Details about Jing Yang

Access statistics for papers by Jing Yang.

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

Short-id: pya296

Working Papers

2023

1. Predicting Changes in Canadian Housing Markets with Machine Learning
   Discussion Papers, Bank of Canada

2022

2. A Horse Race of Monetary Policy Regimes: An Experimental Investigation
   Staff Working Papers, Bank of Canada View citations (5)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (5)
3. COVID and Financial Stability: Practice Ahead of Theory
   Discussion Papers, Bank of Canada View citations (1)

2020

4. Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature
   Discussion Papers, Bank of Canada View citations (3)

2018

5. Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing
   Staff Working Papers, Bank of Canada View citations (11)

2017

6. Alternative Scenario to the October 2017 MPR Base-Case Projection: Higher Potential Growth
   Staff Analytical Notes, Bank of Canada

2016

7. The determinants of long-term debt issuance by European banks: evidence of two crises
   Working Papers, Banco de España View citations (4)
   Also in BIS Working Papers, Bank for International Settlements (2015) View citations (15)

2015

8. Estimating Canada’s Effective Lower Bound
   Staff Analytical Notes, Bank of Canada View citations (17)
   See also Journal Article Estimating Canada’s Effective Lower Bound, Bank of Canada Review, Bank of Canada (2016) View citations (23) (2016)

2011

9. Financial intermediaries in an estimated DSGE model for the United Kingdom
   Bank of England working papers, Bank of England View citations (20)
10. Optimal Bank Capital
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (50)
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2011) View citations (72)
    See also Journal Article Optimal Bank Capital, Economic Journal, Royal Economic Society (2013) View citations (119) (2013)

2009

11. International financial transmission: emerging and mature markets
    Bank of England working papers, Bank of England View citations (5)

2008

12. Network models and financial stability
    Bank of England working papers, Bank of England View citations (114)
    See also Journal Article Network models and financial stability, Journal of Economic Dynamics and Control, Elsevier (2007) View citations (431) (2007)

2005

13. Designing large value payment systems: an agent based approach
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (5)

2004

14. Estimation of the J-Curve in China
    Economics Study Area Working Papers, East-West Center, Economics Study Area View citations (20)
15. Horizontal and vertical integration in securities trading and settlement
    Bank of England working papers, Bank of England View citations (10)
    See also Journal Article Horizontal and Vertical Integration in Securities Trading and Settlement, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (28) (2006)

2003

16. An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds
    Staff Working Papers, Bank of Canada View citations (9)

2002

17. Alternative Trading Systems: Does One Shoe Fit All?
    Staff Working Papers, Bank of Canada View citations (6)

2000

18. MARKET STRUCTURE, PRICE DISCOVERY AND NEURAL LEARNING IN AN ARTIFICIAL FX MARKET
    Computing in Economics and Finance 2000, Society for Computational Economics
19. The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables
    Staff Working Papers, Bank of Canada View citations (11)

1999

20. Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market
    Computing in Economics and Finance 1999, Society for Computational Economics

Journal Articles

2017

1. Unconventional Monetary Policy: The Perspective of a Small Open Economy?
   Bank of Canada Review, 2017, 2017, (Spring), 19-30 View citations (5)

2016

2. Estimating Canada’s Effective Lower Bound
   Bank of Canada Review, 2016, 2016, (Spring), 3-14 View citations (23)
   See also Working Paper Estimating Canada’s Effective Lower Bound, Staff Analytical Notes (2015) View citations (17) (2015)

2014

3. Diversification and bank profitability: a nonlinear approach
   Applied Economics Letters, 2014, 21, (6), 438-441 View citations (17)
4. Financial structure and growth
   BIS Quarterly Review, 2014 View citations (98)

2013

5. Optimal Bank Capital
   Economic Journal, 2013, 123, (567), 1-37 View citations (119)
   See also Working Paper Optimal Bank Capital, CEPR Discussion Papers (2011) View citations (50) (2011)

2012

6. Bank stock returns, leverage and the business cycle
   BIS Quarterly Review, 2012 View citations (19)

2007

7. Network models and financial stability
   Journal of Economic Dynamics and Control, 2007, 31, (6), 2033-2060 View citations (431)
   See also Working Paper Network models and financial stability, Bank of England working papers (2008) View citations (114) (2008)

2006

8. Horizontal and Vertical Integration in Securities Trading and Settlement
   Journal of Money, Credit and Banking, 2006, 38, (7), 1765-1795 View citations (28)
   See also Working Paper Horizontal and vertical integration in securities trading and settlement, Bank of England working papers (2004) View citations (10) (2004)
9. Non-linear, non-parametric, non-fundamental exchange rate forecasting
   Journal of Forecasting, 2006, 25, (4), 227-245 View citations (19)