Richard K. Crump |
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Financial Research Advisor |
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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, Revised 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, 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 January 2022 On Binscatter With Matias D. Cattaneo, Max H. Farrell, and Yingjie Feng Federal Reserve Bank of New York Staff Reports 881, February 2019, Revised October 2022 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 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. |