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 1 8 70
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 2 16 57
A time varying parameter structural model of the UK economy 0 0 2 122 0 0 21 155
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 0 82 1 2 18 238
Monetary Policy across Inflation Regimes 0 0 4 16 0 3 24 49
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 0 0 8 14
On the Validity of Classical and Bayesian DSGE-Based Inference 0 0 0 20 0 2 9 24
Time Varying Cointegration and the UK Great Ratios 0 0 0 36 0 2 13 92
Time varying cointegration and the UK Great Ratios 0 0 0 30 0 3 14 58
Time-varying cointegration and the UK great ratios 0 0 0 30 1 2 13 62
Uniform and distribution-free inference with general autoregressive processes 0 0 0 56 0 0 7 86
Total Working Papers 0 0 7 455 2 17 178 1,036
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 42 2 4 34 136
A time varying DSGE model with financial frictions 0 0 2 47 2 3 12 169
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 2 2 12 23
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 0 0 8 16 2 7 45 78
Kernel-based Volatility Generalised Least Squares 0 0 0 11 0 1 13 42
Monetary Policy across Space and Time 0 0 0 12 0 1 20 59
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models 0 0 0 6 0 0 10 24
Scalable inference for a full multivariate stochastic volatility model 0 1 1 6 1 2 12 24
Time-varying cointegration with an application to the UK Great Ratios 0 0 1 9 0 2 12 47
Total Journal Articles 1 3 17 170 9 22 175 678


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 2 24 44
Total Chapters 0 0 1 6 0 2 24 44


Statistics updated 2026-08-07