Details about Yu Zhu

Access statistics for papers by Yu Zhu.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pzh871

Working Papers

2024

1. Central Bank Digital Currency and Banking Choices
   Staff Working Papers, Bank of Canada View citations (1)

2021

2. Best Before? Expiring Central Bank Digital Currency and Loss Recovery
   Staff Working Papers, Bank of Canada View citations (6)
3. Market Freezes
   NBER Working Papers, National Bureau of Economic Research, Inc
4. Monetary Policy Pass-Through with Central Bank Digital Currency
   Staff Working Papers, Bank of Canada View citations (10)

2020

5. CBDC and Monetary Policy
   Staff Analytical Notes, Bank of Canada View citations (15)
6. CBDC and Monetary Sovereignty
   Staff Analytical Notes, Bank of Canada View citations (7)
7. Safe Payments
   Staff Working Papers, Bank of Canada
8. Toxic Assets and Market Freezes
   Working Papers, Department of Economics, University of Missouri

2019

9. A Framework for Analyzing Monetary Policy in an Economy with E-money
   Staff Working Papers, Bank of Canada View citations (19)
10. Frictional Capital Reallocation I: Ex Ante Heterogeneity
    Staff Working Papers, Bank of Canada

2018

11. Frictional Capital Reallocation II: Ex Post Heterogeneity
    2018 Meeting Papers, Society for Economic Dynamics View citations (12)

2017

12. Modeling House Prices
    2017 Meeting Papers, Society for Economic Dynamics

2016

13. Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity
    Staff Working Papers, Bank of Canada
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
    See also Journal Article Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity, Journal of Econometrics, Elsevier (2019) View citations (7) (2019)

2015

14. Identification of First-Price Auctions With Biased Beliefs
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2013

15. Housing and Liquidity
    2013 Meeting Papers, Society for Economic Dynamics View citations (25)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (12)
    See also Journal Article Housing and Liquidity, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (27) (2015)

Journal Articles

2020

1. Frictional Capital Reallocation with Ex Post Heterogeneity
   Review of Economic Dynamics, 2020, 37 Supplement 1, S227-S253 View citations (7)
   See also Software Item Code and data files for "Frictional Capital Reallocation with Ex Post Heterogeneity", Computer Codes (2020) (2020)
2. Inference in nonparametric/semiparametric moment equality models with shape restrictions
   Quantitative Economics, 2020, 11, (2), 609-636 View citations (2)

2019

3. A Note on Simple Strategic Bargaining for Models of Money or Credit
   Journal of Money, Credit and Banking, 2019, 51, (2-3), 739-754 View citations (5)
4. Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
   Journal of Econometrics, 2019, 210, (2), 363-378 View citations (7)
   See also Working Paper Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity, Staff Working Papers (2016) (2016)

2018

5. Empirical relevance of ambiguity in first-price auctions
   Journal of Econometrics, 2018, 204, (2), 189-206 View citations (12)

2017

6. Median-based estimation of dynamic panel models with fixed effects
   Computational Statistics & Data Analysis, 2017, 113, (C), 398-423 View citations (2)

2015

7. Housing and Liquidity
   Review of Economic Dynamics, 2015, 18, (3), 435-455 View citations (27)
   See also Working Paper Housing and Liquidity, 2013 Meeting Papers (2013) View citations (25) (2013)

Software Items

2020

1. Code and data files for "Frictional Capital Reallocation with Ex Post Heterogeneity"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Frictional Capital Reallocation with Ex Post Heterogeneity, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (7) (2020)