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 Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 0 1 67 2 13 20 221
A General Framework for Observation Driven Time-Varying Parameter Models 0 1 1 119 2 10 18 315
A General Framework for Observation Driven Time-Varying Parameter Models 0 0 2 174 4 7 19 428
A survey of sequential Monte Carlo methods for economics and finance 0 0 2 536 0 9 21 1,365
Bond Risk Premia in Consumption-based Models 0 0 0 34 0 5 11 130
Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility 0 0 0 36 3 17 17 134
Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters 0 0 0 38 0 2 9 116
Extracting a Robust U.S. Business Cycle Using a Time-Varying Multivariate Model-Based Bandpass Filter 0 0 0 79 0 5 11 184
Generalized Autoregressive Method of Moments 0 1 1 75 2 9 14 154
International Yield Curves and Currency Puzzles 0 0 0 38 2 13 14 70
International yield curves and currency puzzles 0 0 0 38 0 5 11 102
Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails 0 1 1 56 0 5 9 162
Monetary Policy Uncertainty and Economic Fluctuations 0 0 0 73 1 4 14 207
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 0 6 8 50
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 4 9 52
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 1 2 7 163
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 1 2 50 0 6 13 173
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 2 8 16 75
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 1 15 18 59
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 1 10 18 58
Testing for Parameter Instability in Competing Modeling Frameworks 0 0 0 21 1 3 10 88
The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model 0 0 0 86 5 43 53 289
The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks 0 0 0 65 0 3 8 306
Total Working Papers 0 4 11 1,711 27 204 348 4,901

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Non-Gaussian State Space Models With Exact Likelihood Inference 0 0 0 7 0 5 14 43
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 0 1 30 3 10 14 126
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 0 0 57 2 17 29 229
A Survey of Sequential Monte Carlo Methods for Economics and Finance 0 1 7 37 0 6 17 155
Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models 0 0 0 86 1 3 4 266
Bayesian estimation of cluster covariance matrices of unknown form 0 0 1 7 1 5 11 22
Bond risk premia in consumption‐based models 0 0 0 3 0 7 12 32
Estimation of affine term structure models with spanned or unspanned stochastic volatility 0 0 2 22 1 8 17 150
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter 0 0 1 138 0 5 10 377
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS 0 1 6 113 1 11 31 371
High dimensional dynamic stochastic copula models 0 0 3 73 0 8 26 313
International Yield Curves and Currency Puzzles 0 3 3 15 0 7 18 67
MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS 1 1 5 27 2 5 13 150
Market-Based Credit Ratings 0 0 2 13 0 5 12 55
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 2 45 2 7 14 209
Observation-driven filtering of time-varying parameters using moment conditions 0 1 2 8 0 5 11 22
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 1 1 2 7 1 5 11 27
Testing for Parameter Instability across Different Modeling Frameworks 0 0 0 4 0 5 11 37
Testing the assumptions behind importance sampling 0 0 0 67 0 5 10 282
The PPP View of Multihorizon Currency Risk Premiums 0 0 1 15 1 5 8 69
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics 0 0 1 194 1 4 7 572
Total Journal Articles 2 8 39 968 16 138 300 3,574

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Determinants of Asia-Pacific government bond yields 0 1 5 20 4 13 26 106
Total Chapters 0 1 5 20 4 13 26 106

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Statistics updated 2026-04-09