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 1 18 43
A Large Bayesian VAR of the United States Economy 5 9 65 263 12 22 176 629
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 2 10 39
A New Jackknife Variance Estimator for Time-Series and Panel Regressions 0 0 2 10 0 0 15 24
A Simple Diagnostic for Time-Series and Panel-Data Regressions 0 0 1 21 2 2 18 30
A Unified Approach to Measuring u* 0 0 0 5 2 2 11 56
A Unified Approach to Measuring u* 0 0 0 27 3 3 17 85
A unified approach to measuring u* 0 0 0 30 4 4 19 158
Beta-Sorted Portfolios 0 0 0 3 1 1 16 29
Beta-Sorted Portfolios 0 0 0 24 2 2 12 66
Beta-sorted portfolios 0 0 1 2 0 1 10 14
Binscatter Regressions 0 0 0 45 0 1 25 218
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 2 2 14 105
Bootstrapping density-weighted average derivatives 0 0 0 16 0 0 10 121
COVID Response: The Commercial Paper Funding Facility 0 0 2 14 2 2 15 35
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 0 10 1 1 17 41
Changing Risk-Return Profiles 0 0 0 2 1 1 6 24
Changing Risk-Return Profiles 0 0 1 56 0 1 26 147
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 1 1 9 64
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 42 2 2 11 104
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 2 21 1 1 12 31
Corporate Bond Market Distress 0 0 0 22 2 2 31 104
Corporate Bond Market Distress 0 0 0 7 3 4 23 33
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 0 19 3 3 14 38
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 2 21 1 2 32 223
Dealing with Limited Overlap in Estimation of Average Treatment Effects 1 1 1 173 2 3 29 677
Decomposing real and nominal yield curves 0 0 0 132 2 6 40 378
Deconstructing the yield curve 0 0 1 55 0 1 25 147
Discounting the Long-Run 0 0 1 6 0 0 9 30
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 44 0 3 19 84
Expectations and the Final Mile of Disinflation 0 0 0 22 0 0 15 40
Fertility and the Personal Exemption: Comment 0 0 0 18 1 4 25 190
Forecasting Interest Rates over the Long Run 0 0 1 12 0 0 10 55
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 1 1 19 106
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 1 1 13 43
Fundamental Disagreement: How Much and Why? 0 0 0 10 2 2 11 39
Fundamental disagreement 0 0 0 51 2 5 18 233
Fundamental disagreement 0 0 1 56 0 2 11 315
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 1 1 9 92
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 1 1 7 12
How Do We Learn About the Long Run? 0 0 1 16 2 4 22 56
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 1 6 1 1 14 40
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 1 22 1 2 9 63
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 1 2 15 1 2 23 37
Interest Rate Derivatives and Monetary Policy Expectations 0 0 2 48 0 1 17 70
Is Monetary Policy Still Seasonal? 0 0 4 4 0 1 18 18
Is There Hope for the Expectations Hypothesis? 0 0 2 14 1 1 21 45
Is U.S. Monetary Policy Seasonal? 0 0 0 25 2 4 19 31
Look Out for Outlook-at-Risk 1 2 2 22 2 4 18 66
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 0 0 11 39
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 13 0 1 21 107
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 24 0 0 16 226
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 2 2 14 316
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 136 0 0 17 507
Noisy Information and Fundamental Disagreement 0 0 0 20 0 2 11 223
Nonlinear Binscatter Methods 0 0 0 2 1 2 17 20
Nonlinear Binscatter Methods 0 0 3 8 0 6 32 39
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 0 0 17 110
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 0 75 2 4 26 249
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 2 14 2 3 25 142
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 0 1 14 230
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 3 3 12 636
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 1 1 20 314
On Binscatter 0 0 1 28 2 2 19 94
On binscatter 0 1 2 5 1 2 19 30
