Richard K. Crump

Names

Contact

Affiliations

• Federal Reserve Bank of New York → Research and Statistics Group
  • website
  • location: New York City, New York (United States)

Research profile

author of:

• Nonparametric Tests for Treatment Effect Heterogeneity
  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
  by Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.
• Nonparametric Tests for Treatment Effect Heterogeneity
  by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
• Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
  by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
• Nonparametric Tests for Treatment Effect Heterogeneity
  by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
• Nonparametric Tests for Treatment Effect Heterogeneity
  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
  by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
• Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors
  by Mathias D. Cattaneo & Richard K. Crump & Michael Jansson
• Dealing with Limited Overlap in Estimation of Average Treatment Effects
  by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
• Dealing with limited overlap in estimation of average treatment effects
  by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
• Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand
  by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
• Robust Data-Driven Inference for Density-Weighted Average Derivatives
  by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
• Fertility and the Personal Exemption: Comment
  by Richard Crump & Gopi Shah Goda & Kevin Mumford
• Bootstrapping density-weighted average derivatives
  by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
• Bootstrapping Density-Weighted Average Derivatives
  by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
• Robust Data-Driven Inference for Density-Weighted Average Derivatives
  by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
• Generalized Jackknife Estimators of Weighted Average Derivatives
  by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
• Regression-based estimation of dynamic asset pricing models
  by Tobias Adrian & Richard K. Crump & Emanuel Moench
• Fertility and the Personal Exemption: Comment
  by Richard Crump & Gopi Shah Goda & Kevin J. Mumford
• Nonparametric Tests for Treatment Effect Heterogeneity
  by Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K.
• Dealing with Limited Overlap in Estimation of Average Treatment Effects
  by Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido
• Optimal inference for instrumental variables regression with non-Gaussian errors
  by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
• Decomposing real and nominal yield curves
  by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench
• Pricing the term structure with linear regressions
  by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
  by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
• Fundamental disagreement
  by Philippe Andrade & Richard K. Crump & Stefano Eusepi & Emanuel Moench
• Rejoinder
  by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
• Generalized Jackknife Estimators of Weighted Average Derivatives
  by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
• Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds
  by Tobias Adrian & Richard K. Crump & Erik Vogt
• Regression Based Estimation of Dynamic Asset Pricing Models
  by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
• Noisy Information and Fundamental Disagreement
  by Stefano Eusepi & Richard Crump & Emanuel Moench & Philippe Andrade
• BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
  by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
• Comment
  by Matias D. Cattaneo & Richard K. Crump
• Fundamental disagreement.
  by P. Andrade & R. Crump & S. Eusepi & E. Moench
• Subjective Intertemporal Substitution
  by Richard K. Crump & Stefano Eusepi & Andrea Tambalotti & Giorgio Topa
• Regression-based estimation of dynamic asset pricing models
  by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
• The term structure of expectations and bond yields
  by Richard K. Crump & Stefano Eusepi & Emanuel Moench
• Characteristic-Sorted Portfolios: Estimation and Inference
  by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg
• Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds
  by Adrian, Tobias & Crump, Richard K. & Vogt, Erik
• Subjective Intertemporal Substitution
  by Stefano Eusepi & Giorgio Topa & Andrea Tambalotti & Richard Crump
• Fundamental disagreement
  by Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel
• Decomposing real and nominal yield curves
  by Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui
• Changing risk-return profiles
  by Richard K. Crump & Domenico Giannone & Sean Hundtofte
• Review of New York Fed studies on the effects of post-crisis banking reforms
  by Richard K. Crump & Joao A. C. Santos
• Characteristic-Sorted Portfolios: Estimation and Inference
  by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg
• On binscatter
  by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
• On Binscatter
  by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
• Binscatter Regressions
  by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
• Deconstructing the yield curve
  by Richard K. Crump & Nikolay Gospodinov
• A Unified Approach to Measuring u*
  by Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin
• A unified approach to measuring u*
  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
  by TOBIAS ADRIAN & RICHARD K. CRUMP & ERIK VOGT
• A Unified Approach to Measuring u*
  by Crump, Richard K. & Eusepi, Stefano & Giannoni, Marc & Sahin, Aysegul
• A Look at the Accuracy of Policy Expectations
  by Richard K. Crump & Stefano Eusepi & Emanuel Moench
• Treasury Term Premia: 1961-Present
  by Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench
• Interest Rate Derivatives and Monetary Policy Expectations
  by Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe
• Real Inventory Slowdowns
  by Richard K. Crump & David O. Lucca & Casey McQuillan
• What Drives Forecaster Disagreement about Monetary Policy?
  by Richard K. Crump & Stefano Eusepi
• Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement?
  by Richard K. Crump & Stefano Eusepi & Emanuel Moench
• Survey Measures of Expectations for the Policy Rate
  by Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe
• Reading the Tea Leaves of the U.S. Business Cycle—Part One
  by Richard K. Crump & Domenico Giannone & David O. Lucca
• Skills Mismatch, Construction Workers and the Labor Market
  by Richard K. Crump & Aysegul Sahin
• Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting
  by Richard K. Crump & Stefano Eusepi & Emanuel Moench
• Is U.S. Monetary Policy Seasonal?
  by Richard K. Crump & David O. Lucca
• Reading the Tea Leaves of the U.S. Business Cycle—Part Two
  by Richard K. Crump & Domenico Giannone & David O. Lucca
• Do Treasury Term Premia Rise around Monetary Tightenings?
  by Tobias Adrian & Richard K. Crump & Emanuel Moench
• Fundamental Disagreement: How Much and Why?
  by Richard K. Crump & Stefano Eusepi
• Data Insight: Which Growth Rate? It’s a Weighty Subject
  by Richard K. Crump & Stefano Eusepi & David O. Lucca & Emanuel Moench
• The Effects of Post-Crisis Banking Reforms
  by Richard K. Crump & Joao A. C. Santos
• Discounting the Long-Run
  by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu
• Connecting “The Dots”: Disagreement in the Federal Open Market Committee
  by Richard K. Crump & Troy A. Davig & Stefano Eusepi & Emanuel Moench
• Changing Risk-Return Profiles
  by Richard K. Crump & Domenico Giannone & Sean Hundtofte
• Forecasting Interest Rates over the Long Run
  by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu
• The Commercial Paper Funding Facility
  by Nina Boyarchenko & Richard K. Crump & Anna Kovner
• The Primary and Secondary Market Corporate Credit Facilities
  by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar & Peter Van Tassel
• Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates
  by Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench
• Unemployment Rate Benchmarks
  by Richard K. Crump & Christopher J. Nekarda & Nicolas Petrosky-Nadeau
• Characteristic-Sorted Portfolios: Estimation and Inference
  by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg
• Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates
  by Cao, Shuo & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel
• Measuring Corporate Bond Market Dislocations
  by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar
• Measuring the Forest through the Trees: The Corporate Bond Market Distress Index
  by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar