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 1 3 17 0 1 9 25
A Jackknife Variance Estimator for Panel Regressions 0 7 7 7 0 6 6 6
A Large Bayesian VAR of the United States Economy 2 14 66 165 11 37 149 384
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 1 1 28
A Simple Diagnostic for Time-Series and Panel-Data Regressions 0 19 19 19 0 9 9 9
A Unified Approach to Measuring u* 0 0 0 27 0 1 5 68
A Unified Approach to Measuring u* 0 0 0 5 0 1 9 45
A unified approach to measuring u* 0 0 0 30 0 2 14 138
Beta-Sorted Portfolios 0 0 1 24 0 2 7 53
Beta-Sorted Portfolios 0 0 2 3 0 0 3 13
Beta-sorted portfolios 0 1 1 1 0 2 2 2
Binscatter Regressions 0 1 14 43 1 5 38 182
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 0 0 0 90
Bootstrapping density-weighted average derivatives 0 0 0 16 1 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 1 1 4 22
Changing Risk-Return Profiles 0 0 2 54 4 6 16 118
Changing Risk-Return Profiles 0 0 0 2 0 0 1 17
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 0 0 0 53
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 41 1 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 0 0 8 8
Corporate Bond Market Distress 0 0 2 20 0 2 10 67
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 1 3 17 0 2 6 21
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 3 172 1 3 16 642
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 3 17 0 0 7 185
Decomposing real and nominal yield curves 1 2 5 132 1 5 19 334
Deconstructing the yield curve 0 0 2 53 0 2 11 121
Discounting the Long-Run 0 0 0 5 1 1 3 21
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 43 2 2 3 61
Expectations and the Final Mile of Disinflation 0 0 22 22 1 2 25 25
Fertility and the Personal Exemption: Comment 0 0 0 17 0 1 2 162
Forecasting Interest Rates over the Long Run 0 0 0 11 0 1 4 44
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 2 25 0 0 6 86
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 1 1 3 28
Fundamental Disagreement: How Much and Why? 0 0 0 10 1 2 5 27
Fundamental disagreement 0 0 0 51 1 2 6 215
Fundamental disagreement 1 1 1 55 2 3 19 303
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 0 0 1 82
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 1 1 1 4
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 1 2 5 26
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 1 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 2 45 0 1 3 52
Is There Hope for the Expectations Hypothesis? 1 3 12 12 3 9 18 18
Is U.S. Monetary Policy Seasonal? 0 0 1 25 0 2 4 10
Look Out for Outlook-at-Risk 0 1 4 16 2 8 21 39
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 2 4 11 80
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 23 0 2 4 208
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 0 0 1 301
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 1 1 1 135 2 3 15 487
Noisy Information and Fundamental Disagreement 0 0 0 20 0 1 4 212
Nonlinear Binscatter Methods 0 0 5 5 0 1 6 6
Nonlinear Binscatter Methods 0 0 2 2 0 1 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 0 2 10 216
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 12 0 1 1 115
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 1 2 2 283
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 0 0 0 215
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 0 0 0 620
On Binscatter 0 0 1 27 1 1 7 73
On binscatter 0 0 2 2 1 1 6 6
On binscatter 0 0 2 22 1 1 7 95
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 2 14
Reading the Tea Leaves of the U.S. Business Cycle—Part One 1 1 2 51 1 1 4 107
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 0 10 0 0 2 40
Real Inventory Slowdowns 0 0 1 11 1 2 3 28
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 0 2 7 130
Regression-based estimation of dynamic asset pricing models 0 0 2 117 0 2 6 298
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 0 0 2
Short-Dated Term Premia and the Level of Inflation 0 1 3 29 0 1 3 28
Skills Mismatch, Construction Workers and the Labor Market 0 0 0 17 0 0 2 20
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 0 0 0 122
Sparse Trend Estimation 0 0 0 33 1 1 6 21
Subjective Intertemporal Substitution 0 0 1 74 0 0 1 255
Subjective Intertemporal Substitution 0 0 0 0 0 1 5 115
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 1 2 19
The Commercial Paper Funding Facility 0 0 1 39 1 2 3 108
The Effects of Post-Crisis Banking Reforms 0 0 0 15 0 1 1 15
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 0 2 11 40 0 3 22 82
The Nonlinear Case Against Leaning Against the Wind 0 1 24 24 0 2 15 15
The Persistent Compression of the Breakeven Inflation Curve 0 1 2 37 0 1 5 63
The Primary and Secondary Market Corporate Credit Facilities 0 0 0 27 0 0 3 107
The Term Structure of Expectations 0 1 2 32 1 5 8 79
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 22 22 2 3 37 37
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 2 4 59 2 8 31 150
The term structure of expectations and bond yields 1 2 3 178 2 9 29 536
Treasury Term Premia: 1961-Present 0 1 5 65 1 4 17 175
Unemployment Rate Benchmarks 0 0 4 14 1 9 23 86
What Drives Forecaster Disagreement about Monetary Policy? 0 0 0 32 0 1 1 9
What Is Corporate Bond Market Distress? 0 0 0 14 1 1 2 33
What Is “Outlook-at-Risk?” 0 0 4 25 1 3 18 48
Total Working Papers 8 64 290 3,210 61 212 826 10,166

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Unified Approach to Measuring u* 0 0 3 3 0 1 12 13
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 0 0 0 71
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 2 15 1 4 17 110
Comment 0 0 0 3 0 0 0 23
Dealing with limited overlap in estimation of average treatment effects 0 0 5 100 2 4 22 375
Decomposing real and nominal yield curves 1 5 27 300 7 21 69 938
Fertility and the Personal Exemption: Comment 0 0 1 27 0 2 6 316
Fundamental disagreement 1 5 13 109 3 10 44 389
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 0 0 1 33
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 1 1 2 19 2 3 8 113
Nonparametric Tests for Treatment Effect Heterogeneity 1 1 2 192 3 5 12 556
On Binscatter 0 3 11 11 2 9 45 45
On the Factor Structure of Bond Returns 1 1 6 48 3 6 18 103
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 6 27 370 9 31 116 1,258
Regression-based estimation of dynamic asset pricing models 0 1 3 84 0 4 13 300
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 4 65
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 1 1 1 77
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 0 1 1 47
Subjective intertemporal substitution 0 1 8 26 2 3 23 82
The Commercial Paper Funding Facility 1 1 2 6 2 3 7 20
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 1 2 4 13
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 0 3 11 11 4 13 40 40
Total Journal Articles 7 28 125 1,375 43 124 463 5,112
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Statistics updated 2025-03-03