Katerina Petrova
Names
| first: |
Katerina |
| last: |
Petrova |
Identifer
Contact
Affiliations
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Barcelona School of Economics (BSE)
/ Universitat Pompeu Fabra
/ Departament d'Economia i Empresa (weight: 34%)
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Barcelona School of Economics (BSE) (weight: 33%)
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Federal Reserve Bank of New York
/ Research and Statistics Group (weight: 33%)
Research profile
author of:
- Uniform and Distribution-Free Inference with General Autoregressive Processes (RePEc:bge:wpaper:1344)
by Tassos Magdalinos & Katerina Petrova - Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models (RePEc:bla:jtsera:v:40:y:2019:i:1:p:151-157)
by Katerina Petrova - A time varying parameter structural model of the UK economy (RePEc:boe:boeewp:0677)
by Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew - Time-varying cointegration and the UK great ratios (RePEc:boe:boeewp:0789)
by Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon - A time-varying parameter structural model of the UK economy (RePEc:eee:dyncon:v:106:y:2019:i:c:5)
by Kapetanios, George & Masolo, Riccardo M. & Petrova, Katerina & Waldron, Matthew - Time-varying cointegration with an application to the UK Great Ratios (RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543)
by Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon - A quasi-Bayesian local likelihood approach to time varying parameter VAR models (RePEc:eee:econom:v:212:y:2019:i:1:p:286-306)
by Petrova, Katerina - Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (RePEc:eee:econom:v:230:y:2022:i:1:p:154-182)
by Petrova, Katerina - Scalable inference for a full multivariate stochastic volatility model (RePEc:eee:econom:v:232:y:2023:i:2:p:501-520)
by Dellaportas, Petros & Titsias, Michalis K. & Petrova, Katerina & Plataniotis, Anastasios - Kernel-based Volatility Generalised Least Squares (RePEc:eee:ecosta:v:20:y:2021:i:c:p:2-11)
by Chronopoulos, Ilias & Kapetanios, George & Petrova, Katerina - A time varying DSGE model with financial frictions (RePEc:eee:empfin:v:38:y:2016:i:pb:p:690-716)
by Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina - Time varying cointegration and the UK great ratios (RePEc:een:camaaa:2018-53)
by George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price - Monetary Policy Across Space and Time (RePEc:eme:aecozz:s0731-90532022000044b002)
by Laura Liu & Christian Matthes & Katerina Petrova - Time varying cointegration and the UK Great Ratios (RePEc:esy:uefcwp:23320)
by Kapetanios, George & Millard, Stephen & Price, Simon & Petrova, Katerina - Monetary Policy across Inflation Regimes (RePEc:fip:fednsr:97623)
by Valeria Gargiulo & Christian Matthes & Katerina Petrova - On the Validity of Classical and Bayesian DSGE-Based Inference (RePEc:fip:fednsr:97624)
by Katerina Petrova - OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity (RePEc:fip:fednsr:98657)
by Tassos Magdalinos & Katerina Petrova - Monetary Policy across Space and Time (RePEc:fip:fedreb:00079)
by Laura Liu & Christian Matthes & Katerina Petrova & Jessica Sackett Romero - Monetary Policy across Space and Time (RePEc:fip:fedrwp:18-14)
by Laura Liu & Christian Matthes & Katerina Petrova - A Time Varying DSGE Model with Financial Frictions (RePEc:qmw:qmwecw:769)
by Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova - A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models (RePEc:qmw:qmwecw:770)
by Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova - Changing impact of shocks: a time-varying proxy SVAR approach (RePEc:qmw:qmwecw:875)
by Haroon Mumtaz & Katerina Petrova - Uniform and distribution-free inference with general autoregressive processes (RePEc:upf:upfgen:1837)
by Tassos Magdalinos & Katerina Petrova - Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach (RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:635-654)
by Haroon Mumtaz & Katerina Petrova