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 1 1 2 18 3 7 8 32
A Jackknife Variance Estimator for Panel Regressions 0 1 9 9 1 8 17 17
A Large Bayesian VAR of the United States Economy 8 25 72 223 19 48 154 501
A Look at the Accuracy of Policy Expectations 0 0 0 23 1 1 3 30
A Simple Diagnostic for Time-Series and Panel-Data Regressions 0 0 20 20 3 5 17 17
A Unified Approach to Measuring u* 0 0 0 5 0 0 1 45
A Unified Approach to Measuring u* 0 0 0 27 0 0 1 68
A unified approach to measuring u* 0 0 0 30 3 4 7 143
Beta-Sorted Portfolios 0 0 0 24 1 1 4 55
Beta-Sorted Portfolios 0 0 0 3 2 4 4 17
Beta-sorted portfolios 0 0 1 1 1 2 6 6
Binscatter Regressions 0 0 3 45 1 5 21 198
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 2 3 4 94
Bootstrapping density-weighted average derivatives 0 0 0 16 0 0 3 111
COVID Response: The Commercial Paper Funding Facility 1 1 1 13 1 1 1 21
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 1 3 6 27
Changing Risk-Return Profiles 0 0 0 2 0 0 1 18
Changing Risk-Return Profiles 0 0 1 55 2 5 14 126
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 1 42 0 1 3 94
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 0 0 2 55
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 0 19 0 0 0 19
Corporate Bond Market Distress 0 0 0 7 3 4 6 14
Corporate Bond Market Distress 0 0 2 22 3 7 15 80
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 3 19 0 1 6 25
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 2 19 4 6 12 197
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 0 172 0 5 14 653
Decomposing real and nominal yield curves 0 0 2 132 1 2 11 340
Deconstructing the yield curve 0 0 1 54 0 1 4 123
Discounting the Long-Run 0 1 1 6 0 2 3 23
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 0 1 7 66
Expectations and the Final Mile of Disinflation 0 0 0 22 3 3 5 28
Fertility and the Personal Exemption: Comment 0 0 1 18 1 4 8 169
Forecasting Interest Rates over the Long Run 0 1 1 12 0 3 5 48
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 1 4 31
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 1 1 2 88
Fundamental Disagreement: How Much and Why? 0 0 0 10 2 2 5 30
Fundamental disagreement 0 0 1 55 2 2 6 306
Fundamental disagreement 0 0 0 51 1 1 3 216
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 0 0 2 5
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 1 1 2 84
How Do We Learn About the Long Run? 0 0 15 15 1 6 40 40
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 1 2 4 28
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 2 2 3 56
How Large Are Inflation Revisions? The Difficulty of Monitoring Prices in Real Time 0 0 0 2 0 0 0 11
How Uncertain Is the Estimated Probability of a Future Recession? 1 1 14 14 1 6 20 20
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 46 0 1 3 54
Is Monetary Policy Still Seasonal? 0 0 0 0 3 3 3 3
Is There Hope for the Expectations Hypothesis? 0 1 4 13 5 6 21 30
Is U.S. Monetary Policy Seasonal? 0 0 0 25 0 3 7 15
Look Out for Outlook-at-Risk 0 0 5 20 1 2 19 50
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 1 1 1 29
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 0 0 10 86
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 0 1 2 303
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 24 0 4 8 214
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 135 2 5 11 495
Noisy Information and Fundamental Disagreement 0 0 0 20 0 0 1 212
Nonlinear Binscatter Methods 0 1 1 6 0 2 4 9
Nonlinear Binscatter Methods 0 0 0 2 2 4 6 7
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 3 6 6 99
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 3 5 14 228
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 12 2 5 8 122
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 0 1 5 625
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 4 6 19 300
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 2 4 5 220
On Binscatter 0 0 0 27 0 4 7 79
