Richard K. Crump
Names
first: |
Richard |
middle: |
K. |
last: |
Crump |
Identifer
Contact
Affiliations
-
Federal Reserve Bank of New York
/ Research and Statistics Group
Research profile
author of:
- Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2007)
by Mathias D. Cattaneo & Richard K. Crump & Michael Jansson
(ReDIF-paper, aah:create:2007-11) - Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
(ReDIF-paper, aah:create:2008-24) - Robust Data-Driven Inference for Density-Weighted Average Derivatives
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
(ReDIF-paper, aah:create:2009-46) - Bootstrapping Density-Weighted Average Derivatives
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2010)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
(ReDIF-paper, aah:create:2010-23) - Generalized Jackknife Estimators of Weighted Average Derivatives
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
(ReDIF-paper, aah:create:2011-12) - Fertility and the Personal Exemption: Comment
American Economic Review, American Economic Association (2011)
by Richard Crump & Gopi Shah Goda & Kevin J. Mumford
(ReDIF-article, aea:aecrev:v:101:y:2011:i:4:p:1616-28) - On Binscatter
American Economic Review, American Economic Association (2024)
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
(ReDIF-article, aea:aecrev:v:114:y:2024:i:5:p:1488-1514) - Characteristic-Sorted Portfolios: Estimation and Inference
Papers, arXiv.org (2018)
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg
(ReDIF-paper, arx:papers:1809.03584) - On Binscatter
Papers, arXiv.org (2019)
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
(ReDIF-paper, arx:papers:1902.09608) - Binscatter Regressions
Papers, arXiv.org (2019)
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
(ReDIF-paper, arx:papers:1902.09615) - Beta-Sorted Portfolios
Papers, arXiv.org (2022)
by Matias D. Cattaneo & Richard K. Crump & Weining Wang
(ReDIF-paper, arx:papers:2208.10974) - Nonlinear Binscatter Methods
Papers, arXiv.org (2024)
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
(ReDIF-paper, arx:papers:2407.15276) - Robust Data-Driven Inference for Density-Weighted Average Derivatives
Journal of the American Statistical Association, American Statistical Association (2010)
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
(ReDIF-article, bes:jnlasa:v:105:i:491:y:2010:p:1070-1083) - Fundamental disagreement
Working papers, Banque de France (2014)
by P. Andrade & R. Crump & S. Eusepi & E. Moench
(ReDIF-paper, bfr:banfra:524) - Unknown item RePEc:bin:bpeajo:v:50:y:2019:i:2019-01:p:143-214 (article)
- A Unified Approach to Measuring u
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2019)
by Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin
(ReDIF-article, bin:bpeajo:v:50:y:2019:i:2019-01:p:143-238) - Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
Journal of Finance, American Finance Association (2019)
by Tobias Adrian & Richard K. Crump & Erik Vogt
(ReDIF-article, bla:jfinan:v:74:y:2019:i:4:p:1931-1973) - On binscatter
French Stata Users' Group Meetings 2024, Stata Users Group (2024)
by Richard K. Crump & Matias D. Cattaneo & Yingjie Feng
(ReDIF-paper, boc:fsug24:23) - Small Bandwidth Asymptotics For Density-Weighted Average Derivatives
Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2014)
by Cattaneo, Matias D & Crump, Richard K & Jansson, Michael
(ReDIF-paper, cdl:econwp:qt3jd237cg) - Generalized Jackknife Estimators of Weighted Average Derivatives
Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2013)
by Cattaneo, Matias D & Crump, Richard K & Jansson, Michael
(ReDIF-paper, cdl:econwp:qt4nv5q5hp) - Regression Based Estimation of Dynamic Asset Pricing Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Moench, Emanuel & Adrian, Tobias & Crump, Richard K.
