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 1 2 17 42
A Large Bayesian VAR of the United States Economy 1 8 72 249 4 45 189 599
A Look at the Accuracy of Policy Expectations 0 0 0 23 2 3 9 37
A New Jackknife Variance Estimator for Time-Series and Panel Regressions 1 1 2 10 2 3 16 24
A Simple Diagnostic for Time-Series and Panel-Data Regressions 0 0 1 20 3 5 18 27
A Unified Approach to Measuring u* 0 0 0 5 1 2 8 53
A Unified Approach to Measuring u* 0 0 0 27 2 5 13 81
A unified approach to measuring u* 0 0 0 30 3 4 16 154
Beta-Sorted Portfolios 0 0 0 3 2 5 15 28
Beta-Sorted Portfolios 0 0 0 24 2 5 11 64
Beta-sorted portfolios 0 0 1 2 1 3 10 13
Binscatter Regressions 0 0 1 45 3 10 27 216
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 3 3 13 103
Bootstrapping density-weighted average derivatives 0 0 0 16 4 4 12 121
COVID Response: The Commercial Paper Funding Facility 0 0 1 13 3 5 11 31
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 3 7 14 36
Changing Risk-Return Profiles 0 0 1 56 6 13 25 146
Changing Risk-Return Profiles 0 0 0 2 1 1 6 23
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 0 3 9 63
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 1 42 0 3 10 102
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 2 21 4 6 11 30
Corporate Bond Market Distress 0 0 0 7 4 6 17 26
Corporate Bond Market Distress 0 0 2 22 6 11 34 102
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 1 19 3 4 13 35
Dealing with Limited Overlap in Estimation of Average Treatment Effects 1 1 1 20 7 11 30 218
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 0 172 6 10 28 671
Decomposing real and nominal yield curves 0 0 0 132 4 15 37 371
Deconstructing the yield curve 0 0 0 54 2 7 21 143
Discounting the Long-Run 0 0 1 6 1 3 9 30
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 1 5 19 81
Expectations and the Final Mile of Disinflation 0 0 0 22 2 6 13 38
Fertility and the Personal Exemption: Comment 0 0 1 18 2 6 22 184
Forecasting Interest Rates over the Long Run 0 0 1 12 3 6 11 55
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 2 6 14 42
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 5 10 18 105
Fundamental Disagreement: How Much and Why? 0 0 0 10 1 3 9 37
Fundamental disagreement 0 0 0 51 3 4 13 228
Fundamental disagreement 0 0 1 56 0 1 8 312
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 2 3 8 90
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 3 4 6 11
How Do We Learn About the Long Run? 0 0 16 16 5 5 49 50
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 1 1 6 2 4 13 39
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 1 1 22 0 1 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? 0 0 14 14 2 5 34 34
Interest Rate Derivatives and Monetary Policy Expectations 0 0 3 48 4 9 16 68
Is Monetary Policy Still Seasonal? 0 0 4 4 0 2 17 17
Is There Hope for the Expectations Hypothesis? 0 0 2 14 3 6 22 44
Is U.S. Monetary Policy Seasonal? 0 0 0 25 2 4 13 23
Look Out for Outlook-at-Risk 0 0 4 20 3 7 19 61
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 3 6 11 39
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 2 8 22 103
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 24 3 6 16 225
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 3 5 12 313
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 136 0 2 15 505
Noisy Information and Fundamental Disagreement 0 0 0 20 1 1 8 220
Nonlinear Binscatter Methods 0 0 0 2 3 5 16 18
Nonlinear Binscatter Methods 0 2 3 8 3 8 26 32
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 2 5 17 110
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 3 7 26 244
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 1 4 13 229
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 2 4 19 313
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 2 4 13 633
Nonparametric Tests for Treatment Effect Heterogeneity 0 1 1 13 1 3 23 138
On Binscatter 0 1 1 28 1 4 18 92
On binscatter 0 0 0 22 4 8 19 115
