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 0 8 70
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 1 17 58
A time varying parameter structural model of the UK economy 0 0 1 122 1 2 22 157
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 0 82 0 2 17 239
Monetary Policy across Inflation Regimes 0 0 3 16 2 2 24 51
Monetary Policy across Space and Time 0 0 1 46 0 0 27 131
OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity 0 0 0 6 1 1 9 15
On the Validity of Classical and Bayesian DSGE-Based Inference 0 0 0 20 0 0 9 24
Time Varying Cointegration and the UK Great Ratios 0 0 0 36 1 2 15 94
Time varying cointegration and the UK Great Ratios 0 0 0 30 0 0 13 58
Time-varying cointegration and the UK great ratios 0 0 0 30 0 1 13 62
Uniform and distribution-free inference with general autoregressive processes 0 0 0 56 0 0 6 86
Total Working Papers 0 0 5 455 5 11 180 1,045
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 2 4 43 3 6 37 140
A time varying DSGE model with financial frictions 0 0 2 47 2 7 17 174
A time-varying parameter structural model of the UK economy 0 0 0 17 0 0 5 76
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 0 0 1 4 0 3 12 24
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 1 1 8 17 3 6 43 82
Kernel-based Volatility Generalised Least Squares 0 0 0 11 0 1 13 43
Monetary Policy across Space and Time 0 0 0 12 0 0 20 59
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models 0 0 0 6 0 2 11 26
Scalable inference for a full multivariate stochastic volatility model 1 1 2 7 1 2 13 25
Time-varying cointegration with an application to the UK Great Ratios 0 0 1 9 0 1 13 48
Total Journal Articles 3 4 18 173 9 28 184 697


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 1 6 0 1 25 45
Total Chapters 0 0 1 6 0 1 25 45


Statistics updated 2026-10-11