Publications

All Publications authored by Katerina Petrova

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
Recognition Program
Katerina 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
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
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
Time-Varying Cointegration with an Application to the UK Great Ratios
Economic Letters, Vol.193, August 2020, 10.1016/j.econlet.2020.109213
Riccardo M. Massolo, Katerina Petrova, Matthew Waldron and
A Time-Varying Parameter Structural Model of the UK Economy
Journal of Economic Dynamics and Control, Vol.106, 103705, September 2019, https://doi.org/10.1016/j.jedc.2019.05.012
Katerina Petrova
A Quasi-Bayesian Local Likelihood Approach to Time Varying Parameter VAR Models
Journal of Econometrics, Vol.212, No 1, 286-306, September 2019, https://doi.org/10.1016/j.jeconom.2019.04.031
Katerina Petrova
Quasi-Bayesian Estimation of Time-Varying Volatility in DSGE Models
Journal of Time Series Analysis, Vol.40, No 1, 151-157, January 2019, 10.1111/jtsa.12290

Behavioral and Experimental Economics
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International Economics
Labor Economics
Macroeconomics
Microeconomics
Monetary and Fiscal Policy
Political Economy
Public Economics
Social Choice and Mechanism Design
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Publications

All Publications authored by Katerina Petrova

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