Details about Haoyang Liu

Access statistics for papers by Haoyang Liu.

Last updated 2025-02-25. Update your information in the RePEc Author Service.

Short-id: pli1424

Working Papers

2022

1. Expected Home Price Increases Accelerate over the Short Term but Remain Stable over the Medium Term
   Liberty Street Economics, Federal Reserve Bank of New York

2021

2. Are Stated Expectations Actual Beliefs? New Evidence for the Beliefs Channel of Investment Demand
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
3. Defragmenting Markets: Evidence from Agency MBS
   Working Papers, Federal Reserve Bank of Philadelphia View citations (3)
   Also in Staff Reports, Federal Reserve Bank of New York (2021) View citations (3)
4. Did Dealers Fail to Make Markets during the Pandemic?
   Liberty Street Economics, Federal Reserve Bank of New York
5. Do People View Housing as a Good Investment and Why?
   Liberty Street Economics, Federal Reserve Bank of New York
   Also in Liberty Street Economics, Federal Reserve Bank of New York (2021)
6. The Federal Reserve’s Market Functioning Purchases
   Staff Reports, Federal Reserve Bank of New York View citations (1)
   See also Journal Article The Federal Reserve’s Market Functioning Purchases, Economic Policy Review, Federal Reserve Bank of New York (2022) View citations (1) (2022)
7. The Housing Boom and the Decline in Mortgage Rates
   Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2020

8. Are People Overconfident about Avoiding COVID-19?
   Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
9. Asset Pricing with Cohort-Based Trading in MBS Markets
   Staff Reports, Federal Reserve Bank of New York View citations (2)
   See also Journal Article Asset Pricing with Cohort‐Based Trading in MBS Markets, Journal of Finance, American Finance Association (2022) View citations (1) (2022)
10. Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis
    Staff Reports, Federal Reserve Bank of New York
11. Did Subprime Borrowers Drive the Housing Boom?
    Liberty Street Economics, Federal Reserve Bank of New York
12. Federal Reserve Agency CMBS Purchases
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
13. MBS Market Dysfunctions in the Time of COVID-19
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
14. The Paycheck Protection Program Liquidity Facility (PPPLF)
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
15. Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom
    Working Papers, Federal Reserve Bank of Dallas View citations (2)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2018) View citations (1)
    See also Journal Article Villains or scapegoats? The role of subprime borrowers in driving the U.S. housing boom, Journal of Financial Intermediation, Elsevier (2022) View citations (4) (2022)
16. Where Have the Paycheck Protection Loans Gone So Far?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (7)
17. Who Has Been Evicted and Why?
    Liberty Street Economics, Federal Reserve Bank of New York

2019

18. Errors in the Dependent Variable of Quantile Regression Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article Errors in the Dependent Variable of Quantile Regression Models, Econometrica, Econometric Society (2021) View citations (4) (2021)
19. Optimists and Pessimists in the Housing Market
    Liberty Street Economics, Federal Reserve Bank of New York

Journal Articles

2024

1. Credit supply shocks, home purchase volume, and borrowing behavior
   Real Estate Economics, 2024, 52, (2), 486-513

2023

2. Monetary Policy, Business Liquidity and Survival: Evidence from the Refinancing Channel
   The Review of Financial Studies, 2023, 36, (9), 3738-3780

2022

3. Asset Pricing with Cohort‐Based Trading in MBS Markets
   Journal of Finance, 2022, 77, (6), 3249-3287 View citations (1)
   See also Working Paper Asset Pricing with Cohort-Based Trading in MBS Markets, Staff Reports (2020) View citations (2) (2020)
4. Moving to better opportunities? Housing market responses to the top 4% policy
   Regional Science and Urban Economics, 2022, 97, (C) View citations (1)
5. The Federal Reserve’s Market Functioning Purchases
   Economic Policy Review, 2022, 28, (1), 210-241 View citations (1)
   See also Working Paper The Federal Reserve’s Market Functioning Purchases, Staff Reports (2021) View citations (1) (2021)
6. Villains or scapegoats? The role of subprime borrowers in driving the U.S. housing boom
   Journal of Financial Intermediation, 2022, 51, (C) View citations (4)
   See also Working Paper Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom, Working Papers (2020) View citations (2) (2020)

2021

7. A green-gray path to global water security and sustainable infrastructure
   Papers published in Journals (Open Access), 2021, 70:102344. View citations (1)
8. Errors in the Dependent Variable of Quantile Regression Models
   Econometrica, 2021, 89, (2), 849-873 View citations (4)
   See also Working Paper Errors in the Dependent Variable of Quantile Regression Models, NBER Working Papers (2019) View citations (4) (2019)