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 0 2 28 229
A General Framework for Observation Driven Time-Varying Parameter Models 0 0 4 122 2 5 30 329
A General Framework for Observation Driven Time-Varying Parameter Models 0 1 3 175 0 2 23 433
A survey of sequential Monte Carlo methods for economics and finance 0 0 2 536 0 0 26 1,373
Bond Risk Premia in Consumption-based Models 0 0 0 34 1 1 19 138
Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility 0 0 0 36 1 1 20 137
Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters 0 0 0 38 0 0 14 121
Extracting a Robust U.S. Business Cycle Using a Time-Varying Multivariate Model-Based Bandpass Filter 0 0 0 79 1 1 10 185
Generalized Autoregressive Method of Moments 0 0 1 75 2 2 22 163
International Yield Curves and Currency Puzzles 0 0 0 38 1 3 19 75
International yield curves and currency puzzles 0 0 0 38 0 2 13 106
Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails 0 0 1 56 0 0 11 166
Monetary Policy Uncertainty and Economic Fluctuations 0 0 0 73 0 3 18 215
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 0 8 53
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 2 3 12 54
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 1 2 10 166
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 50 1 2 13 177
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 0 0 18 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 1 2 35 76
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 1 15 0 0 16 60
Testing for Parameter Instability in Competing Modeling Frameworks 0 0 0 21 2 2 13 91
The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model 0 0 0 86 1 1 60 296
The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks 0 0 0 65 0 1 14 312
Total Working Papers 0 1 15 1,716 16 35 452 5,033

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 2 19 50
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 0 1 58 1 1 34 234
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 0 3 32 18 18 35 149
A Survey of Sequential Monte Carlo Methods for Economics and Finance 0 0 4 37 0 1 18 159
Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models 0 0 0 86 1 1 6 268
Bayesian estimation of cluster covariance matrices of unknown form 0 0 1 7 0 8 17 30
Bond risk premia in consumption‐based models 0 0 0 3 0 1 16 37
Estimation of affine term structure models with spanned or unspanned stochastic volatility 0 0 1 22 0 1 20 158
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter 0 0 1 138 20 20 36 404
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS 1 3 7 116 6 11 44 392
High dimensional dynamic stochastic copula models 0 0 0 73 0 1 19 315
International Yield Curves and Currency Puzzles 0 0 3 15 3 7 23 75
MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS 1 2 5 30 10 12 27 169
Market-Based Credit Ratings 0 0 1 14 1 2 11 58
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 2 46 0 1 16 214
Observation-driven filtering of time-varying parameters using moment conditions 0 1 2 9 0 3 13 27
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 2 4 15 33
Testing for Parameter Instability across Different Modeling Frameworks 0 0 1 5 0 1 16 44
Testing the assumptions behind importance sampling 0 0 0 67 1 2 12 286
The PPP View of Multihorizon Currency Risk Premiums 0 0 0 15 1 3 9 72
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics 0 0 0 194 0 1 11 578
Total Journal Articles 2 6 33 981 64 101 417 3,752

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 2 4 30 113
Total Chapters 0 0 5 20 2 4 30 113

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Statistics updated 2026-09-10