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Haoyang Liu

Personal Details

First Name:Haoyang
Middle Name:
Last Name:Liu
Suffix:
RePEc Short-ID:pli1424
[This author has chosen not to make the email address public]

Affiliation

Economic Research Department
Federal Reserve Bank of Dallas

Dallas, Texas (United States)
http://www.dallasfed.org/research.cfm
RePEc:edi:efrbdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Haoyang Liu & David O. Lucca & Dean Parker & Gabriela Rays-Wahba, 2021. "The Housing Boom and the Decline in Mortgage Rates," Liberty Street Economics 20210907, Federal Reserve Bank of New York.
  2. Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song, 2021. "Did Dealers Fail to Make Markets during the Pandemic?," Liberty Street Economics 20210324, Federal Reserve Bank of New York.
  3. Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Staff Reports 965, Federal Reserve Bank of New York.
  4. Andrew F. Haughwout & Haoyang Liu & Dean Parker & Xiaohan Zhang, 2021. "Do People View Housing as a Good Investment and Why?," Liberty Street Economics 20210405b, Federal Reserve Bank of New York.
  5. Haoyang Liu & Desi Volker, 2020. "The Paycheck Protection Program Liquidity Facility (PPPLF)," Liberty Street Economics 20200520, Federal Reserve Bank of New York.
  6. Haoyang Liu & Desi Volker, 2020. "Where Have the Paycheck Protection Loans Gone So Far?," Liberty Street Economics 20200506, Federal Reserve Bank of New York.
  7. Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song, 2020. "MBS Market Dysfunctions in the Time of COVID-19," Liberty Street Economics 20200717, Federal Reserve Bank of New York.
  8. Rawley Heimer & Haoyang Liu & Xiaohan Zhang, 2020. "Are People Overconfident about Avoiding COVID-19?," Liberty Street Economics 20201007, Federal Reserve Bank of New York.
  9. Julia Gouny & Haoyang Liu & Woojung Park, 2020. "Federal Reserve Agency CMBS Purchases," Liberty Street Economics 20200716, Federal Reserve Bank of New York.
  10. James Conklin & W. Scott Frame & Kristopher Gerardi & Haoyang Liu, 2020. "Did Subprime Borrowers Drive the Housing Boom?," Liberty Street Economics 20200226, Federal Reserve Bank of New York.
  11. Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song, 2020. "Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis," Staff Reports 933, Federal Reserve Bank of New York.
  12. Nicola Fusari & Wei Li & Haoyang Liu & Zhaogang Song, 2020. "Asset Pricing with Cohort-Based Trading in MBS Markets," Staff Reports 931, Federal Reserve Bank of New York.
  13. Andrew F. Haughwout & Haoyang Liu & Xiaohan Zhang, 2020. "Who Has Been Evicted and Why?," Liberty Street Economics 20200708b, Federal Reserve Bank of New York.
  14. Jerry A. Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2019. "Errors in the Dependent Variable of Quantile Regression Models," NBER Working Papers 25819, National Bureau of Economic Research, Inc.
  15. Haoyang Liu & Christopher Palmer, 2019. "Optimists and Pessimists in the Housing Market," Liberty Street Economics 20191016, Federal Reserve Bank of New York.
  16. James Conklin & W. Scott Frame & Kristopher Gerardi & Haoyang Liu, 2018. "Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom," FRB Atlanta Working Paper 2018-10, Federal Reserve Bank of Atlanta.

Articles

  1. Jerry Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2021. "Errors in the Dependent Variable of Quantile Regression Models," Econometrica, Econometric Society, vol. 89(2), pages 849-873, March.
  2. Zingmond, D.S. & Wenger, N.S. & Crystal, S. & Joyce, G.F. & Liu, H. & Sambamoorthi, U. & Lillard, L.A. & Leibowitz, A.A. & Shapiro, M.F. & Bozzette, S.A., 2001. "Circumstances at HIV diagnosis and progression of disease in older HIV-infected Americans," American Journal of Public Health, American Public Health Association, vol. 91(7), pages 1117-1120.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Staff Reports 965, Federal Reserve Bank of New York.

