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 0 0 7 25
A Jackknife Variance Estimator for Panel Regressions 0 1 8 8 0 2 8 8
A Large Bayesian VAR of the United States Economy 6 18 67 183 13 39 149 423
A Look at the Accuracy of Policy Expectations 0 0 0 23 1 1 2 29
A Simple Diagnostic for Time-Series and Panel-Data Regressions 1 1 20 20 1 1 10 10
A Unified Approach to Measuring u* 0 0 0 27 0 0 4 68
A Unified Approach to Measuring u* 0 0 0 5 0 0 5 45
A unified approach to measuring u* 0 0 0 30 0 0 12 138
Beta-Sorted Portfolios 0 0 0 3 0 0 0 13
Beta-Sorted Portfolios 0 0 0 24 0 0 6 53
Beta-sorted portfolios 0 0 1 1 0 1 3 3
Binscatter Regressions 0 1 10 44 0 7 31 189
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 0 0 0 90
Bootstrapping density-weighted average derivatives 0 0 0 16 1 1 2 110
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 0 0 9 0 0 2 22
Changing Risk-Return Profiles 0 1 2 55 0 3 14 121
Changing Risk-Return Profiles 0 0 0 2 1 1 1 18
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 0 1 1 54
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 41 0 0 1 92
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 0 19 0 0 3 19
Corporate Bond Market Distress 0 0 7 7 0 1 9 9
Corporate Bond Market Distress 0 0 2 20 2 3 11 70
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 1 3 18 0 1 5 22
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 2 4 19 1 4 8 189
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 1 172 1 2 12 644
Decomposing real and nominal yield curves 0 0 2 132 1 1 13 335
Deconstructing the yield curve 0 1 2 54 0 1 10 122
Discounting the Long-Run 0 0 0 5 0 0 3 21
Do Treasury Term Premia Rise around Monetary Tightenings? 1 1 1 44 1 2 5 63
Expectations and the Final Mile of Disinflation 0 0 1 22 0 0 4 25
Fertility and the Personal Exemption: Comment 1 1 1 18 1 1 3 163
Forecasting Interest Rates over the Long Run 0 0 0 11 1 1 5 45
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 1 4 87
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 0 2 28
Fundamental Disagreement: How Much and Why? 0 0 0 10 0 1 6 28
Fundamental disagreement 0 0 1 55 0 1 19 304
Fundamental disagreement 0 0 0 51 0 0 6 215
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 0 1 2 5
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 0 0 1 82
How Do We Learn About the Long Run? 14 14 14 14 25 26 26 26
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 0 0 4 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 2 11
How Uncertain Is the Estimated Probability of a Future Recession? 0 0 0 0 0 0 0 0
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 45 0 0 2 52
Is There Hope for the Expectations Hypothesis? 0 0 4 12 0 4 19 22
Is U.S. Monetary Policy Seasonal? 0 0 1 25 0 0 3 10
Look Out for Outlook-at-Risk 0 0 3 16 0 3 18 42
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 1 1 1 13 3 4 13 84
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 23 0 1 4 209
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 0 0 0 301
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 135 0 3 13 490
Noisy Information and Fundamental Disagreement 0 0 0 20 0 0 3 212
Nonlinear Binscatter Methods 0 0 5 5 1 1 7 7
Nonlinear Binscatter Methods 0 0 2 2 0 0 2 2
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 1 16 0 0 3 93
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 74 0 2 10 218
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 0 11 13 294
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 12 0 0 1 115
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 0 0 0 620
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 0 1 1 216
On Binscatter 0 0 0 27 1 2 5 75
On binscatter 0 1 3 3 1 4 10 10
On binscatter 0 0 0 22 0 1 4 96
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 0 37 0 0 1 156
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 0 0 1 14
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 1 2 52 0 2 4 109
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 1 1 11 0 2 4 42
Real Inventory Slowdowns 0 0 1 11 0 2 5 30
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 0 1 4 131
Regression-based estimation of dynamic asset pricing models 0 0 2 117 1 1 6 299
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 0 0 0 89
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 0 1 1 3
Short-Dated Term Premia and the Level of Inflation 0 0 2 29 0 1 3 29
Skills Mismatch, Construction Workers and the Labor Market 0 0 0 17 0 1 1 21
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 0 0 0 122
Sparse Trend Estimation 0 1 1 34 0 3 8 24
Subjective Intertemporal Substitution 0 0 0 0 0 0 3 115
Subjective Intertemporal Substitution 0 0 0 74 0 1 1 256
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 0 2 19
The Commercial Paper Funding Facility 0 0 1 39 1 1 4 109
The Effects of Post-Crisis Banking Reforms 0 0 0 15 0 1 2 16
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 0 0 8 40 0 0 15 82
The Nonlinear Case Against Leaning Against the Wind 0 0 15 24 0 0 7 15
The Persistent Compression of the Breakeven Inflation Curve 0 0 2 37 0 1 4 64
The Primary and Secondary Market Corporate Credit Facilities 0 1 1 28 0 3 4 110
The Term Structure of Expectations 1 1 3 33 1 1 7 80
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 4 59 0 0 21 150
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 3 4 8 26 3 6 28 43
The term structure of expectations and bond yields 2 3 6 181 5 8 29 544
Treasury Term Premia: 1961-Present 0 0 3 65 1 3 16 178
Unemployment Rate Benchmarks 0 0 4 14 1 1 23 87
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 1 1 2 34
What Is “Outlook-at-Risk?” 0 0 4 25 1 5 17 53
Total Working Papers 30 56 240 3,266 71 187 777 10,353

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 5 9 9 9 9 16 16 16
A Unified Approach to Measuring u* 0 0 3 3 1 7 17 20
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 0 0 0 71
Binscatter regressions 1 2 2 2 4 6 6 6
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 1 15 0 1 14 111
Comment 0 0 0 3 0 0 0 23
Dealing with limited overlap in estimation of average treatment effects 2 5 10 105 6 11 28 386
Decomposing real and nominal yield curves 0 0 16 300 2 3 50 941
Deconstructing the Yield Curve 2 3 3 3 3 9 9 9
Fertility and the Personal Exemption: Comment 0 0 0 27 0 1 3 317
Fundamental disagreement 0 2 11 111 2 7 41 396
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 0 1 2 34
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 2 19 0 0 6 113
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 2 192 2 2 12 558
On Binscatter 0 2 9 13 1 5 38 50
On the Factor Structure of Bond Returns 0 0 5 48 1 3 19 106
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 0 13 0 0 0 110
Pricing the term structure with linear regressions 5 8 26 378 10 27 105 1,285
Regression-based estimation of dynamic asset pricing models 1 1 4 85 1 3 15 303
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 2 9 1 1 5 66
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 0 1 2 78
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 0 0 1 47
Subjective intertemporal substitution 0 1 7 27 1 5 20 87
The Commercial Paper Funding Facility 0 0 2 6 0 1 7 21
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 0 3 13
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 1 4 15 15 6 18 58 58
Total Journal Articles 17 37 129 1,412 50 128 477 5,240
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Statistics updated 2025-06-06