policy

Financial Crisis, US Unconventional Monetary Policy and International Spillovers

IMF Working Paper No. 15/85
Number of pages: 33 Posted: 26 May 2015
Qianying Chen, Andrew J. Filardo, Dong He and Feng Zhu
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and Bank for International Settlements (BIS)
Downloads 37 (402,705)
Citation 1

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Monetary policy, United States, Unconventional monetary policy instruments, Spillovers, Financial crises, emerging economies, financial crisis, global VAR, international monetary policy spillovers, quantitative easing, federal reserve, securities, treasury securities, monetary fund, market

8.

The Impact of Federal Reserve Asset Purchase Programmes: Another Twist

BIS Quarterly Review, March 2012
Number of pages: 8 Posted: 12 Sep 2012 Last Revised: 25 Sep 2013
Jack Meaning and Feng Zhu
University of Kent, Canterbury and Bank for International Settlements (BIS)
Downloads 82 (202,801)
Citation 2

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9.

Measuring Disagreement in UK Consumer and Central Bank Inflation Forecasts

BIS Working Paper No. 339
Number of pages: 49 Posted: 07 Jun 2011
Richhild Moessner, Feng Zhu and Colin Ellis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and University of Birmingham
Downloads 65 (298,758)
Citation 1

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Adaptive kernel method, adaptive multimodality test, consumer survey, inflation forecasts, nonparametric density estimation

10.

The Fragility of the Phillips Curve: A Bumpy Ride in the Frequency Domain

BIS Working Paper No. 183
Number of pages: 46 Posted: 20 Sep 2007
Feng Zhu
Bank for International Settlements (BIS)
Downloads 61 (301,172)
Citation 2

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Phillips curve, inflation-output tradeoff, fltering, frequency-specic coefficient of correlation, spectral regression

11.

A Shadow Policy Rate to Calibrate US Monetary Policy at the Zero Lower Bound

BIS Working Paper No. 452
Number of pages: 28 Posted: 24 Jun 2014
Marco J. Lombardi and Feng Zhu
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 47 (134,287)

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unconventional monetary policy, zero lower bound, shadow policy rate, federal funds rate, dynamic factor model, monetary VAR

12.

Revisiting Exchange Rate Puzzles

BIS Paper No. 96a
Number of pages: 9 Posted: 06 Apr 2018
Charles M. Engel and Feng Zhu
University of Wisconsin - Madison - Department of Economics and Bank for International Settlements (BIS)
Downloads 0 (477,905)

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consumption correlation puzzle; excess volatility, exchange rate disconnect, exchange rate regime, real exchange rate, purchasing power parity, uncovered interest rate parity

13.

Mapping Shadow Banking in China: Structure and Dynamics

BIS Working Paper No. 701
Number of pages: 42 Posted: 13 Feb 2018
Torsten Ehlers, Steven Kong and Feng Zhu
Bank for International Settlements (BIS), Hong Kong Monetary Authority and Bank for International Settlements (BIS)
Downloads 0 (241,558)

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shadow banking, wealth management products (WMPs), investment receivables, entrusted loans, trust loans

14.

Global Impact of US and Euro Area Unconventional Monetary Policies: A Comparison

BIS Working Paper No. 610
Number of pages: 44 Posted: 08 Feb 2017
Qianying Chen, Marco J. Lombardi, Alex Ross and Feng Zhu
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Cambridge and Bank for International Settlements (BIS)
Downloads 0 (165,765)

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unconventional monetary policy; quantitative easing; shadow interest rate; spillover; global vector error correction model (GVECM)

15.

A Spectral Perspective on Natural Interest Rates in Asia-Pacific: Changes and Possible Drivers

BIS Paper No. 88e
Number of pages: 87 Posted: 02 Nov 2016
Feng Zhu
Bank for International Settlements (BIS)
Downloads 0 (535,700)

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asset price, credit, demography, equilibrium real interest rates, frequencydomain methods, globalisation, natural interest rates, population ageing, trend growth

16.

Understanding the Changing Equilibrium Real Interest Rates in Asia-Pacific

BIS Working Paper No. 567
Number of pages: 80 Posted: 14 Jun 2016
Feng Zhu
Bank for International Settlements (BIS)
Downloads 0 (451,261)

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asset price, credit, demography, equilibrium real interest rates, frequency-domain methods, globalisation, natural interest rates, population ageing, trend growth