Richard K. Crump : Citation Profile

Are you Richard K. Crump?

Federal Reserve Bank of New York

16

H index

20

i10 index

1607

Citations

RESEARCH PRODUCTION:

23

Articles

94

Papers

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 89
   Journals where Richard K. Crump has often published
   Relations with other researchers
   Recent citing documents: 197.    Total self citations: 41 (2.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcr107
   Updated: 2024-12-03    RAS profile: 2024-06-09    
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Relations with other researchers

Works with:

Boyarchenko, Nina (15)

Kovner, Anna (12)

Cattaneo, Matias (10)

Eusepi, Stefano (9)

Shachar, Or (9)

Sahin, Aysegul (8)

Farrell, Max (8)

Giannoni, Marc (7)

Moench, Emanuel (4)

Gospodinov, Nikolay (4)

Lucca, David (3)

Elias, Leonardo (3)

Dogra, Keshav (3)

Giannone, Domenico (3)

Van Tassel, Peter (2)

Cao, Shuo (2)

Lee, Donggyu (2)

Del Negro, Marco (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:

Prem, Mounu (29)

Weber, Michael (21)

Cattaneo, Matias (21)

Adrian, Tobias (21)

Jansson, Michael (18)

Hubert, Paul (18)

Coibion, Olivier (16)

Gorodnichenko, Yuriy (16)

Huber, Martin (16)

Vargas, Juan (16)

Cornand, Camille (14)

Cites to:

Campbell, John (33)

Adrian, Tobias (28)

Imbens, Guido (25)

Moench, Emanuel (22)

Shiller, Robert (19)

Wright, Jonathan (18)

Mankiw, N. Gregory (18)

Shachar, Or (17)

Giannone, Domenico (17)

Boyarchenko, Nina (16)

Cattaneo, Matias (15)

Main data

Where Richard K. Crump has published?

Journals with more than one article published# docs
Journal of Monetary Economics4
Economic Policy Review3
The Review of Economics and Statistics2
Journal of the American Statistical Association2
Econometric Theory2
American Economic Review2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York34
Staff Reports / Federal Reserve Bank of New York26
Papers / arXiv.org5
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Papers / University of Miami, Department of Economics3
NBER Working Papers / National Bureau of Economic Research, Inc3
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 (2024 and 2023)

YearTitle of citing document
2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2024On 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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2023Bounding Treatment Effects by Pooling Limited Information across Observations. (2021). Weidner, Martin ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2111.05243.

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2023Robust and Agnostic Learning of Conditional Distributional Treatment Effects. (2022). Oprescu, Miruna ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2205.11486.

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2024Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators. (2022). Masini, Ricardo ; Jansson, Michael ; Farrell, Max H ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2301.00277.

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2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

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2023Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits. (2023). Porter, Jack R ; Hirano, Keisuke. In: Papers. RePEc:arx:papers:2302.03117.

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2023Robust inference for the treatment effect variance in experiments using machine learning. (2023). Sanchez-Becerra, Alejandro. In: Papers. RePEc:arx:papers:2306.03363.

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2023Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628.

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2024Randomization Inference of Heterogeneous Treatment Effects under Network Interference. (2023). Owusu, Julius. In: Papers. RePEc:arx:papers:2308.00202.

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2024Inference on LATEs with covariates. (2024). Nibbering, Didier ; Boot, Tom. In: Papers. RePEc:arx:papers:2402.12607.

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2024The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:24-03.

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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

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2023CP and CDs markets: a primer. (2023). Todorov, Karamfil ; Schrimpf, Andreas ; Aquilina, Matteo. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309e.

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2023The term structure of inflation forecasts disagreement and monetary policy transmission. (2023). Zhu, Sonya ; Xia, Dora ; Barbera, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:1114.

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2023What is the benefit of membership in farm producer organizations? The case of coffee producers in Peru. (2023). Skevas, Theodoros ; Grashuis, Jasper. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:2:p:423-443.

