Access Statistics for Richard K. Crump

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian VAR Model Perspective on the Lagged Effect of Monetary Policy 0 0 2 17 1 1 4 26
A Jackknife Variance Estimator for Panel Regressions 0 0 8 8 3 4 12 12
A Large Bayesian VAR of the United States Economy 3 11 59 201 4 21 128 457
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 0 2 29
A Simple Diagnostic for Time-Series and Panel-Data Regressions 0 0 20 20 0 1 12 12
A Unified Approach to Measuring u* 0 0 0 5 0 0 2 45
A Unified Approach to Measuring u* 0 0 0 27 0 0 1 68
A unified approach to measuring u* 0 0 0 30 0 1 5 139
Beta-Sorted Portfolios 0 0 0 3 1 1 1 14
Beta-Sorted Portfolios 0 0 0 24 0 1 3 54
Beta-sorted portfolios 0 0 1 1 1 1 5 5
Binscatter Regressions 0 0 6 45 0 3 22 193
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 0 1 1 91
Bootstrapping density-weighted average derivatives 0 0 0 16 0 1 3 111
COVID Response: The Commercial Paper Funding Facility 0 0 0 12 0 0 0 20
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 1 1 10 0 2 3 24
Changing Risk-Return Profiles 0 0 1 55 1 1 10 122
Changing Risk-Return Profiles 0 0 0 2 0 0 1 18
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 0 1 2 55
Characteristic-Sorted Portfolios: Estimation and Inference 0 1 1 42 0 1 2 93
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 0 19 0 0 2 19
Corporate Bond Market Distress 0 0 7 7 1 2 11 11
Corporate Bond Market Distress 0 2 3 22 0 3 10 73
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 1 4 19 0 1 6 24
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 1 172 2 4 15 650
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 3 19 0 2 8 191
Decomposing real and nominal yield curves 0 0 2 132 0 1 13 338
Deconstructing the yield curve 0 0 1 54 0 0 6 122
Discounting the Long-Run 1 1 1 6 1 1 3 22
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 0 2 6 65
Expectations and the Final Mile of Disinflation 0 0 1 22 0 0 4 25
Fertility and the Personal Exemption: Comment 0 0 1 18 2 3 6 167
Forecasting Interest Rates over the Long Run 1 1 1 12 2 2 6 47
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 2 4 30
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 0 3 87
Fundamental Disagreement: How Much and Why? 0 0 0 10 0 0 5 28
Fundamental disagreement 0 0 1 55 0 0 8 304
Fundamental disagreement 0 0 0 51 0 0 4 215
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 0 1 1 83
How Do We Learn About the Long Run? 0 1 15 15 2 5 36 36
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 0 0 2 26
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 0 1 54
How Large Are Inflation Revisions? The Difficulty of Monitoring Prices in Real Time 0 0 0 2 0 0 1 11
How Uncertain Is the Estimated Probability of a Future Recession? 0 1 13 13 5 7 19 19
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 46 0 0 2 53
Is There Hope for the Expectations Hypothesis? 1 1 4 13 1 3 17 25
Is U.S. Monetary Policy Seasonal? 0 0 0 25 0 2 4 12
Look Out for Outlook-at-Risk 0 2 6 20 0 3 20 48
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 0 0 0 28
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 0 1 13 86
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 1 1 24 1 2 5 211
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 0 1 1 302
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 135 1 1 8 491
Noisy Information and Fundamental Disagreement 0 0 0 20 0 0 2 212
Nonlinear Binscatter Methods 1 1 1 6 1 1 4 8
Nonlinear Binscatter Methods 0 0 1 2 0 1 3 3
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 0 0 0 93
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 1 1 75 1 3 12 224
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 0 4 4 624
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 0 0 1 216
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 0 0 13 294
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 12 0 1 3 117
On Binscatter 0 0 0 27 3 3 7 78
On binscatter 0 0 0 22 0 0 2 96
