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 4 62
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 1 1 4 41
A time varying parameter structural model of the UK economy 0 0 0 120 0 1 3 133
Changing impact of shocks: a time-varying proxy SVAR approach 0 0 0 82 0 0 9 217
Monetary Policy across Inflation Regimes 0 0 0 12 2 4 9 24
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 30 0 0 0 44
Time varying cointegration and the UK great ratios 0 0 0 36 0 1 2 76
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 2 5 9 4 7 21 38
Uniform and distribution-free inference with general autoregressive processes 3 5 6 56 3 6 11 79
Total Working Papers 3 7 17 457 10 21 78 888

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 3 38 2 4 11 99
A time varying DSGE model with financial frictions 0 0 2 44 0 2 7 155
A time-varying parameter structural model of the UK economy 0 0 1 17 0 0 2 68
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 0 1 1 3 0 1 4 10
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach 0 0 3 7 1 1 12 31
Kernel-based Volatility Generalised Least Squares 1 1 1 11 1 2 3 28
Monetary Policy across Space and Time 0 0 1 11 0 0 4 38
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 1 2 4 1 1 4 11
Time-varying cointegration with an application to the UK Great Ratios 0 0 0 8 0 0 2 32
Total Journal Articles 2 4 14 149 5 11 49 486

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 3 4 2 4 11 17
Total Chapters 0 0 3 4 2 4 11 17

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06