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2023Rejoinder to “Reader reaction to ‘Outcome?adaptive Lasso: Variable selection for causal inference’ by Shortreed and Ertefaie (2017)”. (2023). Shortreed, Susan M ; Ertefaie, Ashkan ; Jones, Jeremiah. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:521-525.

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2023Testing for heterogeneity in the utility of a surrogate marker. (2023). Tian, LU ; Cai, Tianxi ; Parast, Layla. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:799-810.

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2023The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376.

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2024Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Drought and social conflict in rural Zimbabwe: Does the burden fall on women and girls?. (2023). Kairiza, Terrence ; Chigusiwa, Lloyd ; Kembo, George. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:1:p:178-197.

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2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

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2023Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766.

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2023Consumers Macroeconomic Expectations. (2023). Lamla, Michael ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10709.

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2023Central Bank Communication with the General Public. (2023). Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10713.

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2024Short-Term Events, Long-Term Friends? Freshman Orientation Peers and Academic Performance. (2024). Brade, Raphael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11046.

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2024Health Workforce Reallocation in the Aftermath of Conflict: Evidence from Colombia. (2024). Vargas, Juan ; Prem, Mounu ; Rodriguez-Lesmes, Paul ; Mora-Garcia, Claudio A. In: Documentos de Trabajo. RePEc:col:000092:021124.

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2024.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2023Fertility responses to the relaxation of migration restrictions: Evidence from the Hukou reform in China. (2023). Zhang, Jiawei ; Liang, Yinhe ; Dong, Xiaoqi. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23001256.

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2024Significance test for semiparametric conditional average treatment effects and other structural functions. (2024). Zhu, Lixing ; Guo, XU ; Zhou, Niwen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001500.

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2024Peaceful entry: Entrepreneurship dynamics during Colombia’s peace agreement. (2024). Vargas, Juan ; Prem, Mounu ; Bernal, Carolina ; Ortiz, Monica. In: Journal of Development Economics. RePEc:eee:deveco:v:166:y:2024:i:c:s0304387823000743.

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2024The limits of hegemony: U.S. banks and Chilean firms in the Cold War. (2024). Prem, Mounu ; González, Felipe ; Aldunate, Felipe ; Gonzalez, Felipe. In: Journal of Development Economics. RePEc:eee:deveco:v:166:y:2024:i:c:s0304387823001682.

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2024Does labor composition impact the transmission of monetary policy to output?. (2024). Tantri, Prasanna ; Mannil, Nithin ; Bujunoori, Raja Reddy. In: Journal of Development Economics. RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001979.

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2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

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2023Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386.

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2023Duration structure of unemployment hazards and the trend unemployment rate. (2023). Ahn, Hie Joo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000702.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099.

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2023The short-run effects of public incentives for innovation in Italy. (2023). Ventura, Marco ; Mellace, Giovanni. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004151.

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2023Diligent forecasters can make accurate predictions despite disagreeing with the consensus. (2023). Zheng, Xinye ; An, Zidong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001840.

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2023Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328.

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2023US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078.

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2023Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy. (2023). Nitschka, Thomas ; Ramelet, Marc-Antoine. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003336.

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2023The distribution of rolling regression estimators. (2023). Juhl, Ted ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463.

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2023Policy evaluation during a pandemic. (2023). Li, Tong ; Callaway, Brantly. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001483.

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2023Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance. (2023). Umlandt, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001641.

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2023Semiparametric estimation of long-term treatment effects. (2023). Ritzwoller, David M ; Chen, Jiafeng. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623002610.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024Power enhancement for testing multi-factor asset pricing models via Fisher’s method. (2024). Xue, Lingzhou ; Yao, Jiawei ; Yu, Xiufan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001525.

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2024Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639.

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2024Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations. (2024). Munro, Evan ; Metzger, Jonas ; Imbens, Guido W ; Athey, Susan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000440.

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2024Kernel density estimation for undirected dyadic data. (2024). Powell, James L ; Niu, Fengshi ; Graham, Bryan S. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407622001610.

