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 3 62
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 0 4 41
A time varying parameter structural model of the UK economy 0 1 1 121 0 2 4 135
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 0 82 1 5 10 222
Monetary Policy across Inflation Regimes 1 1 1 13 1 3 9 27
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 5 6 0 0 2 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 0 1 4 79
Time varying cointegration and the UK Great Ratios 0 0 0 30 1 1 1 45
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 0 6 56 1 1 11 80
Total Working Papers 1 2 13 450 4 13 57 865
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 1 2 39 1 1 13 103
A time varying DSGE model with financial frictions 0 0 1 45 0 0 6 157
A time-varying parameter structural model of the UK economy 0 0 0 17 0 3 3 71
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 0 0 1 3 1 2 6 12
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 1 2 5 9 6 7 15 39
Kernel-based Volatility Generalised Least Squares 0 0 1 11 1 1 5 30
Monetary Policy across Space and Time 0 1 2 12 0 1 4 39
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models 0 0 0 6 1 1 1 15
Scalable inference for a full multivariate stochastic volatility model 0 1 2 5 0 1 4 12
Time-varying cointegration with an application to the UK Great Ratios 0 0 0 8 0 2 5 35
Total Journal Articles 2 5 14 155 10 19 62 513


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 5 0 2 13 20
Total Chapters 0 1 3 5 0 2 13 20


Statistics updated 2025-10-06