PETROVA, Katerina
PETROVA, Katerina
Dipartimento di Economia
A quasi-Bayesian local likelihood approach to time varying parameter VAR models
2019 Petrova, Katerina
A time varying DSGE model with financial frictions
2016 Galvão, Ana Beatriz; Giraitis, Liudas; Kapetanios, George; Petrova, Katerina
A time-varying parameter structural model of the UK economy
2019 Kapetanios, George; Masolo, Riccardo M.; Petrova, Katerina; Waldron, Matthew
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
2022 Petrova, Katerina
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach
2022 Mumtaz, Haroon; Petrova, Katerina
Kernel-based Volatility Generalised Least Squares
2021 Chronopoulos, Ilias; Kapetanios, George; Petrova, Katerina
Monetary policy across inflation regimes
2025 Gargiulo, Valeria; Matthes, Christian; Petrova, Katerina
Monetary Policy Across Space and Time
2022 Liu, Laura; Matthes, Christian; Petrova, Katerina
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models
2019 Petrova, Katerina
Scalable inference for a full multivariate stochastic volatility model
2023 Dellaportas, Petros; Titsias, Michalis K.; Petrova, Katerina; Plataniotis, Anastasios
Time-varying cointegration with an application to the UK Great Ratios
2020 Kapetanios, George; Millard, Stephen; Petrova, Katerina; Price, Simon