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 2 8 70
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 4 16 57
A time varying parameter structural model of the UK economy 0 1 2 122 0 4 22 155
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 0 82 0 5 20 237
Monetary Policy across Inflation Regimes 0 0 4 16 1 7 25 49
Monetary Policy across Space and Time 0 0 1 46 0 4 27 131
OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity 0 0 0 6 0 3 8 14
On the Validity of Classical and Bayesian DSGE-Based Inference 0 0 0 20 2 3 9 24
Time Varying Cointegration and the UK Great Ratios 0 0 0 36 1 4 14 92
Time varying cointegration and the UK Great Ratios 0 0 0 30 0 7 14 58
Time-varying cointegration and the UK great ratios 0 0 0 30 0 3 12 61
Uniform and distribution-free inference with general autoregressive processes 0 0 0 56 0 0 7 86
Total Working Papers 0 1 7 455 5 46 182 1,034
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 2 3 41 0 8 32 134
A time varying DSGE model with financial frictions 0 0 2 47 0 3 10 167
A time-varying parameter structural model of the UK economy 0 0 0 17 0 1 8 76
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 0 0 1 4 0 3 11 21
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 0 0 9 16 1 9 44 76
Kernel-based Volatility Generalised Least Squares 0 0 0 11 0 2 13 42
Monetary Policy across Space and Time 0 0 1 12 1 4 21 59
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models 0 0 0 6 0 1 10 24
Scalable inference for a full multivariate stochastic volatility model 1 1 2 6 1 3 12 23
Time-varying cointegration with an application to the UK Great Ratios 0 0 1 9 1 6 14 47
Total Journal Articles 1 3 19 169 4 40 175 669


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 2 6 0 4 26 44
Total Chapters 0 0 2 6 0 4 26 44


Statistics updated 2026-07-10