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 2 2 4 61
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 1 2 3 40
A time varying parameter structural model of the UK economy 0 0 1 120 0 0 5 132
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 1 82 2 2 14 217
Monetary Policy across Inflation Regimes 0 0 1 12 1 1 10 20
Monetary Policy across Space and Time 0 0 0 45 2 3 3 104
OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity 0 0 6 6 0 1 6 6
On the Validity of Classical and Bayesian DSGE-Based Inference 0 0 1 20 0 1 3 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 0 0 4 75
Time-varying cointegration and the UK great ratios 0 0 0 30 1 4 4 49
Uniform and Distribution-Free Inference with General Autoregressive Processes 2 2 3 7 6 10 15 31
Uniform and distribution-free inference with general autoregressive processes 0 1 3 51 0 3 8 73
Total Working Papers 2 3 17 450 15 29 79 867


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 3 37 0 3 8 95
A time varying DSGE model with financial frictions 0 0 2 44 0 0 7 153
A time-varying parameter structural model of the UK economy 0 0 2 17 0 0 4 68
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 0 0 0 2 0 0 4 9
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 0 1 5 7 1 2 20 30
Kernel-based Volatility Generalised Least Squares 0 0 0 10 0 1 1 26
Monetary Policy across Space and Time 0 1 1 11 0 2 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 1 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 14 145 1 9 54 475


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 2 3 4 1 6 8 13
Total Chapters 0 2 3 4 1 6 8 13


Statistics updated 2025-03-03