Katerina Petrova is an Assistant Professor at UPF and BSE Affiliated Professor. Her research interests include both theoretical and empirical time series and macroeconometrics. Her research focuses on developing estimators that are robust to the presence of misspecification or structural change, establishing their asymptotic properties and applying them to real macroeconomic problems.
Publications
Recognition ProgramKaterina Petrova
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
Journal of Econometrics, Vol.230, No 1, 154-182, September 2022, 10.1016/j.jeconom.2020.12.011
Ilias Chronopoulos, George Kapetanios and Katerina Petrova
Kernel-based Volatility Generalised Least Squares
Econometrics and Statistics, Vol.20, 2-11, October 2021, 10.1016/j.ecosta.2019.11.001
Stephen Millard, Simon Mc Kay Price, Katerina Petrova and