(ReDIF-paper, cpr:ceprdp:10449) - Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Adrian, Tobias & Crump, Richard K. & Vogt, Erik
(ReDIF-paper, cpr:ceprdp:11401) - A Unified Approach to Measuring u
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Giannoni, Marc & Crump, Richard K. & Eusepi, Stefano & Sahin, Aysegul
(ReDIF-paper, cpr:ceprdp:13939) - Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Cao, Shuo & Crump, Richard K. & ,
(ReDIF-paper, cpr:ceprdp:15122) - Small Bandwidth Asymptotics For Density-Weighted Average Derivatives
Econometric Theory, Cambridge University Press (2014)
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
(ReDIF-article, cup:etheor:v:30:y:2014:i:01:p:176-200_00) - Bootstrapping Density-Weighted Average Derivatives
Econometric Theory, Cambridge University Press (2014)
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
(ReDIF-article, cup:etheor:v:30:y:2014:i:06:p:1135-1164_00) - Optimal inference for instrumental variables regression with non-Gaussian errors
Journal of Econometrics, Elsevier (2012)
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
(ReDIF-article, eee:econom:v:167:y:2012:i:1:p:1-15) - Pricing the term structure with linear regressions
Journal of Financial Economics, Elsevier (2013)
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
(ReDIF-article, eee:jfinec:v:110:y:2013:i:1:p:110-138) - Regression-based estimation of dynamic asset pricing models
Journal of Financial Economics, Elsevier (2015)
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
(ReDIF-article, eee:jfinec:v:118:y:2015:i:2:p:211-244) - Subjective intertemporal substitution
Journal of Monetary Economics, Elsevier (2022)
by Crump, Richard K. & Eusepi, Stefano & Tambalotti, Andrea & Topa, Giorgio
(ReDIF-article, eee:moneco:v:126:y:2022:i:c:p:118-133) - The unemployment–inflation trade-off revisited: The Phillips curve in COVID times
Journal of Monetary Economics, Elsevier (2024)
by Crump, Richard K. & Eusepi, Stefano & Giannoni, Marc & Şahin, Ayşegül
(ReDIF-article, eee:moneco:v:145:y:2024:i:s:s0304393224000333) - Fundamental disagreement
Journal of Monetary Economics, Elsevier (2016)
by Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel
(ReDIF-article, eee:moneco:v:83:y:2016:i:c:p:106-128) - Decomposing real and nominal yield curves
Journal of Monetary Economics, Elsevier (2016)
by Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui
(ReDIF-article, eee:moneco:v:84:y:2016:i:c:p:182-200) - Unemployment Rate Benchmarks
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
by Richard K. Crump & Christopher J. Nekarda & Nicolas Petrosky-Nadeau
(ReDIF-paper, fip:fedgfe:2020-72) - Review of New York Fed studies on the effects of post-crisis banking reforms
Economic Policy Review, Federal Reserve Bank of New York (2018)
by Richard K. Crump & João A. C. Santos
(ReDIF-article, fip:fednep:00050) - The Primary and Secondary Corporate Credit Facilities
Economic Policy Review, Federal Reserve Bank of New York (2022)
by Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner
(ReDIF-article, fip:fednep:94430) - The Commercial Paper Funding Facility
Economic Policy Review, Federal Reserve Bank of New York (2022)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard
(ReDIF-article, fip:fednep:94434) - A Look at the Accuracy of Policy Expectations
Liberty Street Economics, Federal Reserve Bank of New York (2011)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench
(ReDIF-paper, fip:fednls:86762) - Skills Mismatch, Construction Workers and the Labor Market
Liberty Street Economics, Federal Reserve Bank of New York (2012)
by Richard K. Crump & Ayşegül Şahin
(ReDIF-paper, fip:fednls:86797) - Is U.S. Monetary Policy Seasonal?
Liberty Street Economics, Federal Reserve Bank of New York (2012)
by Richard K. Crump & David O. Lucca
(ReDIF-paper, fip:fednls:86831) - Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement?
Liberty Street Economics, Federal Reserve Bank of New York (2013)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench
(ReDIF-paper, fip:fednls:86850) - Do Treasury Term Premia Rise around Monetary Tightenings?
Liberty Street Economics, Federal Reserve Bank of New York (2013)
by Tobias Adrian & Richard K. Crump & Emanuel Moench
(ReDIF-paper, fip:fednls:86867) - Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting
Liberty Street Economics, Federal Reserve Bank of New York (2013)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench
(ReDIF-paper, fip:fednls:86893) - Treasury Term Premia: 1961-Present
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench
(ReDIF-paper, fip:fednls:86948) - Connecting “The Dots”: Disagreement in the Federal Open Market Committee
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Richard K. Crump & Troy Davig & Stefano Eusepi & Emanuel Moench
(ReDIF-paper, fip:fednls:86978) - Survey Measures of Expectations for the Policy Rate
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe
(ReDIF-paper, fip:fednls:86999) - Interest Rate Derivatives and Monetary Policy Expectations
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe
(ReDIF-paper, fip:fednls:87000) - Data Insight: Which Growth Rate? It’s a Weighty Subject
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Richard K. Crump & Stefano Eusepi & David O. Lucca & Emanuel Moench
(ReDIF-paper, fip:fednls:87004) - Discounting the Long-Run
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu
(ReDIF-paper, fip:fednls:87059) - Fundamental Disagreement: How Much and Why?
