Richard K. Crump : Citation Profile

Federal Reserve Bank of New York

17

H index

20

i10 index

1760

Citations

RESEARCH PRODUCTION:

28

Articles

97

Papers

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 92
   Journals where Richard K. Crump has often published
   Relations with other researchers
   Recent citing documents: 180.    Total self citations: 43 (2.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcr107
   Updated: 2025-07-12    RAS profile: 2025-06-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Boyarchenko, Nina (15)

Kovner, Anna (12)

Cattaneo, Matias (11)

Shachar, Or (9)

Eusepi, Stefano (8)

Gospodinov, Nikolay (7)

Feng, Yingjie (7)

Farrell, Max (7)

Moench, Emanuel (5)

Giannone, Domenico (4)

Sahin, Aysegul (4)

Elias, Leonardo (3)

Giannoni, Marc (3)

Dogra, Keshav (3)

Lucca, David (2)

Del Negro, Marco (2)

Lee, Donggyu (2)

Van Tassel, Peter (2)

Cao, Shuo (2)

Preston, Bruce (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 (34)

Weber, Michael (24)

Cattaneo, Matias (21)

Adrian, Tobias (21)

Gorodnichenko, Yuriy (20)

Coibion, Olivier (19)

Hubert, Paul (18)

Jansson, Michael (18)

Vargas, Juan (16)

Huber, Martin (16)

Liu, Yanyan (14)

Cites to:

Moench, Emanuel (24)

Imbens, Guido (23)

Adrian, Tobias (22)

Campbell, John (22)

Mankiw, N. Gregory (20)

Williams, John (18)

Cattaneo, Matias (17)

Sahin, Aysegul (17)

Wright, Jonathan (17)

Gorodnichenko, Yuriy (16)

Coibion, Olivier (16)

Main data

Where Richard K. Crump has published?

Journals with more than one article published# docs
Journal of Monetary Economics5
Economic Policy Review3
American Economic Review2
Journal of Financial Economics2
The Review of Economics and Statistics2
Econometric Theory2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York35
Staff Reports / Federal Reserve Bank of New York27
Papers / arXiv.org5
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
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 (2025 and 2024)

YearTitle of citing document
2025Deep Learning for Individual Heterogeneity. (2025). Misra, Sanjog ; Farrell, Max ; Liang, Tengyuan. In: Papers. RePEc:arx:papers:2010.14694.

Full description at Econpapers || Download paper

2024Contamination Bias in Linear Regressions. (2024). Hull, Peter ; Goldsmith-Pinkham, Paul ; Koles, Michal. In: Papers. RePEc:arx:papers:2106.05024.

Full description at Econpapers || Download paper

2025Bounding Treatment Effects by Pooling Limited Information across Observations. (2023). Lee, Sokbae (Simon) ; Weidner, Martin. In: Papers. RePEc:arx:papers:2111.05243.

Full description at Econpapers || Download paper

2025Robust and Agnostic Learning of Conditional Distributional Treatment Effects. (2023). Kallus, Nathan ; Oprescu, Miruna. In: Papers. RePEc:arx:papers:2205.11486.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits. (2025). Hirano, Keisuke ; Porter, Jack R. In: Papers. RePEc:arx:papers:2302.03117.

Full description at Econpapers || Download paper

2025Randomization Inference of Heterogeneous Treatment Effects under Network Interference. (2025). Owusu, Julius. In: Papers. RePEc:arx:papers:2308.00202.

Full description at Econpapers || Download paper

2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

Full description at Econpapers || Download paper

2024Free public transport to the destination: A causal analysis of tourists travel mode choice. (2024). von Arx, Widar ; Blattler, Kevin ; Wallimann, Hannes. In: Papers. RePEc:arx:papers:2401.14945.

Full description at Econpapers || Download paper

2024Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions. (2024). Schroers, Dennis. In: Papers. RePEc:arx:papers:2401.16286.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction. (2024). Xu, Zhijian ; Wen, Xiangyu ; Wang, Saizhuo ; Zhong, Jianyuan ; Guo, Jian. In: Papers. RePEc:arx:papers:2405.15833.

Full description at Econpapers || Download paper

2025LaLonde (1986) after Nearly Four Decades: Lessons Learned. (2024). Xu, Yiqing ; Imbens, Guido. In: Papers. RePEc:arx:papers:2406.00827.

Full description at Econpapers || Download paper

2024Dynamically Consistent Analysis of Realized Covariations in Term Structure Models. (2024). Schroers, Dennis. In: Papers. RePEc:arx:papers:2406.19412.

