Richard K. Crump : Citation Profile


Are you Richard K. Crump?

Federal Reserve Bank of New York

15

H index

18

i10 index

1237

Citations

RESEARCH PRODUCTION:

21

Articles

74

Papers

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 77
   Journals where Richard K. Crump has often published
   Relations with other researchers
   Recent citing documents: 219.    Total self citations: 35 (2.75 %)

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   Permalink: http://citec.repec.org/pcr107
   Updated: 2022-09-24    RAS profile: 2022-06-01    
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Relations with other researchers


Works with:

Boyarchenko, Nina (10)

Kovner, Anna (10)

Shachar, Or (7)

Eusepi, Stefano (6)

Cattaneo, Matias (5)

Giannone, Domenico (5)

Giannoni, Marc (4)

Lucca, David (3)

Gospodinov, Nikolay (3)

Moench, Emanuel (3)

Sahin, Aysegul (3)

santos, joao (2)

Hundtofte, C. (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Richard K. Crump.

Is cited by:

Moreno Gutiérrez, José (44)

Adrian, Tobias (21)

Prem, Mounu (20)

Cattaneo, Matias (17)

Weber, Michael (16)

Liu, Yanyan (14)

Jansson, Michael (14)

Kliem, Martin (12)

Vargas, Juan (11)

Huber, Martin (11)

Caliendo, Marco (11)

Cites to:

Mankiw, N. Gregory (22)

Imbens, Guido (21)

Adrian, Tobias (21)

Campbell, John (20)

Galí, Jordi (17)

Wright, Jonathan (16)

Wouters, Raf (16)

Moench, Emanuel (16)

Giannone, Domenico (16)

Smets, Frank (15)

Williams, John (15)

Main data


Where Richard K. Crump has published?


Journals with more than one article published# docs
Economic Policy Review3
Journal of Monetary Economics3
Journal of Financial Economics2
Econometric Theory2
Journal of the American Statistical Association2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York26
Staff Reports / Federal Reserve Bank of New York18
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
NBER Working Papers / National Bureau of Economic Research, Inc3
Working Papers / University of Miami, Department of Economics3
Papers / arXiv.org3
Scholarly Articles / Harvard University Department of Economics2
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
IZA Discussion Papers / Institute of Labor Economics (IZA)2

Recent works citing Richard K. Crump (2022 and 2021)


YearTitle of citing document
2021The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01.

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2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

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2021The Distributional Impacts of Active Labor Market Programs for Indigenous Populations. (2021). Foley, Kelly ; Feir, Donna. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:111:y:2021:p:216-20.

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2022.

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2021Gimme shelter. Public housing programs and industrialization. The INA-casa plan, Italy.. (2021). Poy, Samuele ; de Blasio, Guido ; Deblasio, Guido ; Dalmazzo, Alberto. In: Discussion Paper series in Regional Science & Economic Geography. RePEc:ahy:wpaper:wp20.

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2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2021A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021007.

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2021Beveridgean Unemployment Gap. (2019). Michaillat, Pascal ; Saez, Emmanuel. In: Papers. RePEc:arx:papers:1911.05271.

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2022Empirical likelihood and uniform convergence rates for dyadic kernel density estimation. (2020). Tan, Bing Yang ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2010.08838.

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2021Deep Learning for Individual Heterogeneity. (2020). Misra, Sanjog ; Liang, Tengyuan ; Farrell, Max H. In: Papers. RePEc:arx:papers:2010.14694.

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2021Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model. (2020). Jarrow, Robert A ; Zhu, Liao ; Wells, Martin T. In: Papers. RePEc:arx:papers:2011.04171.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Zheng ; Linton, Oliver ; Huang, Wei. In: Papers. RePEc:arx:papers:2102.08063.

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2021Automatic Double Machine Learning for Continuous Treatment Effects. (2021). Klosin, Sylvia. In: Papers. RePEc:arx:papers:2104.10334.

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2022On Estimating Multiple Treatment Effects with Regression. (2021). Koles, Michal ; Hull, Peter ; Goldsmith-Pinkham, Paul. In: Papers. RePEc:arx:papers:2106.05024.

