Katerina Petrova

UPF and BSE - on leave


PhD, Queen Mary University London

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.

Working Papers


Petros Dellaportas, Michalis K. Titsias, Katerina Petrova and Anastasios Plataniotis

Scalable Inference for a full Multivariate Stochastic Volatility Model

Journal of Econometrics, Vol.232, No 2, 501-520, February 2023, 10.1016/j.jeconom.2021.09.013
Open Access       Haroon Mumtaz and Katerina Petrova

Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach

Journal of Money, Credit and Banking, June 2022, 10.1111/jmcb.12946
Open Access