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 1 18 0 1 17 42
A Large Bayesian VAR of the United States Economy 1 7 65 255 4 16 175 611
A Look at the Accuracy of Policy Expectations 0 0 0 23 2 4 10 39
A New Jackknife Variance Estimator for Time-Series and Panel Regressions 0 1 2 10 0 2 16 24
A Simple Diagnostic for Time-Series and Panel-Data Regressions 0 1 1 21 0 4 17 28
A Unified Approach to Measuring u* 0 0 0 27 0 3 14 82
A Unified Approach to Measuring u* 0 0 0 5 0 2 9 54
A unified approach to measuring u* 0 0 0 30 0 3 16 154
Beta-Sorted Portfolios 0 0 0 3 0 2 15 28
Beta-Sorted Portfolios 0 0 0 24 0 2 11 64
Beta-sorted portfolios 0 0 1 2 0 1 9 13
Binscatter Regressions 0 0 0 45 0 4 27 217
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 0 3 13 103
Bootstrapping density-weighted average derivatives 0 0 0 16 0 4 11 121
COVID Response: The Commercial Paper Funding Facility 0 1 2 14 0 5 13 33
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 0 7 18 40
Changing Risk-Return Profiles 0 0 1 56 0 6 25 146
Changing Risk-Return Profiles 0 0 0 2 0 1 5 23
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 0 0 9 63
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 1 42 0 0 10 102
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 2 21 0 4 11 30
Corporate Bond Market Distress 0 0 0 7 1 8 21 30
Corporate Bond Market Distress 0 0 2 22 0 6 32 102
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 1 19 0 3 12 35
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 2 2 21 1 11 33 222
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 0 172 1 10 29 675
Decomposing real and nominal yield curves 0 0 0 132 2 7 37 374
Deconstructing the yield curve 0 1 1 55 1 6 25 147
Discounting the Long-Run 0 0 1 6 0 1 9 30
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 44 3 4 21 84
Expectations and the Final Mile of Disinflation 0 0 0 22 0 4 15 40
Fertility and the Personal Exemption: Comment 0 0 0 18 3 7 25 189
Forecasting Interest Rates over the Long Run 0 0 1 12 0 3 10 55
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 5 18 105
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 2 14 42
Fundamental Disagreement: How Much and Why? 0 0 0 10 0 1 9 37
Fundamental disagreement 0 0 0 51 2 5 15 230
Fundamental disagreement 0 0 1 56 2 3 11 315
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 0 3 6 11
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 0 3 9 91
How Do We Learn About the Long Run? 0 0 2 16 1 8 22 53
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 1 6 0 2 13 39
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 1 22 0 0 7 61
How Large Are Inflation Revisions? The Difficulty of Monitoring Prices in Real Time 0 0 0 2 0 0 7 18
How Uncertain Is the Estimated Probability of a Future Recession? 1 1 3 15 1 4 24 36
Interest Rate Derivatives and Monetary Policy Expectations 0 0 2 48 0 5 16 69
Is Monetary Policy Still Seasonal? 0 0 4 4 1 1 18 18
Is There Hope for the Expectations Hypothesis? 0 0 2 14 0 3 22 44
Is U.S. Monetary Policy Seasonal? 0 0 0 25 2 8 19 29
Look Out for Outlook-at-Risk 0 0 2 20 1 5 18 63
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 0 3 11 39
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 13 1 6 22 107
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 24 0 4 17 226
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 0 4 13 314
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 136 0 2 17 507
Noisy Information and Fundamental Disagreement 0 0 0 20 0 2 9 221
Nonlinear Binscatter Methods 0 0 0 2 0 3 16 18
Nonlinear Binscatter Methods 0 0 3 8 6 10 32 39
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 0 2 17 110
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 1 5 25 246
Nonparametric Tests for Treatment Effect Heterogeneity 0 1 2 14 1 3 24 140
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 0 2 13 633
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 0 2 19 313
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 0 1 13 229
On Binscatter 0 0 1 28 0 1 17 92
On binscatter 0 0 0 22 1 7 22 118
On binscatter 1 1 2 5 1 1 19 29