On binscatter 0 0 0 22 1 1 3 97
On binscatter 0 1 2 4 6 7 13 18
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 1 1 38 4 7 7 163
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 1 2 2 16
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 3 53 2 5 9 115
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 2 3 6 46
Real Inventory Slowdowns 0 0 0 11 1 3 7 33
Regression Based Estimation of Dynamic Asset Pricing Models 1 1 1 49 3 4 8 136
Regression-based estimation of dynamic asset pricing models 0 0 0 117 0 0 3 299
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 2 3 3 92
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 0 0 2 4
Short-Dated Term Premia and the Level of Inflation 0 0 1 29 2 4 7 34
Skills Mismatch, Construction Workers and the Labor Market 0 0 1 18 0 0 4 24
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 1 3 3 125
Sparse Trend Estimation 0 0 1 34 3 3 7 27
Subjective Intertemporal Substitution 0 0 0 0 0 1 3 117
Subjective Intertemporal Substitution 1 1 1 75 2 2 5 260
Survey Measures of Expectations for the Policy Rate 0 0 0 31 1 1 2 20
The Commercial Paper Funding Facility 0 0 0 39 4 4 8 114
The Effects of Post-Crisis Banking Reforms 0 0 0 15 1 1 3 17
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 0 0 4 42 2 2 7 86
The Nonlinear Case Against Leaning Against the Wind 0 0 1 24 0 2 5 18
The Persistent Compression of the Breakeven Inflation Curve 0 1 5 41 1 3 10 72
The Primary and Secondary Market Corporate Credit Facilities 0 0 3 30 0 3 8 115
The Term Structure of Expectations 0 0 4 35 1 3 13 87
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 5 27 2 6 20 54
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 3 60 5 7 18 160
The term structure of expectations and bond yields 0 1 7 183 2 8 33 560
Treasury Term Premia: 1961-Present 0 0 5 69 0 4 20 191
Unemployment Rate Benchmarks 1 1 1 15 4 8 18 95
What Drives Forecaster Disagreement about Monetary Policy? 0 0 0 32 1 1 2 10
What Is Corporate Bond Market Distress? 0 0 0 14 1 1 5 37
What Is “Outlook-at-Risk?” 0 0 1 26 1 4 19 64
Total Working Papers 14 40 221 3,367 152 330 907 10,861

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 6 19 19 10 25 53 53
A Unified Approach to Measuring u* 0 0 1 4 1 1 15 27
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 2 2 3 74
Binscatter regressions 1 1 4 4 3 6 16 16
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 15 1 2 11 117
Comment 0 0 0 3 0 0 0 23
Corporate bond market distress 0 0 6 6 7 16 32 32
Dealing with limited overlap in estimation of average treatment effects 0 0 7 107 2 8 27 398
Decomposing real and nominal yield curves 1 1 8 303 8 20 57 974
Deconstructing the Yield Curve 1 5 11 11 3 10 25 25
Fertility and the Personal Exemption: Comment 0 0 0 27 1 3 9 323
Fundamental disagreement 0 1 10 114 4 11 34 413
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 1 1 4 37
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 2 20 1 3 10 120
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 1 192 1 2 10 561
On Binscatter 0 0 7 15 5 8 27 63
On the Factor Structure of Bond Returns 2 7 10 57 2 7 21 118
Optimal inference for instrumental variables regression with non-Gaussian errors 0 1 1 14 1 2 3 113
Pricing the term structure with linear regressions 2 6 28 392 21 38 132 1,359
Regression-based estimation of dynamic asset pricing models 0 0 3 86 2 4 12 308
Rejoinder 0 0 0 0 2 3 3 18
Review of New York Fed studies on the effects of post-crisis banking reforms 0 0 0 9 0 1 5 69
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 3 4 6 52
Subjective intertemporal substitution 1 2 5 30 3 7 22 101
The Commercial Paper Funding Facility 0 0 1 6 2 5 10 27
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 1 3 14
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 1 4 17 25 13 25 75 102
Total Journal Articles 10 34 141 1,488 99 215 627 5,615
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Statistics updated 2025-12-06