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 1 2 18 2 8 10 34
A Jackknife Variance Estimator for Panel Regressions 0 1 9 9 1 6 18 18
A Large Bayesian VAR of the United States Economy 8 30 76 231 21 65 168 522
A Look at the Accuracy of Policy Expectations 0 0 0 23 1 2 4 31
A Simple Diagnostic for Time-Series and Panel-Data Regressions 0 0 7 20 1 6 12 18
A Unified Approach to Measuring u* 0 0 0 5 1 1 2 46
A Unified Approach to Measuring u* 0 0 0 27 3 3 4 71
A unified approach to measuring u* 0 0 0 30 1 5 6 144
Beta-Sorted Portfolios 0 0 0 24 1 2 4 56
Beta-Sorted Portfolios 0 0 0 3 1 4 5 18
Beta-sorted portfolios 0 0 0 1 1 2 7 7
Binscatter Regressions 0 0 2 45 3 8 21 201
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 2 5 6 96
Bootstrapping density-weighted average derivatives 0 0 0 16 3 3 6 114
COVID Response: The Commercial Paper Funding Facility 0 1 1 13 0 1 1 21
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 1 4 7 28
Changing Risk-Return Profiles 0 0 0 2 0 0 1 18
Changing Risk-Return Profiles 0 0 1 55 0 4 14 126
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 1 42 1 2 4 95
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 8 3 3 5 58
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 1 1 1 20 2 2 2 21
Corporate Bond Market Distress 0 0 0 7 1 4 7 15
Corporate Bond Market Distress 0 0 2 22 2 9 17 82
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 2 19 2 3 7 27
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 2 19 3 9 15 200
Dealing with Limited Overlap in Estimation of Average Treatment Effects 0 0 0 172 2 5 16 655
Decomposing real and nominal yield curves 0 0 1 132 0 2 9 340
Deconstructing the yield curve 0 0 1 54 3 4 6 126
Discounting the Long-Run 0 0 1 6 1 2 4 24
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 2 3 9 68
Expectations and the Final Mile of Disinflation 0 0 0 22 1 4 6 29
Fertility and the Personal Exemption: Comment 0 0 1 18 4 6 11 173
Forecasting Interest Rates over the Long Run 0 0 1 12 1 2 6 49
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 4 5 6 92
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 1 4 31
Fundamental Disagreement: How Much and Why? 0 0 0 10 2 4 7 32
Fundamental disagreement 0 0 0 51 3 4 6 219
Fundamental disagreement 0 0 1 55 3 5 9 309
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 2 3 4 86
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 1 1 3 6
How Do We Learn About the Long Run? 0 0 15 15 2 6 42 42
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 3 5 6 31
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 2 3 56
How Large Are Inflation Revisions? The Difficulty of Monitoring Prices in Real Time 0 0 0 2 2 2 2 13
How Uncertain Is the Estimated Probability of a Future Recession? 0 1 14 14 3 4 23 23
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 46 2 3 5 56
Is Monetary Policy Still Seasonal? 4 4 4 4 7 10 10 10
Is There Hope for the Expectations Hypothesis? 1 1 5 14 4 9 24 34
Is U.S. Monetary Policy Seasonal? 0 0 0 25 3 6 9 18
Look Out for Outlook-at-Risk 0 0 5 20 1 3 19 51
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 1 2 2 30
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 2 2 12 88
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 24 3 6 11 217
Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand 0 0 0 86 4 5 6 307
Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand 0 0 1 135 3 7 13 498
Noisy Information and Fundamental Disagreement 0 0 0 20 3 3 4 215
Nonlinear Binscatter Methods 0 0 1 6 7 8 11 16
Nonlinear Binscatter Methods 0 0 0 2 1 5 7 8
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 2 8 8 101
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 4 8 18 232
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 147 2 3 7 627
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 60 2 8 20 302
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 36 1 5 6 221
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 0 12 3 8 10 125
On Binscatter 0 0 0 27 3 4 10 82
On binscatter 0 1 2 4 7 14 20 25