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2023Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?. (2023). Wang, Ben Zhe ; Sheen, Jeffrey. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002252.

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2023Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919.

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2023The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311.

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2024Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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2023Attention based dynamic graph neural network for asset pricing. (2023). Yu, Dantong ; Tao, Xinyuan ; Uddin, Ajim. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000959.

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2024The efficiency of the Estr overnight index swap market. (2024). Realdon, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312400009x.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2023Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171.

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2023Inflation expectations and household expenditure: Evidence from pseudo-panel data in Japan. (2023). Hori, Masahiro ; Niizeki, Takeshi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:308-324.

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2023Policy evaluation of waste pricing programs using heterogeneous causal effect estimation. (2023). Valente, Marica. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:117:y:2023:i:c:s0095069622001085.

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2023International environmental agreements and imperfect enforcement: Evidence from CITES. (2023). Heid, Benedikt ; Marquez-Ramos, Laura. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:118:y:2023:i:c:s0095069623000025.

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2023Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642.

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2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

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2023Firm R&D and financial analysis: How do they interact?. (2023). Peress, Joel ; Goldman, Jim. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000559.

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2023Banks, maturity transformation, and monetary policy. (2023). Paul, Pascal. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s104295732200064x.

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2024The effect of primary healthcare on mortality: Evidence from Costa Rica. (2024). Mora-García, Claudio ; Pesec, Madeline ; Mora-Garcia, Claudio A ; Prado, Andrea M. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001108.

