Drew Creal - Publications, H-index & Citations

Drew Creal

university of california los angeles

20H指数

70论文数

2.8K被引数

收录论文 9

发表时间

Bayesian estimation of cluster covariance matrices of unknown form

JOURNAL OF ECONOMETRICS

IF4

2024-04-01

PREAI

Creal, Drew; Kim, Jaeho

Observation-driven filtering of time-varying parameters using moment conditions

JOURNAL OF ECONOMETRICS

IF4

2024-01-01

OAAI

Creal, Drew; Koopman, Siem Jan; Lucas, Andre; Zamojski, Marcin

Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds

JOURNAL OF INTERNATIONAL ECONOMICS

IF4

2023-01-01

OAAI

Chernov, Mikhail; Creal, Drew; Hoerdahl, Peter

International Yield Curves and Currency Puzzles

JOURNAL OF FINANCE

IF9.5

2022-12-05

PREAI

Chernov, Mikhail; Creal, Drew

The PPP View of Multihorizon Currency Risk Premiums

REVIEW OF FINANCIAL STUDIES

IF5.4

2020-09-29

PREAI

Chernov, Mikhail; Creal, Drew

Estimation of affine term structure models with spanned or unspanned stochastic volatility

JOURNAL OF ECONOMETRICS

IF4

2015-03-01

PREAI

Creal, Drew D.; Wu, Jing Cynthia

OBSERVATION-DRIVEN MIXED-MEASUREMENT DYNAMIC FACTOR MODELS WITH AN APPLICATION TO CREDIT RISK

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2014-12-01

OAAI

Creal, Drew; Schwaab, Bernd; Koopman, Siem Jan; Lucas, Andre

Testing the assumptions behind importance sampling

JOURNAL OF ECONOMETRICS

IF4

2009-04-01

OAAI

Koopman, Siem Jan; Shephard, Neil; Creal, Drew

The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics

JOURNAL OF ECONOMETRICS

IF4

2008-10-01

PREAI

Oh, Kum Hwa; Zivot, Eric; Creal, Drew

研究方向