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 9 16 41
A Large Bayesian VAR of the United States Economy 6 24 82 247 30 83 200 584
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 4 6 34
A New Jackknife Variance Estimator for Time-Series and Panel Regressions 0 0 2 9 1 5 16 22
A Simple Diagnostic for Time-Series and Panel-Data Regressions 0 0 1 20 2 7 15 24
A Unified Approach to Measuring u* 0 0 0 5 1 7 7 52
A Unified Approach to Measuring u* 0 0 0 27 1 9 9 77
A unified approach to measuring u* 0 0 0 30 0 7 12 150
Beta-Sorted Portfolios 0 0 0 3 2 8 12 25
Beta-Sorted Portfolios 0 0 0 24 2 6 8 61
Beta-sorted portfolios 0 1 1 2 2 6 10 12
Binscatter Regressions 0 0 2 45 4 12 28 210
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 0 6 10 100
Bootstrapping density-weighted average derivatives 0 0 0 16 0 6 8 117
COVID Response: The Commercial Paper Funding Facility 0 0 1 13 2 7 8 28
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 3 5 10 32
Changing Risk-Return Profiles 0 1 2 56 7 14 22 140
Changing Risk-Return Profiles 0 0 0 2 0 4 5 22
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 1 42 2 7 9 101
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 2 7 9 62
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 2 2 21 1 6 6 25
Corporate Bond Market Distress 0 0 2 22 2 13 26 93
Corporate Bond Market Distress 0 0 0 7 1 7 13 21
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 2 19 1 7 11 32
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 2 19 1 11 23 208
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 0 172 2 10 21 663
Decomposing real and nominal yield curves 0 0 0 132 8 24 30 364
Deconstructing the yield curve 0 0 1 54 4 17 19 140
Discounting the Long-Run 0 0 1 6 1 5 7 28
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 2 12 17 78
Expectations and the Final Mile of Disinflation 0 0 0 22 4 8 11 36
Fertility and the Personal Exemption: Comment 0 0 1 18 4 13 20 182
Forecasting Interest Rates over the Long Run 0 0 1 12 2 3 7 51
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 4 9 12 40
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 7 9 95
Fundamental Disagreement: How Much and Why? 0 0 0 10 2 6 9 36
Fundamental disagreement 0 1 1 56 0 5 8 311
Fundamental disagreement 0 0 0 51 0 8 9 224
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 1 3 4 8
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 0 3 5 87
How Do We Learn About the Long Run? 0 1 16 16 0 5 45 45
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 1 1 1 6 2 9 11 37
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 4 6 60
How Large Are Inflation Revisions? The Difficulty of Monitoring Prices in Real Time 0 0 0 2 0 7 7 18
How Uncertain Is the Estimated Probability of a Future Recession? 0 0 14 14 3 12 32 32
Interest Rate Derivatives and Monetary Policy Expectations 0 2 3 48 4 9 11 63
Is Monetary Policy Still Seasonal? 0 4 4 4 2 14 17 17
Is There Hope for the Expectations Hypothesis? 0 1 2 14 2 10 22 40
Is U.S. Monetary Policy Seasonal? 0 0 0 25 1 5 10 20
Look Out for Outlook-at-Risk 0 0 4 20 4 8 19 58
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 2 6 7 35
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 3 12 18 98
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 2 7 9 310
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 24 0 5 11 219
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 1 1 136 0 8 16 503
Noisy Information and Fundamental Disagreement 0 0 0 20 0 7 7 219
Nonlinear Binscatter Methods 1 1 2 7 1 16 19 25
Nonlinear Binscatter Methods 0 0 0 2 2 8 13 15
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 1 7 13 106
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 2 11 23 239
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 12 0 13 20 135
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 1 6 11 226
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 1 5 10 630
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 1 10 27 310
On Binscatter 1 1 1 28 2 11 17 90
