Richard K. Crump

Richard Crump

Financial Research Advisor
Macrofinance Studies
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

richard.crump@ny.frb.org

   
Beta-Sorted Portfolios
With Matias D. Cattaneo and Weining Wang
Federal Reserve Bank of New York Staff Reports 1068, July 2023

Sparse Trend Estimation
With Nikolay Gospodinov and Hunter Wieman
Federal Reserve Bank of New York Staff Reports 1049, February 2023

The Term Structure of Expectations
With Stefano Eusepi, Emanuel Moench, and Bruce Preston
Federal Reserve Bank of New York Staff Reports 992, November 2021

COVID Response: The Primary and Secondary Corporate Credit Facilities
With Nina Boyarchenko, Caren Cox, Andrew Danzig, Anna Kovner, Or Shachar, and Patrick Steiner
Federal Reserve Bank of New York Staff Reports 986, September 2021

COVID Response: The Commercial Paper Funding Facility
With Nina Boyarchenko, Anna Kovner, and Deborah Leonard
Federal Reserve Bank of New York Staff Reports 982, September 2021

A Large Bayesian VAR of the United States Economy
With Stefano Eusepi, Domenico Giannone, Eric Qian, and Argia M. Sbordone
Federal Reserve Bank of New York Staff Reports 976, August 2021

Measuring Corporate Bond Market Dislocations
With Nina Boyarchenko, Anna Kovner, and Or Shachar
Federal Reserve Bank of New York Staff Reports 957, January 2021, December 2022

Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates
With Shuo Cao, Stefano Eusepi, and Emanuel Moench
Federal Reserve Bank of New York Staff Reports 934, July 2020, August 2021

A Unified Approach to Measuring u*
With Stefano Eusepi, Marc P. Giannoni, and Ayşegül Şahin
Federal Reserve Bank of New York Staff Reports 889, May 2019

Deconstructing the Yield Curve
With Nikolay Gospodinov
Federal Reserve Bank of New York Staff Reports 884, April 2019, August 2023

On Binscatter
With Matias D. Cattaneo, Max H. Farrell, and Yingjie Feng
Federal Reserve Bank of New York Staff Reports 881, February 2019, November 2023

Changing Risk-Return Profiles
With Miro Everaert, Domenico Giannone, and Sean Hundtofte
Federal Reserve Bank of New York Staff Reports 850, June 2018, August 2023

The Term Structure of Expectations and Bond Yields
With Stefano Eusepi and Emanuel Moench
Federal Reserve Bank of New York Staff Reports, Number 775, May 2016; Revised April 2018

Optimal Conditional Inference in Nearly-Integrated Autoregressive Processes
November 2008

Testing Parametric Relationships Between Nonparametric Curves Using Series Estimation
June 2006

Richard Crump's CVPDF

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