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2021The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410.

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2022Estimating returns to special education: combining machine learning and text analysis to address confounding. (2021). Sallin, Aur'Elien. In: Papers. RePEc:arx:papers:2110.08807.

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2021Bounding Treatment Effects by Pooling Limited Information across Observations. (2021). Weidner, Martin ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2111.05243.

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2022Treatment Effect Risk: Bounds and Inference. (2022). Kallus, Nathan. In: Papers. RePEc:arx:papers:2201.05893.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2022Robust and Agnostic Learning of Conditional Distributional Treatment Effects. (2022). Oprescu, Miruna ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2205.11486.

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2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2021Job Applications and Labour Market Flows. (2021). See, Kurt ; Wee, Shu Lin ; Birinci, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:21-49.

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2021Natural unemployment and activity rates: flow-based determinants and implications for price dynamics. (2021). De Philippis, Marta ; D'Amuri, Francesco ; lo Bello, Salvatore ; Lobello, Salvatore ; Guglielminetti, Elisa. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_599_21.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2022The Effect of Paying Parents to Adopt: Evidence from Minnesotas Foster-Care System. (2022). Mac, Diana E ; Bishop, Kelly C. In: Working Papers. RePEc:bdm:wpaper:2022-01.

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2022Information Frictions Across Various Types of Inflation Expectations. (2022). Paul, Hubert ; Camille, Cornand. In: Working papers. RePEc:bfr:banfra:873.

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2022Effects of Banco de la Republicas communication on the yield curve. (2022). Parra-Polania, Julian A ; Ospina-Tejeiro, Juan J ; Melo, Luis Fernando . In: BIS Working Papers. RePEc:bis:biswps:1022.

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2021Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918.

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2021Do term premiums matter? Transmission via exchange rate dynamics. (2021). Takahashi, Koji ; Katagiri, Mitsuru. In: BIS Working Papers. RePEc:bis:biswps:971.

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2021The natural rate of interest through a hall of mirrors. (2021). Rungcharoenkitkul, Phurichai ; Winkler, Fabian. In: BIS Working Papers. RePEc:bis:biswps:974.

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2022Variance reduction in the inverse probability weighted estimators for the average treatment effect using the propensity score. (2022). Rohde, Charles ; Liao, Jiangang. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:2:p:660-667.

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2021Evidence for a YETI? A Cautionary Tale from South Africas Youth Employment Tax Incentive. (2021). Muller, Sean M. In: Development and Change. RePEc:bla:devchg:v:52:y:2021:i:6:p:1301-1342.

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2021Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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2021Combining non?probability and probability survey samples through mass imputation. (2021). Park, Seho ; Kim, Jaekwang ; Wu, Changbao ; Chen, Yilin. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:3:p:941-963.

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2021Instrument residual estimator for any response variable with endogenous binary treatment. (2021). Lee, Myoung-jae. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:3:p:612-635.

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2021Stacked inverse probability of censoring weighted bagging: A case study in the InfCareHIV Register. (2021). Vock, David M ; Kotalik, Ales ; Ginestet, Pablo Gonzalez ; Gabriel, Erin E ; Wolfson, Julian. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:1:p:51-65.

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2021A framework for covariate balance using Bregman distances. (2021). Ghosh, Debashis ; Yang, Fan ; Juarezcolunga, Elizabeth ; Josey, Kevin P. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:3:p:790-816.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

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2021Incremental intervention effects in studies with dropout and many timepoints#. (2021). Ashley, Naimi ; Edward, Kennedy ; Kwangho, Kim. In: Journal of Causal Inference. RePEc:bpj:causin:v:9:y:2021:i:1:p:302-344:n:13.

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2022Entropy Balancing for Continuous Treatments. (2022). Tübbicke, Stefan ; Stefan, Tubbicke. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:11:y:2022:i:1:p:71-89:n:7.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Z ; Linton, O ; Huang, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2113.

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2021Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/30.