On binscatter 0 0 2 4 0 9 21 27
On binscatter 0 0 0 22 3 13 15 110
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 1 38 0 6 13 169
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 2 8 10 24
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 2 53 0 7 15 122
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 0 10 16 56
Real Inventory Slowdowns 0 0 0 11 1 9 14 42
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 3 10 16 146
Regression-based estimation of dynamic asset pricing models 0 0 0 117 2 8 9 307
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 6 12 15 104
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 1 5 7 9
Short-Dated Term Premia and the Level of Inflation 0 1 1 30 0 7 13 41
Skills Mismatch, Construction Workers and the Labor Market 0 0 1 18 2 6 10 30
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 0 3 6 128
Sparse Trend Estimation 0 0 1 34 10 17 23 44
Subjective Intertemporal Substitution 0 0 0 0 4 12 14 129
Subjective Intertemporal Substitution 0 0 1 75 2 4 9 264
Survey Measures of Expectations for the Policy Rate 0 0 0 31 2 6 7 26
The Commercial Paper Funding Facility 0 0 0 39 2 8 14 122
The Effects of Post-Crisis Banking Reforms 0 0 0 15 4 11 13 28
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 1 1 3 43 2 9 13 95
The Nonlinear Case Against Leaning Against the Wind 0 0 0 24 1 6 9 24
The Persistent Compression of the Breakeven Inflation Curve 1 3 7 44 3 18 27 90
The Primary and Secondary Market Corporate Credit Facilities 0 1 4 31 1 7 15 122
The Term Structure of Expectations 0 0 3 35 4 10 18 97
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 1 1 2 61 4 15 25 175
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 1 2 7 29 11 25 42 79
The term structure of expectations and bond yields 2 4 9 187 6 23 47 583
Treasury Term Premia: 1961-Present 0 0 4 69 0 1 17 192
Unemployment Rate Benchmarks 0 2 3 17 0 5 14 100
What Drives Forecaster Disagreement about Monetary Policy? 0 0 0 32 2 5 6 15
What Is Corporate Bond Market Distress? 0 0 0 14 0 2 6 39
What Is “Outlook-at-Risk?” 0 0 1 26 1 4 20 68
Total Working Papers 15 56 213 3,423 217 912 1,607 11,773

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 3 6 25 25 11 39 92 92
A Unified Approach to Measuring u* 0 0 1 4 1 8 22 35
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 1 4 7 78
Binscatter regressions 0 0 4 4 3 15 31 31
Characteristic-Sorted Portfolios: Estimation and Inference 0 1 1 16 0 9 16 126
Comment 0 0 0 3 1 3 3 26
Corporate bond market distress 0 0 6 6 5 14 46 46
Dealing with limited overlap in estimation of average treatment effects 0 1 8 108 2 9 32 407
Decomposing real and nominal yield curves 0 1 4 304 5 20 56 994
Deconstructing the Yield Curve 0 0 11 11 6 17 42 42
Fertility and the Personal Exemption: Comment 0 0 0 27 0 7 14 330
Fundamental disagreement 0 0 5 114 6 17 41 430
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 1 3 7 40
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 1 20 0 1 8 121
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 192 1 3 8 564
On Binscatter 0 0 4 15 1 12 30 75
On the Factor Structure of Bond Returns 0 2 11 59 5 18 33 136
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 1 14 6 11 14 124
Pricing the term structure with linear regressions 3 9 31 401 22 65 166 1,424
Regression-based estimation of dynamic asset pricing models 0 0 2 86 3 10 18 318
Rejoinder 0 0 0 0 0 1 4 19
Review of New York Fed studies on the effects of post-crisis banking reforms 0 0 0 9 0 5 9 74
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 0 5 6 83
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 7 12 17 64
Subjective intertemporal substitution 0 1 5 31 1 7 26 108
The Commercial Paper Funding Facility 0 1 1 7 6 12 19 39
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 2 9 10 23
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 2 3 17 28 10 36 98 138
Total Journal Articles 8 25 138 1,513 106 372 875 5,987
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Statistics updated 2026-03-04