On binscatter 0 0 0 22 1 3 24 120
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 1 38 3 3 18 174
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 1 14 0 0 15 29
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 0 53 0 0 14 124
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 0 11 1 2 18 61
Real Inventory Slowdowns 0 0 0 11 0 0 16 46
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 3 18 150
Regression-based estimation of dynamic asset pricing models 0 0 0 117 0 1 20 319
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 0 0 23 112
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 1 1 9 13
Short-Dated Term Premia and the Level of Inflation 0 0 1 30 1 1 15 45
Skills Mismatch, Construction Workers and the Labor Market 0 0 0 18 0 0 9 33
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 1 1 9 131
Sparse Trend Estimation 0 0 0 34 0 0 27 51
Subjective Intertemporal Substitution 0 0 0 0 1 1 22 138
Subjective Intertemporal Substitution 0 0 1 75 0 1 13 271
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 0 8 27
The Commercial Paper Funding Facility 0 0 1 40 0 1 17 127
The Effects of Post-Crisis Banking Reforms 0 0 0 15 1 1 16 32
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 0 0 1 43 2 2 15 99
The Nonlinear Case Against Leaning Against the Wind 0 0 0 24 0 0 10 26
The Persistent Compression of the Breakeven Inflation Curve 0 0 4 44 1 3 26 95
The Primary and Secondary Market Corporate Credit Facilities 1 3 4 34 2 5 22 134
The Term Structure of Expectations 0 0 0 35 1 2 23 107
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 2 29 0 3 60 108
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 1 61 5 10 52 205
The term structure of expectations and bond yields 0 0 8 190 6 11 54 606
Treasury Term Premia: 1961-Present 0 0 1 70 5 6 19 206
Unemployment Rate Benchmarks 1 1 4 18 3 6 23 110
What Drives Forecaster Disagreement about Monetary Policy? 0 0 0 32 0 0 9 18
What Is Corporate Bond Market Distress? 0 0 0 14 0 1 10 46
What Is “Outlook-at-Risk?” 0 0 0 26 0 1 12 72
Total Working Papers 9 18 137 3,464 119 211 1,932 12,463

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 2 16 29 4 7 81 109
A Unified Approach to Measuring u* 0 0 0 4 0 1 17 43
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 0 1 11 83
Binscatter regressions 0 1 2 5 2 5 35 45
Characteristic-Sorted Portfolios: Estimation and Inference 0 1 3 18 1 7 28 143
Comment 0 0 0 3 0 0 6 29
Corporate bond market distress 0 1 1 7 2 7 41 57
Dealing with limited overlap in estimation of average treatment effects 1 1 4 111 5 11 37 427
Decomposing real and nominal yield curves 1 2 5 307 4 10 65 1,019
Deconstructing the Yield Curve 0 0 6 12 0 0 30 45
Fertility and the Personal Exemption: Comment 0 0 0 27 1 2 15 335
Fundamental disagreement 0 0 1 114 0 3 37 439
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 1 1 8 44
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 0 20 3 4 12 129
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 2 194 2 7 22 581
On Binscatter 1 1 3 18 3 4 37 92
On the Factor Structure of Bond Returns 0 0 14 64 4 5 45 156
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 1 14 0 0 23 134
Pricing the term structure with linear regressions 0 2 19 405 9 26 167 1,488
Regression-based estimation of dynamic asset pricing models 0 1 2 88 1 5 26 330
Rejoinder 0 0 0 0 1 1 8 23
Review of New York Fed studies on the effects of post-crisis banking reforms 0 0 0 9 1 2 9 77
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 1 1 10 88
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 0 0 21 69
Subjective intertemporal substitution 0 0 4 32 1 3 23 117
The Commercial Paper Funding Facility 0 0 1 7 2 3 28 50
The Primary and Secondary Corporate Credit Facilities 0 0 1 1 0 2 17 30
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 0 0 9 30 3 14 105 182
Total Journal Articles 4 12 94 1,548 51 132 964 6,364
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 2026-09-10