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2021Inflation Expectations and Firm Decisions: New Causal Evidence. (2020). Gorodnichenko, Yuriy ; Coibion, Olivier ; Ropele, Tiziano. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt54f0k77k.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2022What Do the Data Tell Us about Inflation Expectations?. (2022). Weber, Michael ; Malmendier, Ulrike M ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9602.

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2021Borders within Europe. (2021). Santamara, Marta ; Yeilbayraktar, Uaur ; Ventura, Jaume. In: CAGE Online Working Paper Series. RePEc:cge:wacage:560.

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2021Estimates of the US Shadow-Rate. (2021). Pia, Marco ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:923.

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2022Peaceful Entry: Entrepreneurship Dynamics During Colombia s Peace Agreement. (2022). Vargas, Juan ; Prem, Mounu ; Bernal, C ; Ortiz, M. In: Documentos de Trabajo. RePEc:col:000092:019938.

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2022The Limits of Hegemony: Banks, Covert Actions, and Foreign Firms. (2022). Prem, M ; Gonzalez, F ; Aldunate, F. In: Documentos de Trabajo. RePEc:col:000092:020055.

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2021Landmines: The local effects of demining. (2021). Vargas, Juan ; Prem, Mounu ; Purroy, Miguel. In: Documentos de Trabajo LACEA. RePEc:col:000518:019733.

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2022Peaceful entry: Entrepreneurship dynamics during Colombia’s peace agreement. (2022). Vargas, Juan ; Prem, Mounu ; Bernal, Carolina ; Ortiz, Monica. In: Documentos de Trabajo LACEA. RePEc:col:000518:019939.

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2022Look who’s Talking: Individual Committee members’ impact on inflation expectations. (2022). Kwiatkowski, Andrzej ; Menzies, Craig ; Rambaccussing, Dooruj. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:305.

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2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
2021Employment and the conduct of monetary policy in the euro area. (2021). Vanhala, Juuso ; Ristiniemi, Annukka ; Pidkuyko, Myroslav ; Mongelli, Francesco ; Mazelis, Falk ; Lozej, Matija ; Hertweck, Matthias ; Dossche, Maarten ; Coenen, Günter ; BOBEICA, Elena ; Angino, Siria ; Nakov, Anton ; Justo, Ana Seco ; Botelho, Vasco ; Sokol, Andrej ; Hammermann, Felix ; Goy, Gavin ; Warne, Anders ; Kanutin, Andrew ; Polemidiotis, Marios ; Ajevskis, Viktors ; Motto, Roberto ; le Roux, Julien ; Saint-Guilhem, Arthur ; Bodnar, Katalin ; Slacalek, Jirka ; Lydon, Reamonn ; Salvador, Ramon Gomez ; da Silva, Antonio Dias ; Jacquinot, Pascal ; Ploj, Gasper ; Sondermann, David ; Montero, Jose ; Lhuissier, Stephane ; Rodrigues, Manuel Bernado ; Piton, Celine ; Obstbaum, Meri ; Gomes, Sandra ; de Philippis, Marta ; Thaler, Do
2021The effect of macroeconomic uncertainty on household spending. (2021). Weber, Michael ; Kenny, Geoff ; Gorodnichenko, Yuriy ; Georgarakos, Dimitris ; Coibion, Olivier. In: Working Paper Series. RePEc:ecb:ecbwps:20212557.

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2021Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612.

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2021Childbearing and the distribution of the reservation price of fertility: The case of the Korean baby bonus program. (2021). Jales, Hugo ; Choo, Dahae. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s104900782100124x.

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2022Lockdown and retail trading in the equity market. (2022). Chiah, Mardy ; Zhong, Angel ; Tian, Xiao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001428.

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2021Compensating for academic loss: Online learning and student performance during the COVID-19 pandemic. (2021). Zhu, Rong ; Clark, Andrew ; Nong, Huifu. In: China Economic Review. RePEc:eee:chieco:v:68:y:2021:i:c:s1043951x2100047x.

