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 1 4 63
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 1 2 4 43
A time varying parameter structural model of the UK economy 0 0 1 121 2 7 10 142
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 0 82 1 4 11 226
Monetary Policy across Inflation Regimes 0 2 3 15 2 5 13 32
Monetary Policy across Space and Time 0 1 1 46 3 7 10 111
OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity 0 0 0 6 1 1 1 7
On the Validity of Classical and Bayesian DSGE-Based Inference 0 0 0 20 2 3 4 18
Time Varying Cointegration and the UK Great Ratios 0 0 0 36 0 3 7 82
Time varying cointegration and the UK Great Ratios 0 0 0 30 0 0 1 45
Time-varying cointegration and the UK great ratios 0 0 0 30 1 3 7 52
Uniform and distribution-free inference with general autoregressive processes 0 0 6 56 3 3 13 83
Total Working Papers 0 3 11 453 17 39 85 904
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 0 2 39 2 12 21 115
A time varying DSGE model with financial frictions 0 1 2 46 0 2 6 159
A time-varying parameter structural model of the UK economy 0 0 0 17 0 0 3 71
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 0 0 1 3 0 1 4 13
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 2 5 7 14 4 12 22 51
Kernel-based Volatility Generalised Least Squares 0 0 1 11 1 2 6 32
Monetary Policy across Space and Time 0 0 2 12 3 4 6 43
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models 0 0 0 6 1 2 3 17
Scalable inference for a full multivariate stochastic volatility model 0 0 2 5 1 2 4 14
Time-varying cointegration with an application to the UK Great Ratios 0 1 1 9 0 2 5 37
Total Journal Articles 2 7 18 162 12 39 80 552


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 1 3 6 2 5 15 25
Total Chapters 0 1 3 6 2 5 15 25


Statistics updated 2026-01-09