On binscatter 0 0 1 4 0 1 19 28
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 1 38 1 2 15 171
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 3 6 14 28
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 1 53 0 1 14 123
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 0 11 2 3 17 59
Real Inventory Slowdowns 0 0 0 11 3 4 15 45
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 4 16 147
Regression-based estimation of dynamic asset pricing models 0 0 0 117 4 11 18 316
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 7 13 22 111
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 1 3 8 11
Short-Dated Term Premia and the Level of Inflation 0 0 1 30 3 3 15 44
Skills Mismatch, Construction Workers and the Labor Market 0 0 1 18 2 5 12 33
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 2 2 8 130
Sparse Trend Estimation 0 0 0 34 3 15 25 49
Subjective Intertemporal Substitution 0 0 1 75 3 7 13 269
Subjective Intertemporal Substitution 0 0 0 0 3 10 20 135
Survey Measures of Expectations for the Policy Rate 0 0 0 31 1 3 8 27
The Commercial Paper Funding Facility 0 0 0 39 3 5 17 125
The Effects of Post-Crisis Banking Reforms 0 0 0 15 1 7 15 31
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 0 1 3 43 0 2 13 95
The Nonlinear Case Against Leaning Against the Wind 0 0 0 24 1 2 10 25
The Persistent Compression of the Breakeven Inflation Curve 0 1 7 44 1 4 27 91
The Primary and Secondary Market Corporate Credit Facilities 0 0 3 31 6 7 18 128
The Term Structure of Expectations 0 0 3 35 5 12 26 105
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 1 2 61 8 22 43 193
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 1 6 29 15 32 60 100
The term structure of expectations and bond yields 2 5 11 190 5 17 55 594
Treasury Term Premia: 1961-Present 0 0 4 69 3 4 19 196
Unemployment Rate Benchmarks 0 0 3 17 2 3 17 103
What Drives Forecaster Disagreement about Monetary Policy? 0 0 0 32 1 5 9 18
What Is Corporate Bond Market Distress? 0 0 0 14 3 6 12 45
What Is “Outlook-at-Risk?” 0 0 1 26 2 3 18 70
Total Working Papers 5 25 197 3,433 257 605 1,879 12,161

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 22 26 3 20 94 101
A Unified Approach to Measuring u* 0 0 1 4 3 8 23 42
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 3 4 10 81
Binscatter regressions 0 0 3 4 2 9 35 37
Characteristic-Sorted Portfolios: Estimation and Inference 0 1 2 17 5 10 25 136
Comment 0 0 0 3 3 4 6 29
Corporate bond market distress 0 0 6 6 2 9 50 50
Dealing with limited overlap in estimation of average treatment effects 2 2 7 110 5 7 32 412
Decomposing real and nominal yield curves 0 0 4 304 6 16 66 1,005
Deconstructing the Yield Curve 0 1 11 12 0 9 39 45
Fertility and the Personal Exemption: Comment 0 0 0 27 2 2 15 332
Fundamental disagreement 0 0 3 114 4 11 41 435
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 1 3 8 42
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 1 20 3 4 12 125
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 192 2 6 13 569
On Binscatter 1 1 3 16 7 11 36 85
On the Factor Structure of Bond Returns 1 2 13 61 1 11 37 142
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 1 14 9 15 23 133
Pricing the term structure with linear regressions 1 5 30 403 15 47 174 1,449
Regression-based estimation of dynamic asset pricing models 0 0 2 86 3 9 22 324
Rejoinder 0 0 0 0 2 3 7 22
Review of New York Fed studies on the effects of post-crisis banking reforms 0 0 0 9 1 1 10 75
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 3 3 8 86
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 2 11 21 68
Subjective intertemporal substitution 0 1 5 32 3 5 26 112
The Commercial Paper Funding Facility 0 0 1 7 1 9 21 42
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 1 5 13 26
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 1 3 15 29 16 36 112 164
Total Journal Articles 7 20 130 1,525 108 288 979 6,169
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 2026-05-06