Full description at Econpapers || Download paper

2024NeuralBeta: Estimating Beta Using Deep Learning. (2024). Liu, Yuxin ; Lin, Jimin ; Gopal, Achintya. In: Papers. RePEc:arx:papers:2408.01387.

Full description at Econpapers || Download paper

2025Estimating Wage Disparities Using Foundation Models. (2024). Athey, Susan ; Vafa, Keyon ; Blei, David M. In: Papers. RePEc:arx:papers:2409.09894.

Full description at Econpapers || Download paper

2024A Nonparametric Test of Heterogeneous Treatment Effects under Interference. (2024). Owusu, Julius. In: Papers. RePEc:arx:papers:2410.00733.

Full description at Econpapers || Download paper

2025Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments. (2025). Chen, Yen-Chi ; Zhang, Yikun. In: Papers. RePEc:arx:papers:2501.06969.

Full description at Econpapers || Download paper

2025Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2501.15793.

Full description at Econpapers || Download paper

2025Nonlinearity in Dynamic Causal Effects: Making the Bad into the Good, and the Good into the Great?. (2025). Kitagawa, Toru ; Wang, Weining ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2504.01140.

Full description at Econpapers || Download paper

2025A Practical Guide to Estimating Conditional Marginal Effects: Modern Approaches. (2025). Liu, Jiehan ; Xu, Yiqing. In: Papers. RePEc:arx:papers:2504.01355.

Full description at Econpapers || Download paper

2025How Much Weak Overlap Can Doubly Robust T-Statistics Handle?. (2025). Dorn, Jacob. In: Papers. RePEc:arx:papers:2504.13273.

Full description at Econpapers || Download paper

2025QuantBench: Benchmarking AI Methods for Quantitative Investment. (2025). Ni, Lionel M ; Wang, Xinyu ; Zheng, Jiahao ; Zhou, Wanyun ; Qi, Yiyan ; Hua, Fengrui ; Guo, Jiadong ; Kong, Hao. In: Papers. RePEc:arx:papers:2504.18600.

Full description at Econpapers || Download paper

2025The bias of IID resampled backtests for rolling-window mean-variance portfolios. (2025). Paskaramoorthy, Andrew ; van Zyl, Terence ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2505.06383.

Full description at Econpapers || Download paper

2025Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?. (2025). Pollok, Austin. In: Papers. RePEc:arx:papers:2506.07928.

Full description at Econpapers || Download paper

2025Fragility in Average Treatment Effect on the Treated under Limited Covariate Support. (2025). Li, Mengqi. In: Papers. RePEc:arx:papers:2506.08950.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada. (2024). Feunou, Bruno ; Tarshi, Zabi. In: Discussion Papers. RePEc:bca:bocadp:24-09.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Business Cycles when Consumers Learn by Shopping. (2024). Gutiérrez-Daza, Ángelo ; Gutierrez-Daza, Angelo. In: Working Papers. RePEc:bdm:wpaper:2024-12.

Full description at Econpapers || Download paper

2024Direct Elicitation of Parametric Belief Distributions: An application to inflation expectations. (2024). Meissner, Thomas ; Bosch-Rosa, Ciril ; Gonzalez-Fernandez, Pedro. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0048.

Full description at Econpapers || Download paper

2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds. (2024). Mouabbi, Sarah ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:948.

Full description at Econpapers || Download paper

2024Coordinating the Message: Media Coverage of Fed News and Market Reactions. (2024). Istrefi, Klodiana ; Sagna, Baeatrice ; Herbert, Sylvaerie. In: Working papers. RePEc:bfr:banfra:983.

Full description at Econpapers || Download paper

2024The wage-price pass-through across sectors: evidence from the euro area. (2024). Renault, Théodore ; Lombardi, Marco ; Ampudia, Miguel. In: BIS Working Papers. RePEc:bis:biswps:1192.

Full description at Econpapers || Download paper

2024The asymmetric and persistent effects of Fed policy on global bond yields. (2024). Moench, Emanuel ; Gelos, R. Gaston ; Adrian, Tobias ; Lamersdorf, Nora. In: BIS Working Papers. RePEc:bis:biswps:1195.

Full description at Econpapers || Download paper

2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

Full description at Econpapers || Download paper

2024Consumers macroeconomic expectations. (2024). Lamla, Michael ; Dräger, Lena ; Drger, Lena. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:427-451.

Full description at Econpapers || Download paper

2024Choosing to Disagree: Endogenous Dismissiveness and Overconfidence in Financial Markets. (2024). Gondhi, Naveen ; Davis, Jesse ; Banerjee, Snehal. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1635-1695.

