Access Statistics for Katerina Petrova

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models 0 0 0 3 0 1 3 62
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 1 4 41
A time varying parameter structural model of the UK economy 0 0 0 120 0 0 2 133
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 0 82 0 0 8 217
Monetary Policy across Inflation Regimes 0 0 0 12 0 2 7 24
Monetary Policy across Space and Time 0 0 0 45 0 0 3 104
OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity 0 0 6 6 0 0 6 6
On the Validity of Classical and Bayesian DSGE-Based Inference 0 0 0 20 0 0 2 15
Time varying cointegration and the UK Great Ratios 0 0 0 30 0 0 0 44
Time varying cointegration and the UK great ratios 0 0 0 36 2 3 4 78
Time-varying cointegration and the UK great ratios 0 0 0 30 0 0 4 49
Uniform and distribution-free inference with general autoregressive processes 0 4 6 56 0 4 11 79
Total Working Papers 0 4 12 448 2 11 54 852
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A quasi-Bayesian local likelihood approach to time varying parameter VAR models 0 0 2 38 3 5 13 102
A time varying DSGE model with financial frictions 1 1 2 45 2 3 7 157
A time-varying parameter structural model of the UK economy 0 0 0 17 0 0 1 68
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 0 0 1 3 0 0 4 10
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 0 0 3 7 1 2 13 32
Kernel-based Volatility Generalised Least Squares 0 1 1 11 1 3 4 29
Monetary Policy across Space and Time 0 0 1 11 0 0 4 38
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models 0 0 0 6 0 0 0 14
Scalable inference for a full multivariate stochastic volatility model 0 1 2 4 0 1 4 11
Time-varying cointegration with an application to the UK Great Ratios 0 0 0 8 1 1 3 33
Total Journal Articles 1 3 12 150 8 15 53 494


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Monetary Policy Across Space and Time 0 0 3 4 1 4 12 18
Total Chapters 0 0 3 4 1 4 12 18


Statistics updated 2025-07-04