    Cited by:

    1. Huh, Yesol & Kim, You Suk, 2023. "Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications," Journal of Financial Economics, Elsevier, vol. 150(1), pages 68-93.
    2. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2022. "The Federal Reserve’s Market Functioning Purchases," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), pages 210-241, July.
    3. Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Working Papers 21-25, Federal Reserve Bank of Philadelphia.
    4. Andreas Fuster & David O. Lucca & James Vickery, 2022. "Mortgage-Backed Securities," Staff Reports 1001, Federal Reserve Bank of New York.

  2. Haoyang Liu & Desi Volker, 2020. "The Paycheck Protection Program Liquidity Facility (PPPLF)," Liberty Street Economics 20200520, Federal Reserve Bank of New York.

    Cited by:

    1. Rachel Atkins & Lisa Cook & Robert Seamans, 2022. "Discrimination in lending? Evidence from the Paycheck Protection Program," Small Business Economics, Springer, vol. 58(2), pages 843-865, February.
    2. Desi Volker, 2021. "COVID Response: The Paycheck Protection Program Liquidity Facility," Staff Reports 978, Federal Reserve Bank of New York.

  3. Haoyang Liu & Desi Volker, 2020. "Where Have the Paycheck Protection Loans Gone So Far?," Liberty Street Economics 20200506, Federal Reserve Bank of New York.

    Cited by:

    1. Garrett Borawski & Mark E. Schweitzer, 2021. "How Well Did PPP Loans Reach Low- and Moderate-Income Communities?," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2021(13), pages 1-5, May.
    2. Desi Volker, 2022. "The Paycheck Protection Program Liquidity Facility," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
    3. Lopez, Jose A. & Spiegel, Mark M., 2023. "Small business lending under the PPP and PPPLF programs," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    4. Giulio Cornelli & Jon Frost & Leonardo Gambacorta & Julapa Jagtiani, 2022. "The Impact of Fintech Lending on Credit Access for U.S. Small Businesses," Working Papers 22-14, Federal Reserve Bank of Philadelphia.
    5. Desi Volker, 2021. "COVID Response: The Paycheck Protection Program Liquidity Facility," Staff Reports 978, Federal Reserve Bank of New York.

  4. Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song, 2020. "MBS Market Dysfunctions in the Time of COVID-19," Liberty Street Economics 20200717, Federal Reserve Bank of New York.

    Cited by:

    1. Willem Thorbecke, 2020. "The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market," JRFM, MDPI, vol. 13(10), pages 1-30, October.
    2. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2022. "The Federal Reserve’s Market Functioning Purchases," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), pages 210-241, July.

  5. Rawley Heimer & Haoyang Liu & Xiaohan Zhang, 2020. "Are People Overconfident about Avoiding COVID-19?," Liberty Street Economics 20201007, Federal Reserve Bank of New York.

    Cited by:

    1. Apergis, Nicholas, 2022. "Overconfidence and US stock market returns," Finance Research Letters, Elsevier, vol. 45(C).

  6. Julia Gouny & Haoyang Liu & Woojung Park, 2020. "Federal Reserve Agency CMBS Purchases," Liberty Street Economics 20200716, Federal Reserve Bank of New York.

    Cited by:

    1. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2022. "The Federal Reserve’s Market Functioning Purchases," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), pages 210-241, July.

  7. Nicola Fusari & Wei Li & Haoyang Liu & Zhaogang Song, 2020. "Asset Pricing with Cohort-Based Trading in MBS Markets," Staff Reports 931, Federal Reserve Bank of New York.

    Cited by:

    1. Huh, Yesol & Kim, You Suk, 2023. "Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications," Journal of Financial Economics, Elsevier, vol. 150(1), pages 68-93.
    2. Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song, 2020. "Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis," Staff Reports 933, Federal Reserve Bank of New York.

  8. Jerry A. Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2019. "Errors in the Dependent Variable of Quantile Regression Models," NBER Working Papers 25819, National Bureau of Economic Research, Inc.

