Rui Yao

Baruch College - Department of Economics and Finance

One Bernard Baruch Way

Box B10-225

New York, NY 10010

United States

http://zicklin.baruch.cuny.edu/faculty/profiles/yao.html

SCHOLARLY PAPERS

3

DOWNLOADS

437

CITATIONS
Rank 12,058

SSRN RANKINGS

Top 12,058

in Total Papers Citations

68

Scholarly Papers (3)

1.

The Life-Cycle Effects of House Price Changes

FRB Philadelphia Working Paper No. 05-7
Number of pages: 39 Posted: 31 Jul 2005
Wenli Li and Rui Yao
Federal Reserve Bank of Philadelphia and Baruch College - Department of Economics and Finance
Downloads 264 (113,526)
Citation 67

Abstract:

Loading...

Life-cycle model, consumption, savings, housing, mortgage

Housing over Time and over the Life Cycle: A Structural Estimation

FRB of Philadelphia Working Paper No. 09-7
Number of pages: 53 Posted: 14 May 2009 Last Revised: 23 May 2015
Wenli Li, Haiyong Liu and Rui Yao
Federal Reserve Bank of Philadelphia, East Carolina University - Department of Economics and Baruch College - Department of Economics and Finance
Downloads 133 (212,560)
Citation 9

Abstract:

Loading...

Life-cycle, housing adjustment costs, intratemporal substitution, methods of simulated moments

Housing Over Time and Over the Life Cycle: A Structural Estimation

FRB of Philadelphia Working Paper No. 15-04
Number of pages: 40 Posted: 24 Jan 2015
Federal Reserve Bank of Philadelphia, East Carolina University - Department of Economics, Louisiana State University, Baton Rouge and Baruch College - Department of Economics and Finance
Downloads 24 (505,029)
Citation 9

Abstract:

Loading...

Life Cycle, Housing Adjustment Costs, Intratemporal Substitution

Housing Over Time and Over the Life Cycle: A Structural Estimation

FRB of Philadelphia Working Paper No. 15-4
Number of pages: 11 Posted: 19 Aug 2015
Federal Reserve Bank of Philadelphia, East Carolina University - Department of Economics, Louisiana State University, Baton Rouge and Baruch College - Department of Economics and Finance
Downloads 16 (555,603)
Citation 3

Abstract:

Loading...

Life cycle, Housing adjustment costs, Intratemporal substitution

Housing Over Time and Over the Life Cycle: A Structural Estimation

International Economic Review, Vol. 57, Issue 4, pp. 1237-1260, 2016
Number of pages: 24 Posted: 15 Nov 2016
Federal Reserve Bank of Philadelphia, East Carolina University - Department of Economics, Louisiana State University, Baton Rouge and Baruch College - Department of Economics and Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

3.

A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias

Journal of Real Estate Finance & Economics, Vol. 27, No. 1
Posted: 04 Feb 2003
Independent, Baruch College - Department of Economics and Finance, Wisconsin School of Business, University of Wisconsin-Madison, Credit Suisse First Boston and DePaul University

Abstract:

Loading...

mortgages, asset pricing, bankruptcy, liquidation, prepayment, default