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2022Asymmetries in risk premia, macroeconomic uncertainty and business cycles. (2022). Yeromonahos, Mallory ; Gortz, Christoph. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000355.

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2021Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2021Equity premium and monetary policy in a model with limited asset market participation. (2021). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:430-440.

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2021The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Andrieș, Alin Marius ; Sprincean, Nicu ; Ongena, Steven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431.

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2021Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies. (2021). Kim, Dae Hwan ; Suh, Sangwon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001480.

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2021How to stimulate environmentally friendly consumption: Evidence from a nationwide social experiment in Japan to promote eco-friendly coffee. (2021). Takahashi, Ryo. In: Ecological Economics. RePEc:eee:ecolec:v:186:y:2021:i:c:s0921800921001403.

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2021Overlap in observational studies with high-dimensional covariates. (2021). Sekhon, Jasjeet ; Lei, Lihua ; Feller, Avi ; Ding, Peng ; Damour, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:644-654.

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2021Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores. (2021). Kazak, Ekaterina ; Heiler, Phillip. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1083-1108.

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2021Permutation test for heterogeneous treatment effects with a nuisance parameter. (2021). Olivares, Mauricio ; Chung, Eunyi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:148-174.

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2021Difference-in-Differences with multiple time periods. (2021). Callaway, Brantly. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:200-230.

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2022A test of the selection on observables assumption using a discontinuously distributed covariate. (2022). Yildiz, Nee ; Khalil, Umair. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:423-450.

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2021Adaptive learning with term structure information. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000428.

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2022Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data. (2022). Czudaj, Robert. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000071.

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2021Trader positions in VIX futures. (2021). Yang, Jimmy J ; Chen, Yu-Lun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:1-17.

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2021Do regional emission trading schemes lead to carbon leakage within firms? Evidence from Japan. (2021). Arimura, Toshi ; Sadayuki, Taisuke. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005211.

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2021Long-term foreign exchange risk premia and inflation risk. (2021). Moneta, Fabio ; Kim, Dae Hwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002271.

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2022Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

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2022Flight-to-safety and retail investor behavior. (2022). Lehnert, Thorsten. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922001090.

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2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593.

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2022Effects of monetary policy announcements on term premia in the euro area during the COVID-19 pandemic. (2022). Moessner, Richhild ; de Haan, Jakob. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001367.

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2022How investor demands for safety influence bank capital and liquidity trade-offs. (2022). Temesvary, Judit ; Passmore, Wayne. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s157230892200016x.

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2021Covered interest parity deviations: Macrofinancial determinants. (2021). Obstfeld, Maurice ; Cerutti, Eugenio ; Zhou, Haonan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000246.

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2021In search of distress risk in emerging markets. (2021). Haas, Adam ; Chari, Anusha ; Asis, Gonzalo. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000404.

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2021The international spillover effects of US monetary policy uncertainty. (2021). Lakdawala, Aeimit ; Schaffer, Matthew ; Moreland, Timothy. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001057.

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2022Effects of including refugees in local government schools on pupils’ learning achievement: Evidence from West Nile, Uganda. (2022). Wokadala, James ; Sakaue, Katsuki. In: International Journal of Educational Development. RePEc:eee:injoed:v:90:y:2022:i:c:s0738059321001966.

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2021The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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2021The leverage anomaly in U.S. bank stock returns. (2021). Venmans, Frank. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001384.

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2021No-Arbitrage pricing of GDP-Linked bonds. (2021). Eguren Martin, Fernando ; Yan, Wen ; Meldrum, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000339.

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2021Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229.

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2021Monetary policy’s rising FX impact in the era of ultra-low rates. (2021). Ferrari, Massimo ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100100x.

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2022Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

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2022Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009.

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2022Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium. (2022). Park, Sunjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003447.

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2021Heterogeneity in individual expectations, sentiment, and constant-gain learning. (2021). Milani, Fabio ; Cole, Stephen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:627-650.

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2021Exchange rates and expenditure of households with foreign-born members: Evidence from Australia. (2021). Hasan, Syed ; Breunig, Robert ; Shakur, Shamim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:977-997.

