Faculty & Research

Drew D. Creal

Associate Professor of Econometrics and Statistics

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5807 South Woodlawn Avenue
Chicago, IL 60637

Drew Creal studies time series econometrics and statistics with particular emphasis on state space and time-varying parameter models. His research interests include applications in macroeconomics and finance.

Creal earned a bachelor’s degree from Cornell University in 1999 and graduated with his PhD in economics from the University of Washington in 2007. He joined Chicago Booth in 2009. With experience teaching at both the Vrije Universiteit in Amsterdam and the University of Washington, he was awarded the Langton Award for Outstanding Undergraduate Teaching and the Graduate Student Teaching Award both in the Department of Economics at the University of Washington.

Professionally, Creal is a member of the Econometric Society and is a referee for Annals of Statistics, Annals of Applied Statistics, Computational Statistics and Data Analysis, Econometric Reviews, Econometric Theory, Journal of the American Statistical Association, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometrics, , Journal of Money, Credit and Banking, and Macroeconomic Dynamics.

He enjoys golf, running, tennis, and platform tennis in his spare time.


2014 - 2015 Course Schedule

Number Name Quarter
41000 Business Statistics 2014 (Fall)
41600 Econometrics and Statistics Colloquium 2014 (Fall)

Other Interests

Golf, running, tennis and platform tennis.


Research Activities

State space and time-varying parameter models.

With Kum Hwa Oh and Eric Zivot, "The Relationship Between the Beveridge-Nelson Decomposition and Other Popular Permanent-Transitory Decompositions in Economics," Journal of Econometrics (2008).

With Siem Jan Koopman and Neil Shephard, "Testing the Assumptions Behind Importance Sampling," Journal of Econometrics (2009).

"A survey of sequential Monte Carlo methods for economics and finance," Econometric Reviews (forthcoming).

With Siem Jan Koopman and Andre Lucas "A dynamic multivariate heavy tailed model for time-varying volatilities and correlations," Journal of Business and Economic Statistics (2011).

With Siem Jan Koopman and Andre Lucas "Generalized autoregressive score models with applications," Journal of Applied Econometrics (forthcoming).

Additional Information