Drew D. Creal, Ph.D.
Affiliations: | 2007 | University of Washington, Seattle, Seattle, WA |
Area:
General EconomicsGoogle:
"Drew Creal"Parents
Sign in to add mentor| Eric Zivot | grad student | 2007 | University of Washington | |
| (Essays in sequential Monte Carlo methods for economics and finance.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Chernov M, Creal DD. (2018) International Yield Curves and Currency Puzzles National Bureau of Economic Research |
| Chernov M, Creal DD. (2018) Multihorizon Currency Returns and Purchasing Power Parity National Bureau of Economic Research |
| Creal DD. (2017) A Class of Non-Gaussian State Space Models With Exact Likelihood Inference Journal of Business & Economic Statistics. 35: 585-597 |
| Creal DD, Wu JC. (2016) Monetary Policy Uncertainty and Economic Fluctuations International Economic Review. 58: 1317-1354 |
| Creal DD, Tsay RS. (2015) High dimensional dynamic stochastic copula models Journal of Econometrics. 189: 335-345 |
| Creal DD, Wu JC. (2015) Estimation of affine term structure models with spanned or unspanned stochastic volatility Journal of Econometrics. 185: 60-81 |
| Creal DD, Gramacy RB, Tsay RS. (2014) Market-Based Credit Ratings Journal of Business and Economic Statistics. 32: 430-444 |
| Creal DD, Schwaab B, Koopman SJ, et al. (2014) Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk The Review of Economics and Statistics. 96: 898-915 |
| Creal D, Koopman SJ, Lucas A. (2013) Generalized Autoregressive Score Models With Applications Journal of Applied Econometrics. 28: 777-795 |
| Creal D. (2012) A Survey of Sequential Monte Carlo Methods for Economics and Finance Econometric Reviews. 31: 245-296 |