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Richard K. Crump
Richard K. Crump
Other namesRichard Crump, RK Crump
Verified email at ny.frb.org - Homepage
Title
Cited by
Cited by
Year
Dealing with limited overlap in estimation of average treatment effects
RK Crump, VJ Hotz, GW Imbens, OA Mitnik
Biometrika 96 (1), 187-199, 2009
12282009
Pricing the term structure with linear regressions
T Adrian, RK Crump, E Moench
Journal of Financial Economics 110 (1), 110-138, 2013
8012013
Nonparametric tests for treatment effect heterogeneity
RK Crump, VJ Hotz, GW Imbens, OA Mitnik
The Review of Economics and Statistics 90 (3), 389-405, 2008
3422008
Decomposing real and nominal yield curves
M Abrahams, T Adrian, RK Crump, E Moench, R Yu
Journal of Monetary Economics 84, 182-200, 2016
2382016
Decomposing Real and Nominal Yield Curves
M Abrahams, T Adrian, RK Crump, E Moench
Federal Reserve Bank of New York Staff Report, 2015
2382015
On binscatter
MD Cattaneo, RK Crump, MH Farrell, Y Feng
American Economic Review 114 (5), 1488-1514, 2024
2322024
Moving the goalposts: Addressing limited overlap in the estimation of average treatment effects by changing the estimand
R Crump, VJ Hotz, G Imbens, O Mitnik
National Bureau of Economic Research, 2006
2302006
Fundamental disagreement
P Andrade, RK Crump, S Eusepi, E Moench
Journal of Monetary Economics 83, 106-128, 2016
2092016
Fundamental disagreement
P Andrade, RK Crump, S Eusepi, E Moench
Journal of Monetary Economics 83, 106-128, 2016
2092016
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
T Adrian, RK Crump, E Vogt
The Journal of Finance 74 (4), 1931-1973, 2019
1742019
Subjective intertemporal substitution
RK Crump, S Eusepi, A Tambalotti, G Topa
Journal of Monetary Economics, 2021
1682021
The term structure of expectations and bond yields
RK Crump, S Eusepi, E Moench
Staff report, 2016
1402016
Regression-based estimation of dynamic asset pricing models
T Adrian, RK Crump, E Moench
Journal of Financial Economics 118 (2), 211-244, 2015
1152015
Regression-based estimation of dynamic asset pricing models
T Adrian, RK Crump, E Moench
Journal of Financial Economics 118 (2), 211-244, 2015
1152015
A unified approach to measuring u
RK Crump, S Eusepi, M Giannoni, A Şahin
National Bureau of Economic Research, 2019
912019
Small bandwidth asymptotics for density-weighted average derivatives
MD Cattaneo, RK Crump, M Jansson
Econometric Theory 30 (1), 176-200, 2014
562014
Characteristic-sorted portfolios: estimation and inference
MD Cattaneo, RK Crump, M Farrell, E Schaumburg
552018
Fertility and the personal exemption: comment
R Crump, G Shah Goda, KJ Mumford
American Economic Review 101 (4), 1616-1628, 2011
552011
The unemployment-inflation trade-off revisited: The Phillips Curve in COVID times
RK Crump, S Eusepi, M Giannoni, A Şahin
Journal of Monetary Economics, 103580, 2024
522024
Generalized jackknife estimators of weighted average derivatives
MD Cattaneo, RK Crump, M Jansson
Journal of the American Statistical Association 108 (504), 1243-1256, 2013
502013
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