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