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 4 7 69
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 2 7 15 55
A time varying parameter structural model of the UK economy 1 1 2 122 4 9 22 155
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 0 82 4 8 19 236
Monetary Policy across Inflation Regimes 0 1 4 16 4 11 24 46
Monetary Policy across Space and Time 0 0 1 46 4 13 27 131
OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity 0 0 0 6 3 3 8 14
On the Validity of Classical and Bayesian DSGE-Based Inference 0 0 0 20 1 1 7 22
Time Varying Cointegration and the UK Great Ratios 0 0 0 36 2 4 14 90
Time varying cointegration and the UK Great Ratios 0 0 0 30 4 4 11 55
Time-varying cointegration and the UK great ratios 0 0 0 30 2 4 11 60
Uniform and distribution-free inference with general autoregressive processes 0 0 3 56 0 2 10 86
Total Working Papers 1 2 10 455 31 70 175 1,019
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 1 1 2 40 6 10 35 132
A time varying DSGE model with financial frictions 0 1 3 47 2 5 11 166
A time-varying parameter structural model of the UK economy 0 0 0 17 1 3 8 76
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 0 0 1 4 3 4 11 21
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 0 1 9 16 4 10 41 71
Kernel-based Volatility Generalised Least Squares 0 0 1 11 1 5 14 41
Monetary Policy across Space and Time 0 0 1 12 3 6 20 58
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models 0 0 0 6 1 4 10 24
Scalable inference for a full multivariate stochastic volatility model 0 0 2 5 2 4 12 22
Time-varying cointegration with an application to the UK Great Ratios 0 0 1 9 4 7 13 45
Total Journal Articles 1 3 20 167 27 58 175 656


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 2 7 27 42
Total Chapters 0 0 2 6 2 7 27 42


Statistics updated 2026-05-06