Liberty Street Economics, Federal Reserve Bank of New York (2016)
by Richard K. Crump & Stefano Eusepi
(ReDIF-paper, fip:fednls:87089) - Forecasting Interest Rates over the Long Run
Liberty Street Economics, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu
(ReDIF-paper, fip:fednls:87139) - What Drives Forecaster Disagreement about Monetary Policy?
Liberty Street Economics, Federal Reserve Bank of New York (2016)
by Richard K. Crump & Stefano Eusepi
(ReDIF-paper, fip:fednls:87148) - The Effects of Post-Crisis Banking Reforms
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Richard K. Crump & João A. C. Santos
(ReDIF-paper, fip:fednls:87279) - Changing Risk-Return Profiles
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Richard K. Crump & Domenico Giannone & Sean Hundtofte
(ReDIF-paper, fip:fednls:87282) - Real Inventory Slowdowns
Liberty Street Economics, Federal Reserve Bank of New York (2019)
by Richard K. Crump & David O. Lucca & Casey McQuillan
(ReDIF-paper, fip:fednls:87365) - Reading the Tea Leaves of the U.S. Business Cycle—Part One
Liberty Street Economics, Federal Reserve Bank of New York (2020)
by Richard K. Crump & Domenico Giannone & David O. Lucca
(ReDIF-paper, fip:fednls:87452) - Reading the Tea Leaves of the U.S. Business Cycle—Part Two
Liberty Street Economics, Federal Reserve Bank of New York (2020)
by Richard K. Crump & Domenico Giannone & David O. Lucca
(ReDIF-paper, fip:fednls:87454) - The Commercial Paper Funding Facility
Liberty Street Economics, Federal Reserve Bank of New York (2020)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner
(ReDIF-paper, fip:fednls:87976) - The Primary and Secondary Market Corporate Credit Facilities
Liberty Street Economics, Federal Reserve Bank of New York (2020)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar & Peter Van Tassel
(ReDIF-paper, fip:fednls:88048) - Measuring the Forest through the Trees: The Corporate Bond Market Distress Index
Liberty Street Economics, Federal Reserve Bank of New York (2021)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar
(ReDIF-paper, fip:fednls:89957) - The Persistent Compression of the Breakeven Inflation Curve
Liberty Street Economics, Federal Reserve Bank of New York (2021)
by Richard K. Crump & Nikolay Gospodinov & Desi Volker
(ReDIF-paper, fip:fednls:90351) - How Is the Corporate Bond Market Responding to Financial Market Volatility?
Liberty Street Economics, Federal Reserve Bank of New York (2022)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar
(ReDIF-paper, fip:fednls:94285) - What Is Corporate Bond Market Distress?
Liberty Street Economics, Federal Reserve Bank of New York (2022)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar
(ReDIF-paper, fip:fednls:94405) - Short-Dated Term Premia and the Level of Inflation
Liberty Street Economics, Federal Reserve Bank of New York (2022)
by Richard K. Crump & Charles Smith & Peter Van Tassel
(ReDIF-paper, fip:fednls:94848) - How Is the Corporate Bond Market Functioning as Interest Rates Increase?
Liberty Street Economics, Federal Reserve Bank of New York (2022)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar
(ReDIF-paper, fip:fednls:95225) - What Is “Outlook-at-Risk?”
Liberty Street Economics, Federal Reserve Bank of New York (2023)
by Nina Boyarchenko & Richard K. Crump & Leonardo Elias & Ignacio Lopez Gaffney
(ReDIF-paper, fip:fednls:95660) - Look Out for Outlook-at-Risk
Liberty Street Economics, Federal Reserve Bank of New York (2023)
by Nina Boyarchenko & Richard K. Crump & Leonardo Elias & Ignacio Lopez Gaffney
(ReDIF-paper, fip:fednls:96162) - How Large Are Inflation Revisions? The Difficulty of Monitoring Prices in Real Time
Liberty Street Economics, Federal Reserve Bank of New York (2023)
by Richard Audoly & Richard K. Crump & Martín Almuzara & Davide Melcangi & Roshie Xing
(ReDIF-paper, fip:fednls:96719) - A Bayesian VAR Model Perspective on the Lagged Effect of Monetary Policy
Liberty Street Economics, Federal Reserve Bank of New York (2023)
by Richard K. Crump & Marco Del Negro & Keshav Dogra & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula
(ReDIF-paper, fip:fednls:97346) - The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy
Liberty Street Economics, Federal Reserve Bank of New York (2023)
by Richard K. Crump & Marco Del Negro & Keshav Dogra & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula
(ReDIF-paper, fip:fednls:97347) - Expectations and the Final Mile of Disinflation
Liberty Street Economics, Federal Reserve Bank of New York (2024)
by Richard K. Crump & Stefano Eusepi & Aysegul Sahin
(ReDIF-paper, fip:fednls:97903) - Bootstrapping density-weighted average derivatives
Staff Reports, Federal Reserve Bank of New York (2010)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
(ReDIF-paper, fip:fednsr:452) - Regression-based estimation of dynamic asset pricing models
Staff Reports, Federal Reserve Bank of New York (2011)
by Tobias Adrian & Richard K. Crump & Emanuel Moench
(ReDIF-paper, fip:fednsr:493) - Decomposing real and nominal yield curves
Staff Reports, Federal Reserve Bank of New York (2012)
by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench
(ReDIF-paper, fip:fednsr:570) - Fundamental disagreement
Staff Reports, Federal Reserve Bank of New York (2013)
by Philippe Andrade & Richard K. Crump & Stefano Eusepi & Emanuel Moench
(ReDIF-paper, fip:fednsr:655) - Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds
Staff Reports, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Richard K. Crump & Erik Vogt
(ReDIF-paper, fip:fednsr:723) - Subjective Intertemporal Substitution
Staff Reports, Federal Reserve Bank of New York (2015)
by Richard K. Crump & Stefano Eusepi & Andrea Tambalotti & Giorgio Topa
(ReDIF-paper, fip:fednsr:734) - The term structure of expectations and bond yields
Staff Reports, Federal Reserve Bank of New York (2016)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench
(ReDIF-paper, fip:fednsr:775) - Characteristic-Sorted Portfolios: Estimation and Inference
Staff Reports, Federal Reserve Bank of New York (2016)
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg
(ReDIF-paper, fip:fednsr:788) - Changing Risk-Return Profiles
Staff Reports, Federal Reserve Bank of New York (2018)
by Richard K. Crump & Miro Everaert & Domenico Giannone & Sean Hundtofte
(ReDIF-paper, fip:fednsr:850) - On binscatter
Staff Reports, Federal Reserve Bank of New York (2019)
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
(ReDIF-paper, fip:fednsr:881) - Deconstructing the yield curve
Staff Reports, Federal Reserve Bank of New York (2019)
by Richard K. Crump & Nikolay Gospodinov
(ReDIF-paper, fip:fednsr:884) - Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates
Staff Reports, Federal Reserve Bank of New York (2020)
by Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench
(ReDIF-paper, fip:fednsr:88406) - A unified approach to measuring u
Staff Reports, Federal Reserve Bank of New York (2019)
by Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin
(ReDIF-paper, fip:fednsr:889) - Corporate Bond Market Distress
Staff Reports, Federal Reserve Bank of New York (2021)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar
(ReDIF-paper, fip:fednsr:89473) - A Large Bayesian VAR of the United States Economy
Staff Reports, Federal Reserve Bank of New York (2021)
by Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone
(ReDIF-paper, fip:fednsr:92983) - COVID Response: The Commercial Paper Funding Facility
Staff Reports, Federal Reserve Bank of New York (2021)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard
(ReDIF-paper, fip:fednsr:93073) - COVID Response: The Primary and Secondary Corporate Credit Facilities
Staff Reports, Federal Reserve Bank of New York (2021)
by Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner
(ReDIF-paper, fip:fednsr:93083) - The Term Structure of Expectations
Staff Reports, Federal Reserve Bank of New York (2021)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston
(ReDIF-paper, fip:fednsr:93341) - Sparse Trend Estimation
Staff Reports, Federal Reserve Bank of New York (2023)
by Richard K. Crump & Nikolay Gospodinov & Hunter Wieman
(ReDIF-paper, fip:fednsr:95589) - Beta-Sorted Portfolios
Staff Reports, Federal Reserve Bank of New York (2023)
by Matias D. Cattaneo & Richard K. Crump & Weining Wang
(ReDIF-paper, fip:fednsr:96510) - The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times
Staff Reports, Federal Reserve Bank of New York (2024)
by Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin
(ReDIF-paper, fip:fednsr:97912) - Is There Hope for the Expectations Hypothesis?
