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