Richard K. Crump

Richard Crump

Vice President and Function Head
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

richard.crump@ny.frb.org

   
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 May 2019

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

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

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

Subjective Intertemporal Substitution
With Stefano Eusepi, Andrea Tambalotti, and Giorgio Topa
Federal Reserve Bank of New York Staff Reports, Number 734; July 2015, Revised March 2019

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

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.