On binscatter 0 0 0 22 2 3 5 99
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 1 1 38 4 10 11 167
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 2 4 4 18
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 3 53 3 7 12 118
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 2 4 8 48
Real Inventory Slowdowns 0 0 0 11 2 5 9 35
Regression Based Estimation of Dynamic Asset Pricing Models 0 1 1 49 2 5 9 138
Regression-based estimation of dynamic asset pricing models 0 0 0 117 2 2 5 301
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 0 3 3 92
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 3 3 5 7
Short-Dated Term Premia and the Level of Inflation 0 0 0 29 1 4 7 35
Skills Mismatch, Construction Workers and the Labor Market 0 0 1 18 1 1 5 25
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 0 3 3 125
Sparse Trend Estimation 0 0 1 34 1 4 8 28
Subjective Intertemporal Substitution 0 1 1 75 1 3 6 261
Subjective Intertemporal Substitution 0 0 0 0 3 4 6 120
Survey Measures of Expectations for the Policy Rate 0 0 0 31 2 3 3 22
The Commercial Paper Funding Facility 0 0 0 39 0 4 7 114
The Effects of Post-Crisis Banking Reforms 0 0 0 15 4 5 7 21
The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy 0 0 4 42 1 3 7 87
The Nonlinear Case Against Leaning Against the Wind 0 0 1 24 2 4 7 20
The Persistent Compression of the Breakeven Inflation Curve 2 3 6 43 7 10 16 79
The Primary and Secondary Market Corporate Credit Facilities 1 1 4 31 4 4 12 119
The Term Structure of Expectations 0 0 3 35 1 4 10 88
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 5 27 3 8 23 57
The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times 0 0 2 60 2 9 15 162
The term structure of expectations and bond yields 1 1 7 184 5 10 35 565
Treasury Term Premia: 1961-Present 0 0 5 69 0 3 18 191
Unemployment Rate Benchmarks 0 1 1 15 0 7 13 95
What Drives Forecaster Disagreement about Monetary Policy? 0 0 0 32 0 1 2 10
What Is Corporate Bond Market Distress? 0 0 0 14 2 3 7 39
What Is “Outlook-at-Risk?” 0 0 1 26 2 5 21 66
Total Working Papers 18 50 213 3,385 225 506 1,076 11,086

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 5 20 20 13 33 66 66
A Unified Approach to Measuring u* 0 0 1 4 2 3 16 29
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 1 3 4 75
Binscatter regressions 0 1 4 4 3 8 19 19
Characteristic-Sorted Portfolios: Estimation and Inference 0 0 0 15 5 6 15 122
Comment 0 0 0 3 0 0 0 23
Corporate bond market distress 0 0 6 6 4 18 36 36
Dealing with limited overlap in estimation of average treatment effects 1 1 8 108 5 12 31 403
Decomposing real and nominal yield curves 0 1 8 303 8 24 64 982
Deconstructing the Yield Curve 0 2 11 11 6 12 31 31
Fertility and the Personal Exemption: Comment 0 0 0 27 2 5 10 325
Fundamental disagreement 0 1 8 114 3 10 33 416
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 1 2 5 38
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 2 20 0 1 10 120
Nonparametric Tests for Treatment Effect Heterogeneity 0 0 1 192 0 2 8 561
On Binscatter 0 0 6 15 7 14 32 70
On the Factor Structure of Bond Returns 1 5 11 58 6 10 26 124
Optimal inference for instrumental variables regression with non-Gaussian errors 0 1 1 14 1 3 4 114
Pricing the term structure with linear regressions 3 8 30 395 23 58 146 1,382
Regression-based estimation of dynamic asset pricing models 0 0 3 86 3 7 15 311
Rejoinder 0 0 0 0 0 3 3 18
Review of New York Fed studies on the effects of post-crisis banking reforms 0 0 0 9 3 4 8 72
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 1 1 3 79
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 1 5 6 53
Subjective intertemporal substitution 1 2 5 31 3 7 24 104
The Commercial Paper Funding Facility 1 1 2 7 1 5 10 28
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 4 4 6 18
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times 0 1 17 25 9 25 82 111
Total Journal Articles 8 29 144 1,496 115 285 713 5,730
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Statistics updated 2026-01-09