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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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2012Optimal inference for instrumental variables regression with non-Gaussian errors.(2012) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 14		article
2008Small Bandwidth Asymptotics for Density-Weighted Average Derivatives In: CREATES Research Papers.
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2014SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Department of Economics, Working Paper Series.
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This paper has nother version. Agregated cites: 20		paper
2014SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
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This paper has nother version. Agregated cites: 20		article
2009Robust Data-Driven Inference for Density-Weighted Average Derivatives In: CREATES Research Papers.
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2010Robust Data-Driven Inference for Density-Weighted Average Derivatives.(2010) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 25		article
2010Bootstrapping Density-Weighted Average Derivatives In: CREATES Research Papers.
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2014BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
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This paper has nother version. Agregated cites: 14		article
2010Bootstrapping density-weighted average derivatives.(2010) In: Staff Reports.
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This paper has nother version. Agregated cites: 14		paper
2011Generalized Jackknife Estimators of Weighted Average Derivatives In: CREATES Research Papers.
[Full Text][Citation analysis]		paper28
2013Generalized Jackknife Estimators of Weighted Average Derivatives.(2013) In: Department of Economics, Working Paper Series.
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This paper has nother version. Agregated cites: 28		paper
2013Generalized Jackknife Estimators of Weighted Average Derivatives.(2013) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 28		article
2011Fertility and the Personal Exemption: Comment In: American Economic Review.
[Full Text][Citation analysis]		article26
2010Fertility and the Personal Exemption: Comment.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 26		paper
2024On Binscatter In: American Economic Review.
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2024On Binscatter.(2024) In: Papers.
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.() In: .
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2019On binscatter.(2019) In: Staff Reports.
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2019Characteristic-Sorted Portfolios: Estimation and Inference In: Papers.
[Full Text][Citation analysis]		paper12
2016Characteristic-Sorted Portfolios: Estimation and Inference.(2016) In: Staff Reports.
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2020Characteristic-Sorted Portfolios: Estimation and Inference.(2020) In: The Review of Economics and Statistics.
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2024Binscatter Regressions In: Papers.
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2024Beta-Sorted Portfolios In: Papers.
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2023Beta-Sorted Portfolios.(2023) In: Staff Reports.
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2024Nonlinear Binscatter Methods.(2024) In: Staff Reports.
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2014Fundamental disagreement. In: Working papers.
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2016Fundamental disagreement.(2016) In: Journal of Monetary Economics.
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2013Fundamental disagreement.(2013) In: Staff Reports.
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2019A Unified Approach to Measuring u* In: Brookings Papers on Economic Activity.
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2019A Unified Approach to Measuring u*.(2019) In: CEPR Discussion Papers.
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2019A unified approach to measuring u*.(2019) In: Staff Reports.
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2019A Unified Approach to Measuring u*.(2019) In: NBER Working Papers.
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2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
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2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
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2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
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2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds In: CEPR Discussion Papers.
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2015Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds.(2015) In: Staff Reports.
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2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates In: CEPR Discussion Papers.
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2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates.(2020) In: Staff Reports.
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2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
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2015Subjective Intertemporal Substitution.(2015) In: Staff Reports.
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2016Subjective Intertemporal Substitution.(2016) In: 2016 Meeting Papers.
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2024The unemployment–inflation trade-off revisited: The Phillips curve in COVID times In: Journal of Monetary Economics.
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2024The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times.(2024) In: Staff Reports.
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2022The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times.(2022) In: NBER Working Papers.
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2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
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2012Decomposing real and nominal yield curves.(2012) In: Staff Reports.
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2020Unemployment Rate Benchmarks In: Finance and Economics Discussion Series.
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2018Review of New York Fed studies on the effects of post-crisis banking reforms In: Economic Policy Review.
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2020The Commercial Paper Funding Facility.(2020) In: Liberty Street Economics.
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2011A Look at the Accuracy of Policy Expectations In: Liberty Street Economics.
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2012Skills Mismatch, Construction Workers and the Labor Market In: Liberty Street Economics.
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2012Is U.S. Monetary Policy Seasonal? In: Liberty Street Economics.
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2013Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? In: Liberty Street Economics.
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2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
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2013Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting In: Liberty Street Economics.
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2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
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2014Connecting “The Dots”: Disagreement in the Federal Open Market Committee In: Liberty Street Economics.
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2014Survey Measures of Expectations for the Policy Rate In: Liberty Street Economics.
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2014Interest Rate Derivatives and Monetary Policy Expectations In: Liberty Street Economics.
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2014Data Insight: Which Growth Rate? It’s a Weighty Subject In: Liberty Street Economics.
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2015Discounting the Long-Run In: Liberty Street Economics.
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2016Fundamental Disagreement: How Much and Why? In: Liberty Street Economics.
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2016Forecasting Interest Rates over the Long Run In: Liberty Street Economics.
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2016What Drives Forecaster Disagreement about Monetary Policy? In: Liberty Street Economics.
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2018The Effects of Post-Crisis Banking Reforms In: Liberty Street Economics.
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2018Changing Risk-Return Profiles.(2018) In: Staff Reports.
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2019Real Inventory Slowdowns In: Liberty Street Economics.
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2020Reading the Tea Leaves of the U.S. Business Cycle—Part One In: Liberty Street Economics.
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2024Expectations and the Final Mile of Disinflation In: Liberty Street Economics.
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2016The term structure of expectations and bond yields In: Staff Reports.
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2019Deconstructing the yield curve In: Staff Reports.
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2009Dealing with Limited Overlap in Estimation of Average Treatment Effects In: Scholarly Articles.
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2007Dealing with Limited Overlap in Estimation of Average Treatment Effects.(2007) In: Working Papers.
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2009Dealing with limited overlap in estimation of average treatment effects.(2009) In: Biometrika.
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2008Nonparametric Tests for Treatment Effect Heterogeneity In: Scholarly Articles.
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2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: IZA Discussion Papers.
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2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: Working Papers.
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2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: NBER Technical Working Papers.
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2008Nonparametric Tests for Treatment Effect Heterogeneity.(2008) In: The Review of Economics and Statistics.
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2006Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand In: IZA Discussion Papers.
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2006Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand.(2006) In: Working Papers.
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2006Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand.(2006) In: NBER Technical Working Papers.
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2014Noisy Information and Fundamental Disagreement In: 2014 Meeting Papers.
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2013Rejoinder In: Journal of the American Statistical Association.
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2014Comment In: Journal of Business & Economic Statistics.
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