Richard K. Crump |
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Financial Research Advisor |
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A Jackknife Variance Estimator for Panel Regressions
With Nikolay Gospodinov and Ignacio Lopez Gaffney Federal Reserve Bank of New York Staff Reports 1133, October 2024 A Simple Diagnostic for Time-Series and Panel-Data Regressions With Nikolay Gospodinov and Ignacio Lopez Gaffney Federal Reserve Bank of New York Staff Reports 1132, October 2024 Nonlinear Binscatter Methods With Matias D. Cattaneo, Max H. Farrell, and Yingjie Feng Federal Reserve Bank of New York Staff Reports 1110, August 2024 The Nonlinear Case Against Leaning Against the Wind With Nina Boyarchenko, Keshav Dogra, Leonardo Elias, and Ignacio Lopez Gaffney Federal Reserve Bank of New York Staff Reports 1100, May 2024 Is There Hope for the Expectations Hypothesis? With Stefano Eusepi and Emanuel Moench Federal Reserve Bank of New York Staff Reports 1098, April 2024, Revised November 2024 The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times With Stefano Eusepi, Marc Giannoni, and Ayşegül Şahin Federal Reserve Bank of New York Staff Reports 1086, March 2024 Beta-Sorted Portfolios With Matias D. Cattaneo and Weining Wang Federal Reserve Bank of New York Staff Reports 1068, July 2023, Revised November 2024 Sparse Trend Estimation With Nikolay Gospodinov and Hunter Wieman Federal Reserve Bank of New York Staff Reports 1049, February 2023, Revised August 2024 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 Corporate Bond Market Distress With Nina Boyarchenko, Anna Kovner, and Or Shachar Federal Reserve Bank of New York Staff Reports 957, January 2021, Revised September 2024 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, Revised 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, Revised August 2024 On Binscatter With Matias D. Cattaneo, Max H. Farrell, and Yingjie Feng Federal Reserve Bank of New York Staff Reports 881, February 2019, Revised 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, Revised 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 The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System. |