Richard Crump

Richard Crump

Research Officer
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-2974
richard.crump@ny.frb.org

Working Papers

Fundamental Disagreement
With Philippe Andrade, Stefano Eusepi, and Emanuel Moench
Federal Reserve Bank of New York Staff Reports, Number 655, December 2013, Revised April 2014

Decomposing Real and Nominal Yield Curves
With Michael Abrahams, Tobias Adrian, and Emanuel Moench
Federal Reserve Bank of New York Staff Reports, Number 570, September 2012; revised October 2013

Regression-Based Estimation of Dynamic Asset Pricing Models
With Tobias Adrian and Emanuel Moench
Federal Reserve Bank of New York Staff Reports, Number 493, May 2011; revised June 2014

Optimal Conditional Inference in Nearly-Integrated Autoregressive Processes PDF
November 2008
33 pages / 301 kb

Testing Parametric Relationships Between Nonparametric Curves Using Series Estimation
June 2006

Richard Crump's CVPDFThe 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.