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2022Ignorance, pervasive uncertainty, and household finance. (2022). Luo, Yulei ; Wang, Haijun ; Nie, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000211.

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2021Implied volatility duration: A measure for the timing of uncertainty resolution. (2021). Weber, Rudiger ; Thimme, Julian ; Schlag, Christian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:127-144.

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2021Factors and risk premia in individual international stock returns. (2021). Scaillet, Olivier ; Chaieb, Ines ; Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:669-692.

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2022Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79.

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2022It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities. (2022). Boyarchenko, Nina ; Shachar, OR ; Kovner, Anna. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:3:p:695-731.

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More than 100 citations found, this list is not complete...

Works by Richard K. Crump:


YearTitleTypeCited
2007Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors In: CREATES Research Papers.
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paper12
2012Optimal inference for instrumental variables regression with non-Gaussian errors.(2012) In: Journal of Econometrics.
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2008Small Bandwidth Asymptotics for Density-Weighted Average Derivatives In: CREATES Research Papers.
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paper16
2014Small bandwidth asymptotics for density-weighted average derivatives.(2014) In: Department of Economics, Working Paper Series.
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paper
2014SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
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article
2009Robust Data-Driven Inference for Density-Weighted Average Derivatives In: CREATES Research Papers.
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paper21
2010Robust Data-Driven Inference for Density-Weighted Average Derivatives.(2010) In: Journal of the American Statistical Association.
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article
2010Bootstrapping Density-Weighted Average Derivatives In: CREATES Research Papers.
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paper14
2014BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
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This paper has another version. Agregated cites: 14
article
2010Bootstrapping density-weighted average derivatives.(2010) In: Staff Reports.
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This paper has another version. Agregated cites: 14
paper
2011Generalized Jackknife Estimators of Weighted Average Derivatives In: CREATES Research Papers.
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paper25
2013Generalized Jackknife Estimators of Weighted Average Derivatives.(2013) In: Department of Economics, Working Paper Series.
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This paper has another version. Agregated cites: 25
paper
2013Generalized Jackknife Estimators of Weighted Average Derivatives.(2013) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 25
article
2011Fertility and the Personal Exemption: Comment In: American Economic Review.
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article16
2010Fertility and the Personal Exemption: Comment.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
2019Characteristic-Sorted Portfolios: Estimation and Inference In: Papers.
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paper6
2016Characteristic-Sorted Portfolios: Estimation and Inference.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 6
paper
2020Characteristic-Sorted Portfolios: Estimation and Inference.(2020) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 6
article
2021On Binscatter In: Papers.
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paper0
2019On binscatter.(2019) In: Staff Reports.
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paper
2021Binscatter Regressions In: Papers.
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paper1
2014Fundamental disagreement. In: Working papers.
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paper75
2016Fundamental disagreement.(2016) In: Journal of Monetary Economics.
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article
2013Fundamental disagreement.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 75
paper
2019Nonlinearity and Flight?to?Safety in the Risk?Return Trade?Off for Stocks and Bonds In: Journal of Finance.
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article43
2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2015Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
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paper33
2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
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This paper has another version. Agregated cites: 33
paper
2019A Unified Approach to Measuring u* In: CEPR Discussion Papers.
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paper33
2019A unified approach to measuring u*.(2019) In: Staff Reports.
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This paper has another version. Agregated cites: 33
paper
2019A Unified Approach to Measuring u*.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 33
paper
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates In: CEPR Discussion Papers.
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paper4
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
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article309
2022Subjective intertemporal substitution In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article29
2015Subjective Intertemporal Substitution.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2016Subjective Intertemporal Substitution.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 29
paper
2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article71
2012Decomposing real and nominal yield curves.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2020Unemployment Rate Benchmarks In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper1
2018Review of New York Fed studies on the effects of post-crisis banking reforms In: Economic Policy Review.
[Full Text][Citation analysis]
article0
2022The Primary and Secondary Corporate Credit Facilities In: Economic Policy Review.
[Full Text][Citation analysis]
