Drew Creal

Drew Creal is a Professor of Economics at the University of Illinois Urbana-Champaign, affiliated with the Department of Economics within the College of Liberal Arts & Sciences. His research focuses on econometrics, macroeconomics, and finance, with an emphasis on time series analysis, stochastic volatility models, and asset pricing. He has published extensively in top journals such as the Journal of Econometrics, Journal of Financial Econometrics, and Journal of Business and Economic Statistics. His work often involves methodological advancements in econometric modeling, including Bayesian estimation, dynamic factor models, and generalized autoregressive score (GAS) models.

His academic contributions span theoretical econometrics and applied finance, addressing topics like monetary policy uncertainty, international yield curves, and credit risk. He serves as an Associate Editor for several leading journals, including the Journal of Econometrics and the Journal of Applied Econometrics. His research has been supported by grants and collaborations with institutions such as the National Science Foundation and the Tinbergen Institute.

Recent publications highlight innovations in cluster covariance estimation, observation-driven filtering techniques, and Bayesian regression trees for asset pricing. His work often bridges theory and practice, offering tools for analyzing financial markets and macroeconomic phenomena. Creal’s academic profile is further enriched by his role in organizing conferences and workshops, such as the Midwest Econometrics Group Conference, fostering interdisciplinary dialogue in econometrics and finance.