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 5 6 67
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 1 7 9 49
A time varying parameter structural model of the UK economy 0 0 1 121 3 9 17 149
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 0 82 1 4 12 229
Monetary Policy across Inflation Regimes 0 0 3 15 2 7 17 37
Monetary Policy across Space and Time 0 0 1 46 6 16 20 124
OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity 0 0 0 6 0 5 5 11
On the Validity of Classical and Bayesian DSGE-Based Inference 0 0 0 20 0 5 6 21
Time Varying Cointegration and the UK Great Ratios 0 0 0 36 1 5 12 87
Time varying cointegration and the UK Great Ratios 0 0 0 30 0 6 7 51
Time-varying cointegration and the UK great ratios 0 0 0 30 1 6 8 57
Uniform and distribution-free inference with general autoregressive processes 0 0 5 56 2 6 13 86
Total Working Papers 0 0 10 453 19 81 132 968
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 4 13 31 126
A time varying DSGE model with financial frictions 1 1 3 47 2 4 10 163
A time-varying parameter structural model of the UK economy 0 0 0 17 0 2 5 73
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 0 1 2 4 1 5 9 18
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 1 4 9 16 5 19 36 66
Kernel-based Volatility Generalised Least Squares 0 0 1 11 3 8 13 39
Monetary Policy across Space and Time 0 0 1 12 3 15 17 55
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models 0 0 0 6 2 6 8 22
Scalable inference for a full multivariate stochastic volatility model 0 0 2 5 1 6 9 19
Time-varying cointegration with an application to the UK Great Ratios 0 0 1 9 3 4 9 41
Total Journal Articles 2 6 21 166 24 82 147 622


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 14 24 37
Total Chapters 0 0 2 6 2 14 24 37


Statistics updated 2026-03-04