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 1 8 26 227
A General Framework for Observation Driven Time-Varying Parameter Models 3 3 4 122 4 11 26 324
A General Framework for Observation Driven Time-Varying Parameter Models 0 0 2 174 1 7 21 431
A survey of sequential Monte Carlo methods for economics and finance 0 0 2 536 0 8 28 1,373
Bond Risk Premia in Consumption-based Models 0 0 0 34 2 7 18 137
Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility 0 0 0 36 0 5 19 136
Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters 0 0 0 38 1 5 14 121
Extracting a Robust U.S. Business Cycle Using a Time-Varying Multivariate Model-Based Bandpass Filter 0 0 0 79 0 0 9 184
Generalized Autoregressive Method of Moments 0 0 1 75 0 9 20 161
International Yield Curves and Currency Puzzles 0 0 0 38 0 4 16 72
International yield curves and currency puzzles 0 0 0 38 0 2 12 104
Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails 0 0 1 56 0 4 13 166
Monetary Policy Uncertainty and Economic Fluctuations 0 0 0 73 2 6 17 212
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 0 1 9 51
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 1 10 53
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 2 8 164
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 2 50 0 2 13 175
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 0 5 18 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 0 16 33 74
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 1 1 1 15 2 3 18 60
Testing for Parameter Instability in Competing Modeling Frameworks 0 0 0 21 0 2 11 89
The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model 0 0 0 86 2 11 59 295
The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks 0 0 0 65 2 5 13 311
Total Working Papers 4 4 15 1,715 17 124 431 4,998

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 18 48
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 2 2 3 32 2 8 18 131
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 1 1 58 1 6 33 233
A Survey of Sequential Monte Carlo Methods for Economics and Finance 0 0 6 37 0 3 19 158
Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models 0 0 0 86 0 2 5 267
Bayesian estimation of cluster covariance matrices of unknown form 0 0 1 7 0 1 10 22
Bond risk premia in consumption‐based models 0 0 0 3 0 4 15 36
Estimation of affine term structure models with spanned or unspanned stochastic volatility 0 0 1 22 4 8 20 157
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter 0 0 1 138 1 7 16 384
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS 0 0 5 113 5 11 36 381
High dimensional dynamic stochastic copula models 0 0 1 73 0 1 21 314
International Yield Curves and Currency Puzzles 0 0 3 15 0 1 17 68
MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS 0 2 3 28 3 9 16 157
Market-Based Credit Ratings 1 1 2 14 1 1 11 56
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 1 2 46 1 6 16 213
Observation-driven filtering of time-varying parameters using moment conditions 0 0 2 8 1 2 13 24
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 1 1 7 1 3 11 29
Testing for Parameter Instability across Different Modeling Frameworks 0 1 1 5 0 6 16 43
Testing the assumptions behind importance sampling 0 0 0 67 0 2 12 284
The PPP View of Multihorizon Currency Risk Premiums 0 0 1 15 0 1 8 69
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics 0 0 1 194 2 6 12 577
Total Journal Articles 3 9 35 975 22 93 343 3,651

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 0 5 20 1 7 28 109
Total Chapters 0 0 5 20 1 7 28 109

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04