Full description at Econpapers || Download paper

2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

Full description at Econpapers || Download paper

2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

Full description at Econpapers || Download paper

2024Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations. (2024). Cross, Jamie ; Bjørnland, Hilde ; Olsen, Helene ; Aastveit, Knut Are ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0132.

Full description at Econpapers || Download paper

2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

Full description at Econpapers || Download paper

2024Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach. (2024). Kaihatsu, Sohei ; Kasai, Yoshiyasu ; Yamamoto, Hiroki ; Hirata, Atsuki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e21.

Full description at Econpapers || Download paper

2024What’s so Inconvenient About TIPS?. (2024). Lee, Sukjoon ; Herrenbrueck, Lucas ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364.

Full description at Econpapers || Download paper

2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

Full description at Econpapers || Download paper

2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Baby Bonus, Fertility, and Missing Women. (2024). Kim, Wookun. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11215.

Full description at Econpapers || Download paper

2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

Full description at Econpapers || Download paper

2025Economic Growth and Imperialism. (2025). Corneo, Giacomo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11797.

Full description at Econpapers || Download paper

2025Peer Effects in Macroeconomic Expectations. (2025). Potrafke, Niklas ; Dräger, Lena ; Drger, Lena ; Grndler, Klaus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11892.

Full description at Econpapers || Download paper

2025Maturity mismatches and the transmission of term premium shocks through bank lending. (2025). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2025-01ua.

Full description at Econpapers || Download paper

2024Do Deficits Cause Inflation? A High Frequency Narrative Approach. (2024). Hobler, Stephan ; Hazell, Jonathon. In: Discussion Papers. RePEc:cfm:wpaper:2439.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Traditional Views, Egalitarian Views, and the Child Penalty: Insights from Immigrant Populations in France. (2025). Pora, Pierre ; Meurs, Dominique. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-10.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The wage-price pass-through across sectors: evidence from the euro area. (2024). Renault, Théodore ; Lombardi, Marco ; Ampudia, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20242948.

Full description at Econpapers || Download paper

2024A statistical approach to identifying ECB monetary policy. (2024). Fonseca, Luís ; Brand, Claus ; Bitter, Lea ; Akkaya, Yildiz. In: Working Paper Series. RePEc:ecb:ecbwps:20242994.

Full description at Econpapers || Download paper

2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

Full description at Econpapers || Download paper

2025From purchases to exit: central bank interventions in corporate debt markets. (2025). Breckenfelder, Johannes ; Schepens, Glenn. In: Working Paper Series. RePEc:ecb:ecbwps:20253055.

Full description at Econpapers || Download paper

2025A new model to forecast energy inflation in the euro area. (2025). van Spronsen, Josha ; Porqueddu, Mario ; Giammaria, Alessandro ; Bobeica, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20253062.

Full description at Econpapers || Download paper

2024Labour Supply Status and Intertemporal Behaviour: Evidence from Spanish panel data.. (2024). Sanchis, Juan A ; Cutanda, Antonio. In: Working Papers. RePEc:eec:wpaper:2408.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Differentially private estimation of weighted average treatment effects for binary outcomes. (2025). Guha, Sharmistha ; Reiter, Jerome P. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:207:y:2025:i:c:s0167947325000210.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The technological origins of the decline in labor market dynamism. (2024). Weng, Xi ; Eeckhout, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001544.

Full description at Econpapers || Download paper

2025Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints. (2025). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan ; Pettenuzzo, Davide. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000272.

Full description at Econpapers || Download paper

2024The impacts of same and opposite gender alumni speakers on interest in economics. (2024). Wiswall, Matthew ; Venator, Joanna ; Pauley, Gwyn ; Patnaik, Arpita. In: Economics of Education Review. RePEc:eee:ecoedu:v:102:y:2024:i:c:s0272775724000736.

Full description at Econpapers || Download paper

2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

Full description at Econpapers || Download paper

2024The asymmetric effects of quantitative tightening and easing on financial markets. (2024). Ostry, Daniel ; Lloyd, Simon. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524002052.

Full description at Econpapers || Download paper

2025The impact of heterogeneous consumption and productivity expectations on factor risk premia. (2025). Umlandt, Dennis ; Symann, Paul ; Bauer, Christian. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006037.

Full description at Econpapers || Download paper

2025Overlap-weighted difference-in-differences: A simple way to overcome poor propensity score overlap. (2025). Lee, Myoung-jae ; Kim, Bora. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001387.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

Full description at Econpapers || Download paper

2025Identification robust inference for the risk premium in term structure models. (2025). Kong, Lingwei ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000745.

