EconPapers    
Economics at your fingertips  
 

Details about Richard K. Crump

E-mail:
Homepage:http://www.newyorkfed.org/research/economists/crump/index.html
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Richard K. Crump.

Last updated 2019-08-13. Update your information in the RePEc Author Service.

Short-id: pcr107


Jump to Journal Articles

Working Papers

2019

  1. A Unified Approach to Measuring u*
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads
  2. Binscatter Regressions
    Papers, arXiv.org Downloads
  3. Characteristic-Sorted Portfolios: Estimation and Inference
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
    Also in Papers, arXiv.org (2019) Downloads
  4. Deconstructing the yield curve
    Staff Reports, Federal Reserve Bank of New York Downloads
  5. On Binscatter
    Papers, arXiv.org Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads
  6. Subjective intertemporal substitution
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (13)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (3)

2018

  1. Changing risk-return profiles
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)
  2. The term structure of expectations and bond yields
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (11)

2017

  1. Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (16)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (4)

    See also Journal Article in Journal of Finance (2019)

2015

  1. Decomposing real and nominal yield curves
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (15)
    See also Journal Article in Journal of Monetary Economics (2016)
  2. Regression Based Estimation of Dynamic Asset Pricing Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (2015)

2014

  1. Fundamental disagreement
    Working papers, Banque de France Downloads View citations (32)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (6)

    See also Journal Article in Journal of Monetary Economics (2016)
  2. Noisy Information and Fundamental Disagreement
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)

2011

  1. Generalized Jackknife Estimators of Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (7)
    See also Journal Article in Journal of the American Statistical Association (2013)

2010

  1. Bootstrapping Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (7)
    Also in Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (9)

    See also Journal Article in Econometric Theory (2014)
  2. Fertility and the Personal Exemption: Comment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in American Economic Review (2011)

2009

  1. Dealing with Limited Overlap in Estimation of Average Treatment Effects
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (163)
    Also in Working Papers, University of Miami, Department of Economics (2007) Downloads View citations (13)

    See also Journal Article in Biometrika (2009)
  2. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article in Journal of the American Statistical Association (2010)

2008

  1. Nonparametric Tests for Treatment Effect Heterogeneity
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (30)
    Also in Working Papers, University of Miami, Department of Economics (2006) Downloads View citations (2)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2006) Downloads View citations (18)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (2)

    See also Journal Article in The Review of Economics and Statistics (2008)
  2. Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)
    See also Journal Article in Econometric Theory (2014)

2007

  1. Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2012)

2006

  1. Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand
    Working Papers, University of Miami, Department of Economics Downloads View citations (42)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (40)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2006) Downloads View citations (33)

Journal Articles

2019

  1. Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
    Journal of Finance, 2019, 74, (4), 1931-1973 Downloads
    See also Working Paper (2017)

2018

  1. Review of New York Fed studies on the effects of post-crisis banking reforms
    Economic Policy Review, 2018, (24-2), 71-90 Downloads

2016

  1. Decomposing real and nominal yield curves
    Journal of Monetary Economics, 2016, 84, (C), 182-200 Downloads View citations (16)
    See also Working Paper (2015)
  2. Fundamental disagreement
    Journal of Monetary Economics, 2016, 83, (C), 106-128 Downloads View citations (13)
    See also Working Paper (2014)

2015

  1. Regression-based estimation of dynamic asset pricing models
    Journal of Financial Economics, 2015, 118, (2), 211-244 Downloads View citations (14)
    See also Working Paper (2015)

2014

  1. BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (06), 1135-1164 Downloads
    See also Working Paper (2010)
  2. Comment
    Journal of Business & Economic Statistics, 2014, 32, (3), 324-329 Downloads
  3. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (01), 176-200 Downloads View citations (5)
    See also Working Paper (2008)

2013

  1. Generalized Jackknife Estimators of Weighted Average Derivatives
    Journal of the American Statistical Association, 2013, 108, (504), 1243-1256 Downloads View citations (7)
    See also Working Paper (2011)
  2. Pricing the term structure with linear regressions
    Journal of Financial Economics, 2013, 110, (1), 110-138 Downloads View citations (159)
  3. Rejoinder
    Journal of the American Statistical Association, 2013, 108, (504), 1265-1268 Downloads

2012

  1. Optimal inference for instrumental variables regression with non-Gaussian errors
    Journal of Econometrics, 2012, 167, (1), 1-15 Downloads View citations (8)
    See also Working Paper (2007)

2011

  1. Fertility and the Personal Exemption: Comment
    American Economic Review, 2011, 101, (4), 1616-28 Downloads View citations (10)
    See also Working Paper (2010)

2010

  1. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    Journal of the American Statistical Association, 2010, 105, (491), 1070-1083 Downloads View citations (12)
    See also Working Paper (2009)

2009

  1. Dealing with limited overlap in estimation of average treatment effects
    Biometrika, 2009, 96, (1), 187-199 Downloads View citations (197)
    See also Working Paper (2009)

2008

  1. Nonparametric Tests for Treatment Effect Heterogeneity
    The Review of Economics and Statistics, 2008, 90, (3), 389-405 Downloads View citations (27)
    See also Working Paper (2008)
 
Page updated 2019-10-14