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 7 27 228
A General Framework for Observation Driven Time-Varying Parameter Models 0 3 4 122 2 11 28 326
A General Framework for Observation Driven Time-Varying Parameter Models 1 1 3 175 2 5 23 433
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 0 7 18 137
Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility 0 0 0 36 0 2 19 136
Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters 0 0 0 38 0 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 7 20 161
International Yield Curves and Currency Puzzles 0 0 0 38 1 3 17 73
International yield curves and currency puzzles 0 0 0 38 2 4 14 106
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 3 8 20 215
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 1 10 53
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 1 2 10 52
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 1 2 9 165
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 50 1 3 13 176
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 0 3 18 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 1 16 34 75
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 1 1 15 0 2 18 60
Testing for Parameter Instability in Competing Modeling Frameworks 0 0 0 21 0 1 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 0 6 59 295
The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks 0 0 0 65 1 6 14 312
Total Working Papers 1 5 15 1,716 16 113 446 5,014

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 1 6 19 49
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 2 3 32 0 5 17 131
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 1 1 58 0 4 33 233
A Survey of Sequential Monte Carlo Methods for Economics and Finance 0 0 6 37 1 4 20 159
Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models 0 0 0 86 0 1 5 267
Bayesian estimation of cluster covariance matrices of unknown form 0 0 1 7 8 8 18 30
Bond risk premia in consumption‐based models 0 0 0 3 1 5 16 37
Estimation of affine term structure models with spanned or unspanned stochastic volatility 0 0 1 22 1 8 21 158
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter 0 0 1 138 0 7 16 384
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS 2 2 6 115 3 13 38 384
High dimensional dynamic stochastic copula models 0 0 1 73 1 2 22 315
International Yield Curves and Currency Puzzles 0 0 3 15 2 3 19 70
MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS 0 1 3 28 0 7 15 157
Market-Based Credit Ratings 0 1 2 14 0 1 11 56
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 1 2 46 1 5 17 214
Observation-driven filtering of time-varying parameters using moment conditions 1 1 3 9 1 3 13 25
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 1 3 12 30
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 0 15 0 0 7 69
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics 0 0 1 194 0 5 12 577
Total Journal Articles 3 10 36 978 21 98 359 3,672

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 4 28 110
Total Chapters 0 0 5 20 1 4 28 110

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Statistics updated 2026-07-10