Details about Edison G Yu

Access statistics for papers by Edison G Yu.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pyu153

Working Papers

2025

1. Measuring Climate Transition Risk at the Regional Level with an Application to Community Banks
   Working Papers, Federal Reserve Bank of Philadelphia
   See also Journal Article Measuring climate transition risk at the regional level with an application to community banks, European Economic Review, Elsevier (2024) (2024)

2023

2. Funding Liquidity Creation by Banks
   Working Papers, Federal Reserve Bank of Philadelphia

2021

3. Using High-Frequency Evaluations to Estimate Discrimination: Evidence from Mortgage Loan Officers∗
   Working Papers, Federal Reserve Bank of Philadelphia View citations (3)

2020

4. Real Estate Taxes and Home Value: Winners and Losers of TCJA
   Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
5. The Pass-Through of Uncertainty Shocks to Households
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   See also Journal Article The pass-through of uncertainty shocks to households, Journal of Financial Economics, Elsevier (2022) View citations (5) (2022)

2019

6. Concentration of Control Rights in Leveraged Loan Syndicates
   Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2017) View citations (9)
7. The Effects of Competition in Consumer Credit Market
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2018) View citations (1)
   See also Journal Article The Effects of Competition in Consumer Credit Markets, The Review of Financial Studies, Society for Financial Studies (2020) View citations (9) (2020)

2017

8. Household Credit and Local Economic Uncertainty
   Working Papers, Federal Reserve Bank of Philadelphia View citations (6)

2016

9. The Impact of Unconventional Monetary Policy on Firm Financing Constraints: Evidence from the Maturity Extension Program
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (70)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2015) View citations (7)
   See also Journal Article The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program, Journal of Financial Economics, Elsevier (2016) View citations (87) (2016)

2013

10. Dynamic market participation and endogenous information aggregation
    Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
    See also Journal Article Dynamic market participation and endogenous information aggregation, Journal of Economic Theory, Elsevier (2018) (2018)
11. Online Appendix to "The (Un)importance of Geographical Mobility in the Great Recession"
    Online Appendices, Review of Economic Dynamics View citations (2)
    See also Journal Article The (Un)importance of Geographical Mobility in the Great Recession", Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2013) View citations (11) (2013)

Journal Articles

2025

1. Banking Trends: Where Depositors Fear to Tread
   Banking Trends, 2025, 10, (1), 18-21
   Also in Economic Insights, 2025, 10, (1), 18-21 (2025)

2024

2. Measuring climate transition risk at the regional level with an application to community banks
   European Economic Review, 2024, 170, (C)
   See also Working Paper Measuring Climate Transition Risk at the Regional Level with an Application to Community Banks, Working Papers (2025) (2025)

2023

3. Banking Trends: The Rise of the Single-Family REIT
   Economic Insights, 2023, 8, (3), 26-32
   Also in Banking Trends, 2023, 8, (3), 26-32 (2023)

2022

4. Banking Trends Discrimination in Mortgage Markets
   Banking Trends, 2022, 7, (1), 2-8
   Also in Economic Insights, 2022, 7, (1), 2-8 (2022)
5. Real Estate Taxes and Home Value: Evidence from TCJA
   Review of Economic Dynamics, 2022, 43, 125-151 View citations (3)
   See also Software Item Code and data files for "Real Estate Taxes and Home Value: Evidence from TCJA", Computer Codes (2021) (2021)
6. The pass-through of uncertainty shocks to households
   Journal of Financial Economics, 2022, 145, (1), 85-104 View citations (5)
   See also Working Paper The Pass-Through of Uncertainty Shocks to Households, NBER Working Papers (2020) View citations (4) (2020)

2020

7. Banking Trends: Do Stress Tests Reduce Credit Growth?
   Economic Insights, 2020, 5, (1), 1-7
8. Do Stress Tests Reduce Credit Growth?
   Banking Trends, 2020, 5, (1), 1-7
9. The Effects of Competition in Consumer Credit Markets
   The Review of Financial Studies, 2020, 33, (11), 5378-5415 View citations (9)
   See also Working Paper The Effects of Competition in Consumer Credit Market, NBER Working Papers (2019) View citations (5) (2019)

2018

10. Banking Trends: Measuring Cov-Lite Right
    Economic Insights, 2018, 3, (3), 1-8
11. Dynamic market participation and endogenous information aggregation
    Journal of Economic Theory, 2018, 175, (C), 491-517
    See also Working Paper Dynamic market participation and endogenous information aggregation, Working Papers (2013) View citations (1) (2013)
12. Measuring Cov-Lite Right
    Banking Trends, 2018, (3), 1-8

2016

13. Did quantitative easing work?
    Economic Insights, 2016, 1, (1), 5-13 View citations (9)
14. The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program
    Journal of Financial Economics, 2016, 122, (2), 409-429 View citations (87)
    See also Working Paper The Impact of Unconventional Monetary Policy on Firm Financing Constraints: Evidence from the Maturity Extension Program, Finance and Economics Discussion Series (2016) View citations (70) (2016)

2013

15. The (Un)importance of Geographical Mobility in the Great Recession"
    Review of Economic Dynamics, 2013, 16, (3), 553-563 View citations (11)
    See also Software Item Code and data files for ""The (Un)importance of Geographical Mobility in the Great Recession", Computer Codes (2013) (2013)
    Working Paper Online Appendix to "The (Un)importance of Geographical Mobility in the Great Recession", Online Appendices (2013) View citations (2) (2013)

Software Items

2021

1. Code and data files for "Real Estate Taxes and Home Value: Evidence from TCJA"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Real Estate Taxes and Home Value: Evidence from TCJA, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (3) (2022)

2013

2. Code and data files for ""The (Un)importance of Geographical Mobility in the Great Recession"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article The (Un)importance of Geographical Mobility in the Great Recession", Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2013) View citations (11) (2013)