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 1 1 4 42
A time varying parameter structural model of the UK economy 0 0 1 121 4 5 8 140
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 0 82 1 4 10 225
Monetary Policy across Inflation Regimes 1 3 3 15 2 4 11 30
Monetary Policy across Space and Time 1 1 1 46 3 4 7 108
OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity 0 0 0 6 0 0 1 6
On the Validity of Classical and Bayesian DSGE-Based Inference 0 0 0 20 0 1 2 16
Time Varying Cointegration and the UK Great Ratios 0 0 0 36 1 3 7 82
Time varying cointegration and the UK Great Ratios 0 0 0 30 0 1 1 45
Time-varying cointegration and the UK great ratios 0 0 0 30 2 2 6 51
Uniform and distribution-free inference with general autoregressive processes 0 0 6 56 0 1 10 80
Total Working Papers 2 4 11 453 14 26 70 887
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 1 2 39 2 11 21 113
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 2 4 13
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 1 4 6 12 4 14 19 47
Kernel-based Volatility Generalised Least Squares 0 0 1 11 1 2 6 31
Monetary Policy across Space and Time 0 0 2 12 1 1 4 40
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models 0 0 0 6 0 2 2 16
Scalable inference for a full multivariate stochastic volatility model 0 0 2 5 1 1 4 13
Time-varying cointegration with an application to the UK Great Ratios 1 1 1 9 1 2 5 37
Total Journal Articles 2 7 17 160 10 37 74 540


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 1 1 4 6 3 3 16 23
Total Chapters 1 1 4 6 3 3 16 23


Statistics updated 2025-12-06