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 3 17 0 0 8 25
A Jackknife Variance Estimator for Panel Regressions 1 1 8 8 2 2 8 8
A Large Bayesian VAR of the United States Economy 4 14 68 177 12 37 145 410
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 0 1 28
A Simple Diagnostic for Time-Series and Panel-Data Regressions 0 0 19 19 0 0 9 9
A Unified Approach to Measuring u* 0 0 0 5 0 0 9 45
A Unified Approach to Measuring u* 0 0 0 27 0 0 5 68
A unified approach to measuring u* 0 0 0 30 0 0 12 138
Beta-Sorted Portfolios 0 0 0 24 0 0 6 53
Beta-Sorted Portfolios 0 0 0 3 0 0 1 13
Beta-sorted portfolios 0 0 1 1 1 1 3 3
Binscatter Regressions 0 1 13 44 1 8 39 189
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 0 0 0 90
Bootstrapping density-weighted average derivatives 0 0 0 16 0 1 1 109
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 1 3 22
Changing Risk-Return Profiles 0 0 0 2 0 0 1 17
Changing Risk-Return Profiles 1 1 3 55 2 7 15 121
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 1 1 1 54
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 41 0 1 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 1 1 9 9
Corporate Bond Market Distress 0 0 2 20 1 1 10 68
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 2 2 4 19 2 3 7 188
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 2 172 1 2 15 643
Decomposing real and nominal yield curves 0 1 2 132 0 1 15 334
Deconstructing the yield curve 1 1 2 54 1 1 10 122
Discounting the Long-Run 0 0 0 5 0 1 3 21
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 43 1 3 4 62
Expectations and the Final Mile of Disinflation 0 0 1 22 0 1 5 25
Fertility and the Personal Exemption: Comment 0 0 0 17 0 0 2 162
Forecasting Interest Rates over the Long Run 0 0 0 11 0 0 4 44
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 1 2 28
Fundamental Disagreement: How Much and Why? 0 0 0 10 1 2 6 28
Fundamental disagreement 0 0 0 51 0 1 6 215
Fundamental disagreement 0 1 1 55 1 3 19 304
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 0 2 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? 0 0 0 0 1 1 1 1
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 0 1 4 26
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 1 1 54
How Large Are Inflation Revisions? The Difficulty of Monitoring Prices in Real Time 0 0 0 2 0 0 2 11
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 45 0 0 2 52
Is There Hope for the Expectations Hypothesis? 0 1 12 12 0 7 20 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 2 5 20 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 0 0 0 12 1 3 10 81
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 Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 23 0 1 4 209
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 1 1 135 1 5 17 490
Noisy Information and Fundamental Disagreement 0 0 0 20 0 0 3 212
Nonlinear Binscatter Methods 0 0 5 5 0 0 6 6
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 4 93
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 74 2 2 12 218
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 0 1 1 216
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 0 0 0 620
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 0 12 13 294
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 12 0 0 1 115
On Binscatter 0 0 1 27 1 2 7 74
On binscatter 0 0 2 22 0 2 7 96
On binscatter 1 1 3 3 2 4 9 9
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 1 2 2 52 2 3 4 109
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 1 1 1 11 2 2 4 42
Real Inventory Slowdowns 0 0 1 11 0 3 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 0 0 5 298
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 1 1 1 34 2 4 8 24
Subjective Intertemporal Substitution 0 0 1 74 1 1 2 256
Subjective Intertemporal Substitution 0 0 0 0 0 0 5 115
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 0 1 3 108
The Effects of Post-Crisis Banking Reforms 0 0 0 15 1 1 2 16
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 0 0 9 40 0 0 17 82
The Nonlinear Case Against Leaning Against the Wind 0 0 24 24 0 0 15 15
The Persistent Compression of the Breakeven Inflation Curve 0 0 2 37 0 1 5 64
The Primary and Secondary Market Corporate Credit Facilities 1 1 1 28 2 3 5 110
The Term Structure of Expectations 0 0 2 32 0 1 7 79
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 4 59 0 2 23 150
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 1 6 23 2 5 26 40
The term structure of expectations and bond yields 0 2 4 179 1 5 27 539
Treasury Term Premia: 1961-Present 0 0 3 65 2 3 15 177
Unemployment Rate Benchmarks 0 0 4 14 0 1 22 86
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 1 1 33
What Is “Outlook-at-Risk?” 0 0 4 25 3 5 18 52
Total Working Papers 14 34 246 3,236 56 177 782 10,282

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 4 4 4 4 7 7 7 7
A Unified Approach to Measuring u* 0 0 3 3 6 6 17 19
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 0 0 0 71
Binscatter regressions 1 1 1 1 1 2 2 2
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 1 15 0 2 14 111
Comment 0 0 0 3 0 0 0 23
Dealing with limited overlap in estimation of average treatment effects 0 3 8 103 1 7 24 380
Decomposing real and nominal yield curves 0 1 18 300 0 8 53 939
Deconstructing the Yield Curve 0 1 1 1 2 6 6 6
Fertility and the Personal Exemption: Comment 0 0 0 27 1 1 4 317
Fundamental disagreement 0 3 11 111 3 8 42 394
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 1 2 19 0 2 8 113
Nonparametric Tests for Treatment Effect Heterogeneity 0 1 2 192 0 3 11 556
On Binscatter 2 2 13 13 4 6 49 49
On the Factor Structure of Bond Returns 0 1 5 48 1 5 18 105
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 1 4 25 373 9 26 108 1,275
Regression-based estimation of dynamic asset pricing models 0 0 3 84 1 2 14 302
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 0 1 4 65
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 1 2 2 78
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 0 0 1 47
Subjective intertemporal substitution 0 1 8 27 2 6 23 86
The Commercial Paper Funding Facility 0 1 2 6 0 3 7 21
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 1 3 13
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 2 3 14 14 9 16 52 52
Total Journal Articles 10 27 123 1,395 48 121 471 5,190
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Statistics updated 2025-05-12