Access Statistics for Katerina Petrova

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	62
A Time Varying DSGE Model with Financial Frictions	0	0	0	8	0	1	4	41
A time varying parameter structural model of the UK economy	0	0	0	120	1	1	3	134
Changing impact of shocks: a time-varying proxy SVAR approach	0	0	0	82	3	3	10	220
Monetary Policy across Inflation Regimes	0	0	0	12	1	3	8	25
Monetary Policy across Space and Time	0	0	0	45	0	0	3	104
OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity	0	0	6	6	0	0	6	6
On the Validity of Classical and Bayesian DSGE-Based Inference	0	0	0	20	0	0	2	15
Time Varying Cointegration and the UK Great Ratios	0	0	0	36	1	3	5	79
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	0	30	0	0	4	49
Uniform and distribution-free inference with general autoregressive processes	0	3	6	56	0	3	11	79
Total Working Papers	0	3	12	448	6	14	59	858

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	38	0	5	12	102
A time varying DSGE model with financial frictions	0	1	1	45	0	2	6	157
A time-varying parameter structural model of the UK economy	0	0	0	17	3	3	3	71
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models	0	0	1	3	1	1	5	11
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach	1	1	4	8	1	3	14	33
Kernel-based Volatility Generalised Least Squares	0	1	1	11	0	2	4	29
Monetary Policy across Space and Time	1	1	2	12	1	1	5	39
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	1	2	2	5	1	2	4	12
Time-varying cointegration with an application to the UK Great Ratios	0	0	0	8	2	3	5	35
Total Journal Articles	3	6	12	153	9	22	58	503

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Monetary Policy Across Space and Time	1	1	4	5	2	5	14	20
Total Chapters	1	1	4	5	2	5	14	20

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Statistics updated 2025-08-05