    Cited by:

    1. Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    2. Jerry Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2021. "Errors in the Dependent Variable of Quantile Regression Models," Econometrica, Econometric Society, vol. 89(2), pages 849-873, March.
    3. Liang Chen & Juan Jose Dolado & Jesus Gonzalo & Haozi Pan, 2023. "Estimation of Characteristics-based Quantile Factor Models," Papers 2304.13206, arXiv.org.
    4. Zongwu Cai & Meng Shi & Yue Zhao & Wuqing Wu, 2020. "Testing Financial Hierarchy Based on A PDQ-CRE Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202011, University of Kansas, Department of Economics, revised Jul 2020.
    5. Martina Pons, 2022. "The impact of air pollution on birthweight: evidence from grouped quantile regression," Empirical Economics, Springer, vol. 62(1), pages 279-296, January.
    6. Paulo M.M. Rodrigues & Matei Demetrescu, 2022. "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers w202213, Banco de Portugal, Economics and Research Department.
    7. Brantly Callaway & Tong Li & Irina Murtazashvili, 2021. "Distributional Effects with Two-Sided Measurement Error: An Application to Intergenerational Income Mobility," Papers 2107.09235, arXiv.org, revised Jun 2024.
    8. Uribe, Jorge M. & Mosquera-López, Stephania & Arenas, Oscar J., 2022. "Assessing the relationship between electricity and natural gas prices in European markets in times of distress," Energy Policy, Elsevier, vol. 166(C).

  9. James Conklin & W. Scott Frame & Kristopher Gerardi & Haoyang Liu, 2018. "Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom," FRB Atlanta Working Paper 2018-10, Federal Reserve Bank of Atlanta.

    Cited by:

    1. Griffin, John M. & Kruger, Samuel & Maturana, Gonzalo, 2021. "What drove the 2003–2006 house price boom and subsequent collapse? Disentangling competing explanations," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1007-1035.
    2. Rojas, Alejandro, 2021. "Mortgage credit growth for lower-income borrowers during the 2000s housing boom: Evidence and implications," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 220-233.
    3. Chi-Young Choi & Alexander Chudik & Aaron Smallwood, 2024. "Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply," Globalization Institute Working Papers 426, Federal Reserve Bank of Dallas.
    4. James Conklin & Moussa Diop & Mingming Qiu, 2022. "Religion and Mortgage Misrepresentation," Journal of Business Ethics, Springer, vol. 179(1), pages 273-295, August.
    5. Garcia-Villegas, Salomon, 2023. "The amplification effects of adverse selection in mortgage credit supply," Journal of Housing Economics, Elsevier, vol. 62(C).
    6. Jan K. Brueckner & James N. Conklin & N. Edward Coulson & Moussa Diop, 2023. "Default Costs and Repayment of Underwater Mortgages," CESifo Working Paper Series 10755, CESifo.

Articles

  1. Jerry Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2021. "Errors in the Dependent Variable of Quantile Regression Models," Econometrica, Econometric Society, vol. 89(2), pages 849-873, March.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (10) 2018-09-10 2020-03-02 2020-03-16 2020-06-22 2020-08-10 2020-08-10 2020-08-17 2020-08-24 2021-04-12 2021-09-13. Author is listed
  2. NEP-MAC: Macroeconomics (8) 2020-05-25 2020-06-22 2020-08-10 2020-08-10 2020-08-17 2021-05-10 2021-07-19 2021-09-13. Author is listed
  3. NEP-FMK: Financial Markets (4) 2020-08-10 2020-08-10 2020-08-10 2021-05-10
  4. NEP-BAN: Banking (2) 2018-09-10 2020-06-22
  5. NEP-BEC: Business Economics (1) 2019-05-20
  6. NEP-CBA: Central Banking (1) 2020-06-22
  7. NEP-CWA: Central and Western Asia (1) 2021-04-12
  8. NEP-ECM: Econometrics (1) 2019-05-20
  9. NEP-HEA: Health Economics (1) 2020-10-26
  10. NEP-ISF: Islamic Finance (1) 2021-09-13
  11. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2019-05-20
  12. NEP-MST: Market Microstructure (1) 2020-08-17
  13. NEP-ORE: Operations Research (1) 2019-05-20

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