Katerina Petrova

University of St Andrews

The Gateway

North Haugh

St Andrews, Fife KY16 9RJ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

33

CITATIONS

1

Scholarly Papers (4)

1.

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 12 (562,077)

Abstract:

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Monetary policy spillovers, time-varying parameters, changing volatility

2.

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 12 (562,077)

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

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 5 (633,340)

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Time variation, great ratios, cointegration

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 4 (640,911)
Citation 1

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Time variation, great ratios, cointegration

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 (661,710)
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Abstract:

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Time‐varying volatility, DSGE models, Bayesian methods