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 1 3 4 62
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 1 3 40
A time varying parameter structural model of the UK economy 0 0 0 120 0 1 3 133
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 1 82 0 2 12 217
Monetary Policy across Inflation Regimes 0 0 0 12 0 3 10 22
Monetary Policy across Space and Time 0 0 0 45 0 2 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 1 36 1 1 4 76
Time-varying cointegration and the UK great ratios 0 0 0 30 0 1 4 49
Uniform and Distribution-Free Inference with General Autoregressive Processes 0 4 5 9 0 9 17 34
Uniform and distribution-free inference with general autoregressive processes 1 2 3 53 1 3 9 76
Total Working Papers 1 6 16 454 3 26 77 878


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 1 4 38 0 2 10 97
A time varying DSGE model with financial frictions 0 0 2 44 1 2 8 155
A time-varying parameter structural model of the UK economy 0 0 1 17 0 0 3 68
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 0 1 1 3 0 1 4 10
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 0 0 5 7 0 1 15 30
Kernel-based Volatility Generalised Least Squares 0 0 0 10 1 1 2 27
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 0 1 3 0 0 3 10
Time-varying cointegration with an application to the UK Great Ratios 0 0 0 8 0 0 3 32
Total Journal Articles 0 2 15 147 2 7 52 481


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 3 9 15
Total Chapters 0 0 3 4 1 3 9 15


Statistics updated 2025-05-12