Full description at Econpapers || Download paper

2024Retail fund flows and performance: Insights from supervisory data. (2024). Szabo, Milan ; Hodula, Martin ; Bajzik, Josef. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

Full description at Econpapers || Download paper

2024Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?. (2024). Veld, Chris ; Shemesh, Joshua ; Dutordoir, Marie ; Wang, Qing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000926.

Full description at Econpapers || Download paper

2024Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024What has inflation targeting done for household consumption?. (2024). McCloud, Nadine. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004319.

Full description at Econpapers || Download paper

2024Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046.

Full description at Econpapers || Download paper

2025Uncovering the risk-return trade-off through ridge regressions. (2025). Arag, Vicent ; Alemany, Nuria ; Salvador, Enrique. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014491.

Full description at Econpapers || Download paper

2024Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies. (2024). Huetsch, Leon ; Davis, Josh ; Fuenzalida, Cristian ; Mills, Benjamin ; Taylor, Alan M. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000436.

Full description at Econpapers || Download paper

2024Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886.

Full description at Econpapers || Download paper

2025Political shocks and inflation expectations: Evidence from the 2022 Russian invasion of Ukraine. (2025). Potrafke, Niklas ; Dräger, Lena ; Drger, Lena ; Grndler, Klaus. In: Journal of International Economics. RePEc:eee:inecon:v:153:y:2025:i:c:s0022199624001569.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Investigating how inflation expectations affect precautionary wealth. (2025). Tokuoka, Kiichi ; Mineyama, Tomohide. In: Japan and the World Economy. RePEc:eee:japwor:v:73:y:2025:i:c:s0922142524000586.

Full description at Econpapers || Download paper

2024Racial disparities in debt collection. (2024). LaVoice, Jessica ; Vamossy, Domonkos F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001250.

Full description at Econpapers || Download paper

2024U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845.

