Katerina Petrova

University of St Andrews

The Gateway

North Haugh

St Andrews, Fife KY16 9RJ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

106

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.
Downloads 50 (469,038)
Citation 1

Time-varying Cointegration and the UK Great Ratios

Bank of England Working Paper No. 789
Number of pages: 40 Posted: 19 Apr 2019
King's College, London, Bank of England, University of St Andrews and Essex Business School
Downloads 41 (518,254)
Citation 1

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Time variation, great ratios, cointegration

Time Varying Cointegration and the UK Great Ratios

CAMA Working Paper No. 53/2018
Number of pages: 37 Posted: 23 Oct 2018
King's College, London, Bank of England, University of St Andrews and Essex Business School
Downloads 9 (738,429)

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Time variation, great ratios, cointegration

2.

Monetary Policy Across Space and Time

FRB Richmond Working Paper No. 18-14
Number of pages: 33 Posted: 02 Oct 2018 Last Revised: 21 Feb 2019
Laura Liu, Christian Matthes and Katerina Petrova
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Richmond and University of St Andrews
Downloads 28 (575,655)

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Monetary policy spillovers, time-varying parameters, changing volatility

3.

A Time Varying Parameter Structural Model of the UK Economy

Bank of England Working Paper No. 677
Number of pages: 33 Posted: 13 Sep 2017
University of St Andrews, Bank of England, Bank of England and Bank of England
Downloads 28 (575,655)
Citation 2

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DSGE models, Bayesian methods, local likelihood, time varying parameters, forecasting

4.

Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models

Journal of Time Series Analysis, Vol. 40, Issue 1, pp. 151-157, 2019
Number of pages: 7 Posted: 11 Dec 2018
Katerina Petrova
University of St Andrews
Downloads 0 (794,867)
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Time‐varying volatility, DSGE models, Bayesian methods