Loading...

← Back to Leaderboard

Richard K. Crump

Institution: Federal Reserve Bank of New York

Primary Field: Macro (weighted toward more recent publications)

Homepage: http://www.newyorkfed.org/research/economists/crump/index.html

First Publication: 2008

Most Recent: 2025

RePEc ID: pcr107 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 6.05 5.05 0.40 0.00 11.50 97%
Last 10 Years 6.05 9.22 2.93 0.00 18.20 96%
All Time 6.05 14.26 4.94 0.00 25.26 95%

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 13.60

Publications (23)

Year Article Journal Tier Authors
2025 Corporate bond market distress Journal of Monetary Economics A 4
2025 A Large Bayesian VAR of the U.S. Economy International Journal of Central Banking B 5
2025 Deconstructing the Yield Curve The Review of Financial Studies A 2
2024 On Binscatter American Economic Review S 4
2024 The unemployment–inflation trade-off revisited: The Phillips curve in COVID times Journal of Monetary Economics A 4
2022 Subjective intertemporal substitution Journal of Monetary Economics A 4
2022 On the Factor Structure of Bond Returns Econometrica S 2
2020 Characteristic-Sorted Portfolios: Estimation and Inference Review of Economics and Statistics A 4
2019 Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds Journal of Finance A 3
2019 A Unified Approach to Measuring u Brookings Papers on Economic Activity B 1
2019 A Unified Approach to Measuring u* Brookings Papers on Economic Activity B 4
2016 Decomposing real and nominal yield curves Journal of Monetary Economics A 5
2016 Fundamental disagreement Journal of Monetary Economics A 4
2015 Regression-based estimation of dynamic asset pricing models Journal of Financial Economics A 3
2014 SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES Econometric Theory B 3
2014 BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES Econometric Theory B 3
2014 Comment Journal of Business & Economic Statistics A 2
2013 Pricing the term structure with linear regressions Journal of Financial Economics A 3
2013 Generalized Jackknife Estimators of Weighted Average Derivatives Journal of the American Statistical Association B 3
2013 Rejoinder Journal of the American Statistical Association B 3
2012 Optimal inference for instrumental variables regression with non-Gaussian errors Journal of Econometrics A 3
2011 Fertility and the Personal Exemption: Comment American Economic Review S 3
2008 Nonparametric Tests for Treatment Effect Heterogeneity Review of Economics and Statistics A 4