Access Statistics for Drew D. Creal

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Framework for Observation Driven Time-Varying Parameter Models 10 19 69 69 16 40 104 104
A General Framework for Observation Driven Time-Varying Parameter Models 4 12 42 42 8 20 33 33
Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters 2 4 6 26 2 4 12 49
The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model 3 12 28 52 6 23 70 94
The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks 3 8 23 23 5 17 59 59
The effect of the great moderation on the U.S. business cycle in a time-varying multivariate trend-cycle model 3 5 27 27 2 4 36 36
Total Working Papers 25 60 195 239 39 108 314 375


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models 2 6 23 35 5 10 48 76
Testing the assumptions behind importance sampling 2 10 20 20 4 23 55 55
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics 3 10 34 34 9 30 93 93
Total Journal Articles 7 26 77 89 18 63 196 224


Statistics updated 2009-11-04