Richard K. Crump

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Emanuel MoenchProfessor of Financial and Monetary Economics, Frankfurt School of Finance and ManagementVerified email at fs.de
Stefano EusepiUniversity of Texas at AustinVerified email at austin.utexas.edu
Matias D. CattaneoPrinceton UniversityVerified email at princeton.edu
Tobias AdrianInternational Monetary FundVerified email at imf.org
guido imbensStanford UniversityVerified email at stanford.edu
V. Joseph HotzDuke UniversityVerified email at econ.duke.edu
Oscar A. MitnikPrincipal Economist, Inter-American Development BankVerified email at mitnik.net
Michael JanssonProfessor of Economics, UC BerkeleyVerified email at berkeley.edu
Max H. FarrellUniversity of California, Santa BarbaraVerified email at ucsb.edu
Nina BoyarchenkoHead of Macrofinance Studies, Federal Reserve Bank of New YorkVerified email at ny.frb.org
Philippe AndradeFederal Reserve Bank of BostonVerified email at bos.frb.org
Anna KovnerFederal Reserve Bank of New YorkVerified email at ny.frb.org
Or ShacharFederal Reserve Bank of New YorkVerified email at ny.frb.org
Aysegul SahinUniversity of Texas at AustinVerified email at austin.utexas.edu
Yingjie FengAssistant Professor, Tsinghua UniversityVerified email at sem.tsinghua.edu.cn
Erik VogtIndependentVerified email at citadel.com
Andrea TambalottiSenior Principal Economist, Amazon.comVerified email at amazon.com
Giorgio TopaEconomic Research Advisor, Labor and Product Market Studies, Federal Reserve Bank of New YorkVerified email at ny.frb.org
Marc P. GiannoniBarclays Corporate and Investment BankVerified email at barclays.com
Nikolay GospodinovFederal Reserve Bank of AtlantaVerified email at atl.frb.org

Richard K. Crump

Other namesRichard Crump, RK Crump

Federal Reserve Bank of New York

Verified email at ny.frb.org - Homepage

Econometric Theory Financial Economics


Title Sort by citations Sort by year Sort by 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	1138	2009
Pricing the term structure with linear regressions T Adrian, RK Crump, E Moench Journal of Financial Economics 110 (1), 110-138, 2013	723	2013
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	313	2008
Decomposing real and nominal yield curves M Abrahams, T Adrian, RK Crump, E Moench, R Yu Journal of Monetary Economics 84, 182-200, 2016	218	2016
Decomposing Real and Nominal Yield Curves M Abrahams, T Adrian, RK Crump, E Moench Federal Reserve Bank of New York Staff Report, 2015	218	2015
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	211	2006
Fundamental disagreement P Andrade, RK Crump, S Eusepi, E Moench Journal of Monetary Economics 83, 106-128, 2016	194	2016
Fundamental disagreement P Andrade, RK Crump, S Eusepi, E Moench Journal of Monetary Economics 83, 106-128, 2016	194	2016
On Binscatter MD Cattaneo, RK Crump, MH Farrell, Y Feng arXiv preprint arXiv:1902.09608, 2019	163	2019
On binscatter MD Cattaneo, RK Crump, MH Farrell, Y Feng arXiv preprint arXiv:1902.09608, 2019	161	2019
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	145	2019
Subjective intertemporal substitution RK Crump, S Eusepi, A Tambalotti, G Topa Journal of Monetary Economics, 2021	143	2021
The term structure of expectations and bond yields RK Crump, S Eusepi, E Moench FRB of NY Staff Report, 2018	128	2018
Regression-based estimation of dynamic asset pricing models T Adrian, RK Crump, E Moench Journal of Financial Economics 118 (2), 211-244, 2015	103	2015
Regression-based estimation of dynamic asset pricing models T Adrian, RK Crump, E Moench Journal of Financial Economics 118 (2), 211-244, 2015	103	2015
A unified approach to measuring u RK Crump, S Eusepi, M Giannoni, A Şahin National Bureau of Economic Research, 2019	83	2019
Fertility and the personal exemption: comment R Crump, G Shah Goda, KJ Mumford American Economic Review 101 (4), 1616-1628, 2011	54	2011
Small bandwidth asymptotics for density-weighted average derivatives MD Cattaneo, RK Crump, M Jansson Econometric Theory 30 (1), 176-200, 2014	53	2014
Generalized jackknife estimators of weighted average derivatives MD Cattaneo, RK Crump, M Jansson Journal of the American Statistical Association 108 (504), 1243-1256, 2013	50	2013
Characteristic-sorted portfolios: estimation and inference MD Cattaneo, RK Crump, M Farrell, E Schaumburg	46	2018

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