← All authors Richard K. Crump Federal Reserve Bank of New York (from arXiv:2407.15276, 2024) · ORCID · OpenAlex
49 papers in scope · 47 published · 4 on the econ.EM arXiv · 2,213 citations · h-index 16 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Max H. Farrell Matias D. Cattaneo Yingjie Feng Sebastián Calónico Xiaoliang Wang Nikolai Roussanov Nicola Borri Rocío Titiunik Denis Chetverikov Victor Chernozhukov Alexandre Belloni Yukun Liu Jordan Matsudaira Christina Korting Yi Shen Carl Lieberman Kengo Kato Zhuan Pei Gonzalo Vázquez-Baré Aleh Tsyvinski Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (5 of 49)
Corporate bond market distress
published 2025 · Journal of Monetary Economics · 2 citations · first circulated 2024
with Nina Boyarchenko, Anna Kovner, Or Shachar
published 2025 · The Stata Journal Promoting communications on statistics and Stata · 23 citations · first circulated 2019
Deconstructing the Yield Curve
published 2024 · Review of Financial Studies · 15 citations · first circulated 2019
with Nikolay Gospodinov
Sparse Trend Estimation
published 2024 · The Review of Economics and Statistics · 1 citations · first circulated 2023
with Nikolay Gospodinov, Hunter Wieman
working paper 2024 · arXiv · 7 citations
published 2024 · American Economic Review · 124 citations · first circulated 2019
The unemployment–inflation trade-off revisited: The Phillips curve in COVID times
published 2024 · Journal of Monetary Economics · 40 citations · first circulated 2022
with Stefano Eusepi, Marc Giannoni, Ayşegül Şahin
working paper 2022 · arXiv · 2 citations
On the Factor Structure of Bond Returns
published 2022 · Econometrica · 26 citations
with Nikolay Gospodinov
Subjective intertemporal substitution
published 2021 · Journal of Monetary Economics · 88 citations · first circulated 2015
with Stefano Eusepi, Andrea Tambalotti, Giorgio Topa
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index
published 2021 · Liberty Street Economics
with Nina Boyarchenko, Anna Kovner, Or Shachar
no link
Unemployment Rate Benchmarks
published 2020 · Finance and Economics Discussion Series · 20 citations
with Christopher J. Nekarda, Nicolas Petrosky-Nadeau
The Primary and Secondary Market Corporate Credit Facilities
published 2020 · Liberty Street Economics · 4 citations
with Nina Boyarchenko, Anna Kovner, Or Shachar, Peter Van Tassel, Caren Cox, Andrew Danzig, Patrick Steiner
Reading the Tea Leaves of the U.S. Business Cycle—Part One
published 2020 · Liberty Street Economics · 2 citations
no link
Real Inventory Slowdowns
published 2019 · Liberty Street Economics
with David O. Lucca, Casey McQuillan
no link
published 2019 · The Review of Economics and Statistics · 19 citations
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
published 2019 · The Journal of Finance · 156 citations · first circulated 2015
A Unified Approach to Measuring u*
published 2019 · Brookings Papers on Economic Activity · 52 citations
with Marc Giannoni, Stefano Eusepi, Aysşegül Şahin, Ayşegül Şahin
Review of New York Fed Studies on the Effects of Post-Crisis Banking Reforms
published 2018 · Federal Reserve Bank of New York Economic policy review · 2 citations
with João A. C. Santos
no link
The Effects of Post-Crisis Banking Reforms
published 2018 · Liberty Street Economics
with João A. C. Santos
no link
Decomposing real and nominal yield curves
published 2016 · Journal of Monetary Economics · 10 citations
Fundamental disagreement
published 2016 · Journal of Monetary Economics · 147 citations · first circulated 2014
with Philippe Andrade, Stefano Eusepi, Emanuel Moench
What Drives Forecaster Disagreement about Monetary Policy
published 2016 · Liberty Street Economics
with Stefano Eusepi
no link
Forecasting Interest Rates over the Long Run
published 2016 · Liberty Street Economics
no link
Fundamental Disagreement: How Much and Why?
published 2016 · Liberty Street Economics
with Stefano Eusepi
no link
Regression-based estimation of dynamic asset pricing models
published 2015 · Journal of Financial Economics · 25 citations · first circulated 2012
Discounting the Long-Run
published 2015 · Liberty Street Economics · 1 citations
no link
Comment
published 2014 · Journal of Business and Economic Statistics · 5 citations
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
published 2014 · Econometric Theory · 6 citations · first circulated 2010
Treasury Term Premia: 1961-Present
published 2014 · Liberty Street Economics · 9 citations
no link
Interest Rate Derivatives and Monetary Policy Expectations
published 2014 · Liberty Street Economics · 2 citations
with Jeremiah P. Boyle, Emanuel Moench, Matthew Raskin, Carlo Rosa, Lisa Stowe
no link
Survey Measures of Expectations for the Policy Rate
published 2014 · Liberty Street Economics · 2 citations
with Jeremiah P. Boyle, Emanuel Moench, Matthew Raskin, Carlo Rosa, Lisa Stowe
no link
Connecting “The Dots”: Disagreement in the Federal Open Market Committee
published 2014 · Liberty Street Economics · 1 citations
with Troy Davig, Stefano Eusepi, Emanuel Moench
no link
Data Insight: Which Growth Rate? It’s a Weighty Subject
published 2014 · Liberty Street Economics · 1 citations
with Stefano Eusepi, David O. Lucca, Emanuel Moench
no link
Rejoinder
published 2013 · Journal of the American Statistical Association
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
published 2013 · Econometric Theory · 7 citations · first circulated 2008
Pricing the term structure with linear regressions
published 2013 · Journal of Financial Economics · 67 citations · first circulated 2011
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement?
published 2013 · Liberty Street Economics · 11 citations
with Stefano Eusepi, Emanuel Moench
no link
Do Treasury Term Premia Rise around Monetary Tightenings
published 2013 · Liberty Street Economics · 8 citations
no link
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting
published 2013 · Liberty Street Economics
with Stefano Eusepi, Emanuel Moench
no link
Generalized Jackknife Estimators of Weighted Average Derivatives
published 2012 · Journal of the American Statistical Association · 7 citations
Skills Mismatch, Construction Workers and the Labor Market
published 2012 · Liberty Street Economics · 3 citations
with Ayşegül Şahin
no link
Is U.S. Monetary Policy Seasonal
published 2012 · Liberty Street Economics
with David O. Lucca
no link
Optimal inference for instrumental variables regression with non-Gaussian errors
published 2011 · Journal of Econometrics · 12 citations · first circulated 2007
A Look at the Accuracy of Policy Expectations
published 2011 · Liberty Street Economics · 1 citations
with Stefano Eusepi, Emanuel Moench
no link
Fertility and the Personal Exemption: Comment
published 2011 · American Economic Review · 35 citations · first circulated 2010
with Gopi Shah Goda, Kevin J. Mumford
Robust Data-Driven Inference for Density-Weighted Average Derivatives
published 2010 · Journal of the American Statistical Association · 38 citations · first circulated 2009
Dealing with limited overlap in estimation of average treatment effects
published 2009 · Biometrika · 990 citations · first circulated 2007
Nonparametric Tests for Treatment Effect Heterogeneity
published 2008 · The Review of Economics and Statistics · 242 citations · first circulated 2006
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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