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 1 38 0 1 15 171
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 1 1 14 0 4 15 29
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 1 53 0 1 15 124
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 0 11 0 2 17 59
Real Inventory Slowdowns 0 0 0 11 0 4 16 46
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 2 17 148
Regression-based estimation of dynamic asset pricing models 0 0 0 117 0 6 19 318
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 0 8 23 112
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 0 2 9 12
Short-Dated Term Premia and the Level of Inflation 0 0 1 30 0 3 15 44
Skills Mismatch, Construction Workers and the Labor Market 0 0 0 18 0 2 11 33
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 0 2 8 130
Sparse Trend Estimation 0 0 0 34 0 5 27 51
Subjective Intertemporal Substitution 0 0 0 0 0 5 22 137
Subjective Intertemporal Substitution 0 0 1 75 0 4 13 270
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 1 8 27
The Commercial Paper Funding Facility 0 1 1 40 0 4 17 126
The Effects of Post-Crisis Banking Reforms 0 0 0 15 0 1 15 31
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 0 0 1 43 0 2 13 97
The Nonlinear Case Against Leaning Against the Wind 0 0 0 24 0 2 11 26
The Persistent Compression of the Breakeven Inflation Curve 0 0 7 44 2 4 29 94
The Primary and Secondary Market Corporate Credit Facilities 1 1 2 32 1 8 18 130
The Term Structure of Expectations 0 0 1 35 0 5 23 105
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 2 29 2 22 60 107
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 2 61 2 12 47 197
The term structure of expectations and bond yields 0 2 9 190 3 9 54 598
Treasury Term Premia: 1961-Present 0 1 3 70 1 8 19 201
Unemployment Rate Benchmarks 0 0 3 17 3 6 20 107
What Drives Forecaster Disagreement about Monetary Policy? 0 0 0 32 0 1 9 18
What Is Corporate Bond Market Distress? 0 0 0 14 1 4 12 46
What Is “Outlook-at-Risk?” 0 0 1 26 1 4 16 72
Total Working Papers 4 22 152 3,450 56 404 1,887 12,308

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 3 16 28 2 6 82 104
A Unified Approach to Measuring u* 0 0 1 4 1 4 22 43
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 0 4 11 82
Binscatter regressions 1 1 3 5 2 7 35 42
Characteristic-Sorted Portfolios: Estimation and Inference 1 1 3 18 3 8 28 139
Comment 0 0 0 3 0 3 6 29
Corporate bond market distress 1 1 5 7 2 4 48 52
Dealing with limited overlap in estimation of average treatment effects 0 2 5 110 3 12 32 419
Decomposing real and nominal yield curves 0 1 4 305 1 11 65 1,010
Deconstructing the Yield Curve 0 0 8 12 0 0 34 45
Fertility and the Personal Exemption: Comment 0 0 0 27 1 4 16 334
Fundamental disagreement 0 0 3 114 0 5 40 436
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 0 2 9 43
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 0 20 0 3 10 125
Nonparametric Tests for Treatment Effect Heterogeneity 0 2 2 194 3 10 19 577
On Binscatter 0 2 4 17 0 10 36 88
On the Factor Structure of Bond Returns 0 4 16 64 0 10 43 151
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 1 14 0 10 24 134
Pricing the term structure with linear regressions 1 2 23 404 9 37 175 1,471
Regression-based estimation of dynamic asset pricing models 1 2 3 88 1 5 23 326
Rejoinder 0 0 0 0 0 2 7 22
Review of New York Fed studies on the effects of post-crisis banking reforms 0 0 0 9 0 1 7 75
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 0 4 9 87
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 0 3 22 69
Subjective intertemporal substitution 0 0 4 32 0 5 25 114
The Commercial Paper Funding Facility 0 0 1 7 1 7 26 48
The Primary and Secondary Corporate Credit Facilities 0 1 1 1 2 5 17 30
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 0 2 12 30 7 27 109 175
Total Journal Articles 6 24 115 1,542 38 209 980 6,270
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changing Risk-Return Profiles 0 0 0 0 0 0 1 1
Total Chapters 0 0 0 0 0 0 1 1

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Statistics updated 2026-07-10