Staff Reports, Federal Reserve Bank of New York (2024)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench
(ReDIF-paper, fip:fednsr:98133) - The Nonlinear Case Against Leaning Against the Wind
Staff Reports, Federal Reserve Bank of New York (2024)
by Nina Boyarchenko & Richard K. Crump & Keshav Dogra & Leonardo Elias & Ignacio Lopez Gaffney
(ReDIF-paper, fip:fednsr:98177) - Nonlinear Binscatter Methods
Staff Reports, Federal Reserve Bank of New York (2024)
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
(ReDIF-paper, fip:fednsr:98622) - A Simple Diagnostic for Time-Series and Panel-Data Regressions
Staff Reports, Federal Reserve Bank of New York (2024)
by Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney
(ReDIF-paper, fip:fednsr:99063) - A Jackknife Variance Estimator for Panel Regressions
Staff Reports, Federal Reserve Bank of New York (2024)
by Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney
(ReDIF-paper, fip:fednsr:99064) - Corporate Bond Market Distress
Working Paper, Federal Reserve Bank of Richmond (2024)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar
(ReDIF-paper, fip:fedrwp:98841) - Dealing with Limited Overlap in Estimation of Average Treatment Effects
Scholarly Articles, Harvard University Department of Economics (2009)
by Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido
(ReDIF-paper, hrv:faseco:3007645) - Nonparametric Tests for Treatment Effect Heterogeneity
Scholarly Articles, Harvard University Department of Economics (2008)
by Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K.
(ReDIF-paper, hrv:faseco:3039049) - Nonparametric Tests for Treatment Effect Heterogeneity
IZA Discussion Papers, Institute of Labor Economics (IZA) (2006)
by Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.
(ReDIF-paper, iza:izadps:dp2091) - Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand
IZA Discussion Papers, Institute of Labor Economics (IZA) (2006)
by Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.
(ReDIF-paper, iza:izadps:dp2347) - Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand
Working Papers, University of Miami, Department of Economics (2006)
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
(ReDIF-paper, mia:wpaper:0608) - Nonparametric Tests for Treatment Effect Heterogeneity
Working Papers, University of Miami, Department of Economics (2006)
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
(ReDIF-paper, mia:wpaper:0609) - Dealing with Limited Overlap in Estimation of Average Treatment Effects
Working Papers, University of Miami, Department of Economics (2004)
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
(ReDIF-paper, mia:wpaper:0716) - Nonparametric Tests for Treatment Effect Heterogeneity
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006)
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
(ReDIF-paper, nbr:nberte:0324) - Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006)
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
(ReDIF-paper, nbr:nberte:0330) - Fertility and the Personal Exemption: Comment
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by Richard Crump & Gopi Shah Goda & Kevin Mumford
(ReDIF-paper, nbr:nberwo:15984) - A Unified Approach to Measuring u
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin
(ReDIF-paper, nbr:nberwo:25930) - The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin
(ReDIF-paper, nbr:nberwo:29785) - Dealing with limited overlap in estimation of average treatment effects
Biometrika, Biometrika Trust (2009)
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
(ReDIF-article, oup:biomet:v:96:y:2009:i:1:p:187-199) - Noisy Information and Fundamental Disagreement
2014 Meeting Papers, Society for Economic Dynamics (2014)
by Stefano Eusepi & Richard Crump & Emanuel Moench & Philippe Andrade
(ReDIF-paper, red:sed014:797) - Subjective Intertemporal Substitution
2016 Meeting Papers, Society for Economic Dynamics (2016)
by Stefano Eusepi & Giorgio Topa & Andrea Tambalotti & Richard Crump
(ReDIF-paper, red:sed016:83) - Generalized Jackknife Estimators of Weighted Average Derivatives
Journal of the American Statistical Association, Taylor & Francis Journals (2013)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
(ReDIF-article, taf:jnlasa:v:108:y:2013:i:504:p:1243-1256) - Rejoinder
Journal of the American Statistical Association, Taylor & Francis Journals (2013)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
(ReDIF-article, taf:jnlasa:v:108:y:2013:i:504:p:1265-1268) - Comment
Journal of Business & Economic Statistics, Taylor & Francis Journals (2014)
by Matias D. Cattaneo & Richard K. Crump
(ReDIF-article, taf:jnlbes:v:32:y:2014:i:3:p:324-329) - Characteristic-Sorted Portfolios: Estimation and Inference
The Review of Economics and Statistics, MIT Press (2020)
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg
(ReDIF-article, tpr:restat:v:102:y:2020:i:3:p:531-551) - Nonparametric Tests for Treatment Effect Heterogeneity
The Review of Economics and Statistics, MIT Press (2008)
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
(ReDIF-article, tpr:restat:v:90:y:2008:i:3:p:389-405) - On the Factor Structure of Bond Returns
Econometrica, Econometric Society (2022)
by Richard K. Crump & Nikolay Gospodinov
(ReDIF-article, wly:emetrp:v:90:y:2022:i:1:p:295-314)