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 3 25
A Jackknife Variance Estimator for Panel Regressions 0 0 8 8 1 1 9 9
A Large Bayesian VAR of the United States Economy 1 15 64 198 3 30 146 453
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 1 2 12 12
A Unified Approach to Measuring u* 0 0 0 27 0 0 3 68
A Unified Approach to Measuring u* 0 0 0 5 0 0 2 45
A unified approach to measuring u* 0 0 0 30 1 1 8 139
Beta-Sorted Portfolios 0 0 0 24 0 1 4 54
Beta-Sorted Portfolios 0 0 0 3 0 0 0 13
Beta-sorted portfolios 0 0 1 1 0 1 4 4
Binscatter Regressions 0 1 8 45 1 4 25 193
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 1 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 1 2 4 24
Changing Risk-Return Profiles 0 0 0 2 0 0 1 18
Changing Risk-Return Profiles 0 0 2 55 0 0 11 121
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 0 1 2 55
Characteristic-Sorted Portfolios: Estimation and Inference 1 1 1 42 1 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 1 10 10
Corporate Bond Market Distress 1 2 3 22 1 3 10 73
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 1 4 19 0 2 6 24
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 1 172 2 4 13 648
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 3 19 2 2 8 191
Decomposing real and nominal yield curves 0 0 2 132 0 3 13 338
Deconstructing the yield curve 0 0 2 54 0 0 7 122
Discounting the Long-Run 0 0 0 5 0 0 3 21
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 2 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 1 2 4 165
Forecasting Interest Rates over the Long Run 0 0 0 11 0 0 4 45
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 0 4 87
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 1 2 4 30
Fundamental Disagreement: How Much and Why? 0 0 0 10 0 0 5 28
Fundamental disagreement 0 0 1 55 0 0 11 304
Fundamental disagreement 0 0 0 51 0 0 6 215
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 1 1 1 83
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 0 0 2 5
How Do We Learn About the Long Run? 1 1 15 15 1 8 34 34
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 0 0 3 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 13 13 13 0 14 14 14
Interest Rate Derivatives and Monetary Policy Expectations 0 1 1 46 0 1 2 53
Is There Hope for the Expectations Hypothesis? 0 0 3 12 2 2 16 24
Is U.S. Monetary Policy Seasonal? 0 0 0 25 1 2 4 12
Look Out for Outlook-at-Risk 1 4 6 20 2 6 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 1 2 15 86
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 1 1 1 302
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 1 1 1 24 1 1 4 210
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 135 0 0 10 490
Noisy Information and Fundamental Disagreement 0 0 0 20 0 0 3 212
Nonlinear Binscatter Methods 0 0 5 5 0 0 4 7
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 1 1 2 75 2 5 12 223
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 3 4 4 624
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 0 0 13 294
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 12 1 2 3 117
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 0 0 1 216
On Binscatter 0 0 0 27 0 0 5 75
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 0 0 1 156
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 1 1 3 53 1 1 4 110
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 0 1 5 43
Real Inventory Slowdowns 0 0 1 11 0 0 5 30
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 0 1 4 132
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
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 1 1 2 4
Short-Dated Term Premia and the Level of Inflation 0 0 2 29 1 1 4 30
Skills Mismatch, Construction Workers and the Labor Market 0 1 1 18 2 3 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 0 0 1 2 116
Subjective Intertemporal Substitution 0 0 0 74 1 2 3 258
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 2 8 42 0 2 12 84
The Nonlinear Case Against Leaning Against the Wind 0 0 2 24 1 1 5 16
The Persistent Compression of the Breakeven Inflation Curve 1 3 4 40 1 5 8 69
The Primary and Secondary Market Corporate Credit Facilities 0 2 3 30 0 2 5 112
The Term Structure of Expectations 1 2 5 35 1 4 11 84
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 1 4 60 1 3 17 153
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 1 8 27 1 5 27 48
The term structure of expectations and bond yields 0 1 7 182 2 8 30 552
Treasury Term Premia: 1961-Present 0 4 7 69 3 9 21 187
Unemployment Rate Benchmarks 0 0 3 14 0 0 19 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 2 4 36
What Is “Outlook-at-Risk?” 1 1 3 26 4 7 19 60
Total Working Papers 11 61 248 3,327 57 178 776 10,531

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 1 4 13 13 3 12 28 28
A Unified Approach to Measuring u* 0 1 4 4 1 6 21 26
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 0 1 1 72
Binscatter regressions 1 1 3 3 1 4 10 10
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 1 15 1 4 13 115
Comment 0 0 0 3 0 0 0 23
Corporate bond market distress 2 6 6 6 7 16 16 16
Dealing with limited overlap in estimation of average treatment effects 0 2 11 107 1 4 28 390
Decomposing real and nominal yield curves 0 2 15 302 3 13 55 954
Deconstructing the Yield Curve 1 3 6 6 2 6 15 15
Fertility and the Personal Exemption: Comment 0 0 0 27 1 3 6 320
Fundamental disagreement 1 2 11 113 2 6 39 402
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 2 2 4 36
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 1 2 20 1 4 7 117
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 2 192 0 1 11 559
On Binscatter 2 2 9 15 2 5 34 55
On the Factor Structure of Bond Returns 2 2 6 50 2 5 21 111
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 0 13 1 1 1 111
Pricing the term structure with linear regressions 2 8 29 386 16 36 120 1,321
Regression-based estimation of dynamic asset pricing models 1 1 4 86 1 1 12 304
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 2 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 0 1 6 28 4 7 23 94
The Commercial Paper Funding Facility 0 0 2 6 0 1 7 22
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 6 20 21 6 19 70 77
Total Journal Articles 14 42 151 1,454 57 160 554 5,400
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Statistics updated 2025-09-05