Drew D. Creal

Available identifiers

zbMath Open creal.drew-dMaRDI QIDQ888325

List of research outcomes

Publication	Date of Publication	Type
Observation-driven filtering of time-varying parameters using moment conditions	2024-02-13	Paper
A Survey of Sequential Monte Carlo Methods for Economics and Finance	2022-05-31	Paper
Bond risk premia in consumption‐based models	2021-06-03	Paper
MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS	2018-04-11	Paper
Testing the assumptions behind importance sampling	2016-07-04	Paper
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics	2016-06-22	Paper
High dimensional dynamic stochastic copula models	2015-10-30	Paper
Estimation of affine term structure models with spanned or unspanned stochastic volatility	2015-05-06	Paper
Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models	2009-06-12	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Drew D. Creal