article0
2022The Commercial Paper Funding Facility In: Economic Policy Review.
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article0
2020The Commercial Paper Funding Facility.(2020) In: Liberty Street Economics.
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This paper has another version. Agregated cites: 0
paper
2011A Look at the Accuracy of Policy Expectations In: Liberty Street Economics.
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paper0
2012Skills Mismatch, Construction Workers and the Labor Market In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2012Is U.S. Monetary Policy Seasonal? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2013Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? In: Liberty Street Economics.
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paper1
2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
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paper3
2013Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting In: Liberty Street Economics.
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paper0
2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
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paper1
2014Connecting “The Dots”: Disagreement in the Federal Open Market Committee In: Liberty Street Economics.
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paper0
2014Survey Measures of Expectations for the Policy Rate In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2014Interest Rate Derivatives and Monetary Policy Expectations In: Liberty Street Economics.
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paper0
2014Data Insight: Which Growth Rate? It’s a Weighty Subject In: Liberty Street Economics.
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paper0
2015Discounting the Long-Run In: Liberty Street Economics.
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paper0
2016Fundamental Disagreement: How Much and Why? In: Liberty Street Economics.
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paper22
2016Forecasting Interest Rates over the Long Run In: Liberty Street Economics.
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paper0
2016What Drives Forecaster Disagreement about Monetary Policy? In: Liberty Street Economics.
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paper0
2018The Effects of Post-Crisis Banking Reforms In: Liberty Street Economics.
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paper0
2018Changing Risk-Return Profiles In: Liberty Street Economics.
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paper3
2018Changing risk-return profiles.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019Real Inventory Slowdowns In: Liberty Street Economics.
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paper0
2020Reading the Tea Leaves of the U.S. Business Cycle—Part One In: Liberty Street Economics.
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paper0
2020Reading the Tea Leaves of the U.S. Business Cycle—Part Two In: Liberty Street Economics.
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paper0
2020The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics.
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paper2
2021Measuring the Forest through the Trees: The Corporate Bond Market Distress Index In: Liberty Street Economics.
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paper0
2021The Persistent Compression of the Breakeven Inflation Curve In: Liberty Street Economics.
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paper0
2022How Is the Corporate Bond Market Responding to Financial Market Volatility? In: Liberty Street Economics.
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paper0
2022What Is Corporate Bond Market Distress? In: Liberty Street Economics.
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paper0
2016The term structure of expectations and bond yields In: Staff Reports.
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paper14
2019Deconstructing the yield curve In: Staff Reports.
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paper1
2021Measuring Corporate Bond Market Dislocations In: Staff Reports.
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paper1
2021A Large Bayesian VAR of the United States Economy In: Staff Reports.
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paper0
2021COVID Response: The Commercial Paper Funding Facility In: Staff Reports.
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paper0
2021COVID Response: The Primary and Secondary Corporate Credit Facilities In: Staff Reports.
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paper1
2021The Term Structure of Expectations In: Staff Reports.
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paper0
2009Dealing with Limited Overlap in Estimation of Average Treatment Effects In: Scholarly Articles.
[Full Text][Citation analysis]
paper341
2007Dealing with Limited Overlap in Estimation of Average Treatment Effects.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 341
paper
2009Dealing with limited overlap in estimation of average treatment effects.(2009) In: Biometrika.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 341
article
2008Nonparametric Tests for Treatment Effect Heterogeneity In: Scholarly Articles.
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paper64
2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 64
paper
2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 64
paper
2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 64
paper
2008Nonparametric Tests for Treatment Effect Heterogeneity.(2008) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 64
article
2006Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand In: IZA Discussion Papers.
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paper64
2006Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 64
paper
2006Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand.(2006) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
paper
2022The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times In: NBER Working Papers.
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paper2
2014Noisy Information and Fundamental Disagreement In: 2014 Meeting Papers.
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paper8
2013Rejoinder In: Journal of the American Statistical Association.
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article0
2014Comment In: Journal of Business & Economic Statistics.
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article0
2022On the Factor Structure of Bond Returns In: Econometrica.
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