On binscatter 0 0 1 3 0 1 6 11
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 0 37 1 1 2 157
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 0 0 0 14
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 1 3 53 1 2 5 111
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 1 2 5 44
Real Inventory Slowdowns 0 0 0 11 0 0 4 30
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 1 2 5 133
Regression-based estimation of dynamic asset pricing models 0 0 1 117 0 0 4 299
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 0 0 0 89
Short-Dated Term Premia and the Level of Inflation 0 0 2 29 1 2 5 31
Skills Mismatch, Construction Workers and the Labor Market 0 0 1 18 0 2 4 24
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 0 0 0 122
Sparse Trend Estimation 0 0 1 34 0 0 5 24
Subjective Intertemporal Substitution 0 0 0 74 0 1 3 258
Subjective Intertemporal Substitution 0 0 0 0 0 1 2 116
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 0 1 19
The Commercial Paper Funding Facility 0 0 1 39 0 1 5 110
The Effects of Post-Crisis Banking Reforms 0 0 0 15 0 0 2 16
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 0 0 7 42 0 0 11 84
The Nonlinear Case Against Leaning Against the Wind 0 0 2 24 0 1 5 16
The Persistent Compression of the Breakeven Inflation Curve 0 3 4 40 0 4 8 69
The Primary and Secondary Market Corporate Credit Facilities 0 0 3 30 3 3 8 115
The Term Structure of Expectations 0 1 5 35 0 2 11 84
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 7 27 1 2 23 49
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 1 4 60 0 3 15 153
The term structure of expectations and bond yields 1 2 7 183 3 11 31 555
Treasury Term Premia: 1961-Present 0 2 5 69 1 6 20 188
Unemployment Rate Benchmarks 0 0 3 14 1 1 19 88
What Drives Forecaster Disagreement about Monetary Policy? 0 0 0 32 0 0 1 9
What Is Corporate Bond Market Distress? 0 0 0 14 0 2 4 36
What Is “Outlook-at-Risk?” 0 1 2 26 1 5 19 61
Total Working Papers 8 37 231 3,335 49 158 753 10,571
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Large Bayesian VAR of the U.S. Economy 2 3 15 15 5 11 33 33
A Unified Approach to Measuring u* 0 1 2 4 0 5 18 26
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 0 1 1 72
Binscatter regressions 0 1 3 3 1 4 11 11
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 15 1 5 13 116
Comment 0 0 0 3 0 0 0 23
Corporate bond market distress 0 4 6 6 2 14 18 18
Dealing with limited overlap in estimation of average treatment effects 0 2 11 107 1 4 29 391
Decomposing real and nominal yield curves 0 1 14 302 4 13 53 958
Deconstructing the Yield Curve 3 5 9 9 4 8 19 19
Fertility and the Personal Exemption: Comment 0 0 0 27 0 2 6 320
Fundamental disagreement 0 2 11 113 4 10 39 406
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 0 2 4 36
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 2 20 2 4 9 119
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 2 192 0 1 11 559
On Binscatter 0 2 9 15 1 4 31 56
On the Factor Structure of Bond Returns 3 5 8 53 3 6 23 114
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 0 13 0 1 1 111
Pricing the term structure with linear regressions 1 6 26 387 3 28 115 1,324
Regression-based estimation of dynamic asset pricing models 0 1 3 86 0 1 10 304
Rejoinder 0 0 0 0 0 0 0 15
Review of New York Fed studies on the effects of post-crisis banking reforms 0 0 1 9 0 0 5 68
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 0 0 2 78
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 0 1 2 48
Subjective intertemporal substitution 1 1 5 29 3 8 24 97
The Commercial Paper Funding Facility 0 0 2 6 1 1 8 23
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 1 1 4 14
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 3 6 19 24 9 20 69 86
Total Journal Articles 13 40 148 1,467 45 155 558 5,445
1 registered items for which data could not be found
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Statistics updated 2025-10-06