Full description at Econpapers || Download paper

2025The cost of the COVID-19 crisis: Lockdowns, macroeconomic expectations, and consumer spending. (2025). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004608.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		paper15
2012Optimal inference for instrumental variables regression with non-Gaussian errors.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2008Small Bandwidth Asymptotics for Density-Weighted Average Derivatives In: CREATES Research Papers.
[Full Text][Citation analysis]		paper22
2014SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2014SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2009Robust Data-Driven Inference for Density-Weighted Average Derivatives In: CREATES Research Papers.
[Full Text][Citation analysis]		paper26
2010Robust Data-Driven Inference for Density-Weighted Average Derivatives.(2010) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2010Bootstrapping Density-Weighted Average Derivatives In: CREATES Research Papers.
[Full Text][Citation analysis]		paper14
2014BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2010Bootstrapping density-weighted average derivatives.(2010) In: Staff Reports.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2013Generalized Jackknife Estimators of Weighted Average Derivatives.(2013) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2024On Binscatter In: American Economic Review.
[Full Text][Citation analysis]		article0
2024On Binscatter.(2024) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024On binscatter.(2024) In: French Stata Users' Group Meetings 2024.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019On binscatter.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Characteristic-Sorted Portfolios: Estimation and Inference In: Papers.
[Full Text][Citation analysis]		paper15
2016Characteristic-Sorted Portfolios: Estimation and Inference.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2020Characteristic-Sorted Portfolios: Estimation and Inference.(2020) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2024Binscatter Regressions In: Papers.
[Full Text][Citation analysis]		paper2
2025Binscatter regressions.(2025) In: Stata Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2024Beta-Sorted Portfolios In: Papers.
[Full Text][Citation analysis]		paper0
2024Beta-sorted portfolios.(2024) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Beta-Sorted Portfolios.(2023) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Nonlinear Binscatter Methods In: Papers.
[Full Text][Citation analysis]		paper0
2024Nonlinear Binscatter Methods.(2024) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Fundamental disagreement. In: Working papers.
[Full Text][Citation analysis]		paper114
2016Fundamental disagreement.(2016) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114		article
2013Fundamental disagreement.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114		paper
2019A Unified Approach to Measuring u* In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article49
2019A Unified Approach to Measuring u*.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2019A unified approach to measuring u*.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2019A Unified Approach to Measuring u*.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2019Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds In: Journal of Finance.
[Full Text][Citation analysis]		article57
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 nother version. Agregated cites: 57		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 nother version. Agregated cites: 57		paper
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper48
2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
[Full Text][Citation analysis]		article413
2022Subjective intertemporal substitution In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article80
2015Subjective Intertemporal Substitution.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2016Subjective Intertemporal Substitution.(2016) In: 2016 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2024The unemployment–inflation trade-off revisited: The Phillips curve in COVID times In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article18
2024The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times.(2024) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2022The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2025Corporate bond market distress In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
2021Corporate Bond Market Distress.(2021) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2024Corporate Bond Market Distress.(2024) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article103
2012Decomposing real and nominal yield curves.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		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]		article1
2022The Commercial Paper Funding Facility In: Economic Policy Review.
[Full Text][Citation analysis]		article1
2020The Commercial Paper Funding Facility.(2020) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2025How Uncertain Is the Estimated Probability of a Future Recession? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2011A Look at the Accuracy of Policy Expectations In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012Skills Mismatch, Construction Workers and the Labor Market In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper3
2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper5
2013Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2014Connecting “The Dots”: Disagreement in the Federal Open Market Committee In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Survey Measures of Expectations for the Policy Rate In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2014Interest Rate Derivatives and Monetary Policy Expectations In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2014Data Insight: Which Growth Rate? It’s a Weighty Subject In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Discounting the Long-Run In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Fundamental Disagreement: How Much and Why? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper47
2016Forecasting Interest Rates over the Long Run In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2016What Drives Forecaster Disagreement about Monetary Policy? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018The Effects of Post-Crisis Banking Reforms In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Changing Risk-Return Profiles In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2018Changing Risk-Return Profiles.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019Real Inventory Slowdowns In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020Reading the Tea Leaves of the U.S. Business Cycle—Part One In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020Reading the Tea Leaves of the U.S. Business Cycle—Part Two In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2021Measuring the Forest through the Trees: The Corporate Bond Market Distress Index In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021The Persistent Compression of the Breakeven Inflation Curve In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How Is the Corporate Bond Market Responding to Financial Market Volatility? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022What Is Corporate Bond Market Distress? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022Short-Dated Term Premia and the Level of Inflation In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How Is the Corporate Bond Market Functioning as Interest Rates Increase? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023What Is “Outlook-at-Risk?” In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Look Out for Outlook-at-Risk In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023How Large Are Inflation Revisions? The Difficulty of Monitoring Prices in Real Time In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023A Bayesian VAR Model Perspective on the Lagged Effect of Monetary Policy In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023The New York Fed DSGE Model Perspective on the Lagged Effect of Monetary Policy In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2024Expectations and the Final Mile of Disinflation In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016The term structure of expectations and bond yields In: Staff Reports.
[Full Text][Citation analysis]		paper33
2019Deconstructing the yield curve In: Staff Reports.
[Full Text][Citation analysis]		paper3
2025Deconstructing the Yield Curve.(2025) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2021A Large Bayesian VAR of the United States Economy In: Staff Reports.
[Full Text][Citation analysis]		paper5
2021COVID Response: The Commercial Paper Funding Facility In: Staff Reports.
[Full Text][Citation analysis]		paper3
2021COVID Response: The Primary and Secondary Corporate Credit Facilities In: Staff Reports.
[Full Text][Citation analysis]		paper1
2021The Term Structure of Expectations In: Staff Reports.
[Full Text][Citation analysis]		paper3
2023Sparse Trend Estimation In: Staff Reports.
[Full Text][Citation analysis]		paper0
2024Is There Hope for the Expectations Hypothesis? In: Staff Reports.
[Full Text][Citation analysis]		paper0
2024The Nonlinear Case Against Leaning Against the Wind In: Staff Reports.
[Full Text][Citation analysis]		paper0
2024A Simple Diagnostic for Time-Series and Panel-Data Regressions In: Staff Reports.
[Full Text][Citation analysis]		paper0
2024A Jackknife Variance Estimator for Panel Regressions In: Staff Reports.
[Full Text][Citation analysis]		paper0
2025How Do We Learn About the Long Run? In: Staff Reports.
[Full Text][Citation analysis]		paper0
2009Dealing with Limited Overlap in Estimation of Average Treatment Effects In: Scholarly Articles.
[Full Text][Citation analysis]		paper429
2007Dealing with Limited Overlap in Estimation of Average Treatment Effects.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 429		paper
2009Dealing with limited overlap in estimation of average treatment effects.(2009) In: Biometrika.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 429		article
2008Nonparametric Tests for Treatment Effect Heterogeneity In: Scholarly Articles.
[Full Text][Citation analysis]		paper80
2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2008Nonparametric Tests for Treatment Effect Heterogeneity.(2008) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		article
2025A Large Bayesian VAR of the U.S. Economy In: International Journal of Central Banking.
[Full Text][Citation analysis]		article1
2006Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper77
2006Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77		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 nother version. Agregated cites: 77		paper
2014Noisy Information and Fundamental Disagreement In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper8
2013Rejoinder In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
2014Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2022On the Factor Structure of Bond Returns In: Econometrica.
[Full Text][Citation analysis]		article8

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team