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
Publications
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.2021.09.013Recognition Program
Katerina PetrovaAsymptotically 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
Open Access Haroon Mumtaz and Katerina Petrova
Open Access
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach
Journal of Money, Credit and Banking, June 2022, 10.1111/jmcb.12946Open Access