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 2 17 0 0 7 25
A Jackknife Variance Estimator for Panel Regressions 0 0 8 8 0 0 8 8
A Large Bayesian VAR of the United States Economy 7 20 67 197 14 40 150 450
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 1 2 29
A Simple Diagnostic for Time-Series and Panel-Data Regressions 0 1 20 20 0 2 11 11
A Unified Approach to Measuring u* 0 0 0 5 0 0 3 45
A Unified Approach to Measuring u* 0 0 0 27 0 0 3 68
A unified approach to measuring u* 0 0 0 30 0 0 8 138
Beta-Sorted Portfolios 0 0 0 3 0 0 0 13
Beta-Sorted Portfolios 0 0 0 24 1 1 5 54
Beta-sorted portfolios 0 0 1 1 0 1 4 4
Binscatter Regressions 0 1 8 45 2 3 25 192
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 0 0 0 90
Bootstrapping density-weighted average derivatives 0 0 0 16 1 2 3 111
COVID Response: The Commercial Paper Funding Facility 0 0 0 12 0 0 0 20
COVID Response: The Primary and Secondary Corporate Credit Facilities 1 1 1 10 1 1 3 23
Changing Risk-Return Profiles 0 0 0 2 0 1 1 18
Changing Risk-Return Profiles 0 0 2 55 0 0 11 121
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 41 0 0 1 92
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 1 1 2 55
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 9 9
Corporate Bond Market Distress 1 1 3 21 2 4 11 72
Data Insight: Which Growth Rate? It’s a Weighty Subject 1 1 4 19 1 2 7 24
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 3 19 0 1 6 189
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 1 172 0 3 12 646
Decomposing real and nominal yield curves 0 0 2 132 1 4 14 338
Deconstructing the yield curve 0 0 2 54 0 0 10 122
Discounting the Long-Run 0 0 0 5 0 0 3 21
Do Treasury Term Premia Rise around Monetary Tightenings? 0 1 1 44 0 1 4 63
Expectations and the Final Mile of Disinflation 0 0 1 22 0 0 4 25
Fertility and the Personal Exemption: Comment 0 1 1 18 0 2 4 164
Forecasting Interest Rates over the Long Run 0 0 0 11 0 1 4 45
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 1 1 3 29
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 0 4 87
Fundamental Disagreement: How Much and Why? 0 0 0 10 0 0 6 28
Fundamental disagreement 0 0 0 51 0 0 6 215
Fundamental disagreement 0 0 1 55 0 0 13 304
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 0 0 1 82
How Do We Learn About the Long Run? 0 14 14 14 2 32 33 33
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 0 0 4 26
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 0 1 54
How Large Are Inflation Revisions? The Difficulty of Monitoring Prices in Real Time 0 0 0 2 0 0 1 11
How Uncertain Is the Estimated Probability of a Future Recession? 1 13 13 13 2 14 14 14
Interest Rate Derivatives and Monetary Policy Expectations 0 1 1 46 0 1 2 53
Is There Hope for the Expectations Hypothesis? 0 0 3 12 0 0 15 22
Is U.S. Monetary Policy Seasonal? 0 0 0 25 1 1 3 11
Look Out for Outlook-at-Risk 1 3 5 19 1 4 20 46
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 1 1 13 0 4 14 85
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 0 0 0 301
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 23 0 0 3 209
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 135 0 0 10 490
Noisy Information and Fundamental Disagreement 0 0 0 20 0 0 3 212
Nonlinear Binscatter Methods 0 0 2 2 1 1 3 3
Nonlinear Binscatter Methods 0 0 5 5 0 1 7 7
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 1 16 0 0 2 93
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 74 0 3 11 221
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 0 0 1 216
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 12 0 1 2 116
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 1 1 1 621
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 0 0 13 294
On Binscatter 0 0 0 27 0 1 5 75
On binscatter 0 0 0 22 0 0 2 96
On binscatter 0 0 2 3 1 2 7 11
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 1 14
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 2 52 0 0 3 109
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 1 1 5 43
Real Inventory Slowdowns 0 0 1 11 0 0 5 30
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 1 1 5 132
Regression-based estimation of dynamic asset pricing models 0 0 1 117 0 1 4 299
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 1 3
Short-Dated Term Premia and the Level of Inflation 0 0 2 29 0 0 3 29
Skills Mismatch, Construction Workers and the Labor Market 0 1 1 18 0 1 2 22
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 0 0 0 122
Sparse Trend Estimation 0 0 1 34 0 0 6 24
Subjective Intertemporal Substitution 0 0 0 74 0 1 2 257
Subjective Intertemporal Substitution 0 0 0 0 1 1 4 116
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 0 2 19
The Commercial Paper Funding Facility 0 0 1 39 1 2 5 110
The Effects of Post-Crisis Banking Reforms 0 0 0 15 0 0 2 16
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 0 2 8 42 0 2 15 84
The Nonlinear Case Against Leaning Against the Wind 0 0 2 24 0 0 4 15
The Persistent Compression of the Breakeven Inflation Curve 2 2 4 39 3 4 8 68
The Primary and Secondary Market Corporate Credit Facilities 0 2 3 30 0 2 5 112
The Term Structure of Expectations 0 2 4 34 1 4 10 83
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 1 1 4 60 2 2 19 152
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 4 8 27 0 7 30 47
The term structure of expectations and bond yields 1 3 7 182 6 11 32 550
Treasury Term Premia: 1961-Present 2 4 7 69 2 7 21 184
Unemployment Rate Benchmarks 0 0 3 14 0 1 19 87
What Drives Forecaster Disagreement about Monetary Policy? 0 0 0 32 0 0 1 9
What Is Corporate Bond Market Distress? 0 0 0 14 1 2 3 35
What Is “Outlook-at-Risk?” 0 0 3 25 0 4 17 56
Total Working Papers 18 80 247 3,316 53 192 785 10,474

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 0 8 12 12 3 18 25 25
A Unified Approach to Measuring u* 1 1 4 4 4 6 21 25
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 1 1 1 72
Binscatter regressions 0 1 2 2 2 7 9 9
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 1 15 3 3 16 114
Comment 0 0 0 3 0 0 0 23
Corporate bond market distress 2 4 4 4 5 9 9 9
Dealing with limited overlap in estimation of average treatment effects 2 4 12 107 2 9 30 389
Decomposing real and nominal yield curves 1 2 17 302 6 12 56 951
Deconstructing the Yield Curve 1 4 5 5 2 7 13 13
Fertility and the Personal Exemption: Comment 0 0 0 27 1 2 5 319
Fundamental disagreement 1 1 10 112 4 6 41 400
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 0 0 2 34
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 1 2 20 1 3 8 116
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 2 192 1 3 11 559
On Binscatter 0 0 7 13 1 4 35 53
On the Factor Structure of Bond Returns 0 0 5 48 1 4 21 109
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 3 11 27 384 9 30 108 1,305
Regression-based estimation of dynamic asset pricing models 0 1 4 85 0 1 13 303
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 0 3 7 68
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 1 1 2 48
Subjective intertemporal substitution 0 1 7 28 1 4 21 90
The Commercial Paper Funding Facility 0 0 2 6 0 1 8 22
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 0 3 13
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 2 6 20 20 5 19 71 71
Total Journal Articles 13 45 145 1,440 53 153 538 5,343
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Statistics updated 2025-08-05