Katerina PETROVA

Position
Associate Professor
Telephone
041 234 9167
E-mail
katerina.petrova@unive.it
Scientific sector (SSD)
Econometria [ECON-05/A]
Website
www.unive.it/people/katerina.petrova (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe

Publications

Year Type Publication
Year Type Publication
2025 Journal Article Gargiulo, Valeria; Matthes, Christian; Petrova, Katerina Monetary policy across inflation regimes in EUROPEAN ECONOMIC REVIEW, vol. 178 (ISSN 0014-2921)
DOI - ARCA card: 10278/5110751
2023 Journal Article Dellaportas, Petros; Titsias, Michalis K.; Petrova, Katerina; Plataniotis, Anastasios Scalable inference for a full multivariate stochastic volatility model in JOURNAL OF ECONOMETRICS, vol. 232, pp. 501-520 (ISSN 0304-4076)
DOI - ARCA card: 10278/5110750
2022 Journal Article Petrova, Katerina Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models in JOURNAL OF ECONOMETRICS, vol. 230, pp. 154-182 (ISSN 0304-4076)
DOI - ARCA card: 10278/5110747
2022 Journal Article MUMTAZ, HAROON; PETROVA, KATERINA Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach in JOURNAL OF MONEY, CREDIT, AND BANKING, vol. 55, pp. 635-654 (ISSN 0022-2879)
DOI - ARCA card: 10278/5110749
2022 Book Article Liu, Laura; Matthes, Christian; Petrova, Katerina Monetary Policy Across Space and Time , Essays in Honour of Fabio Canova, Emerald Publishing Limited, vol. 448, pp. 37-64 (ISBN 978-1-80382-831-2; 978-1-80382-832-9) (ISSN 0731-9053)
DOI - ARCA card: 10278/5110745
2021 Journal Article Chronopoulos, Ilias; Kapetanios, George; Petrova, Katerina Kernel-based Volatility Generalised Least Squares in ECONOMETRICS AND STATISTICS, vol. 20, pp. 2-11 (ISSN 2452-3062)
DOI - ARCA card: 10278/5110744
2020 Journal Article Kapetanios, George; Millard, Stephen; Petrova, Katerina; Price, Simon Time-varying cointegration with an application to the UK Great Ratios in ECONOMICS LETTERS, vol. 193 (ISSN 0165-1765)
DOI - ARCA card: 10278/5110742
2019 Journal Article Petrova, Katerina A quasi-Bayesian local likelihood approach to time varying parameter VAR models in JOURNAL OF ECONOMETRICS, vol. 212, pp. 286-306 (ISSN 0304-4076)
DOI - ARCA card: 10278/5110740
2019 Journal Article Kapetanios, George; Masolo, Riccardo M.; Petrova, Katerina; Waldron, Matthew A time-varying parameter structural model of the UK economy in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 106 (ISSN 0165-1889)
DOI - ARCA card: 10278/5110741
2019 Journal Article Petrova, Katerina Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models in JOURNAL OF TIME SERIES ANALYSIS, vol. 40, pp. 151-157 (ISSN 0143-9782)
DOI - ARCA card: 10278/5110739
2016 Journal Article Galvão, Ana Beatriz; Giraitis, Liudas; Kapetanios, George; Petrova, Katerina A time varying DSGE model with financial frictions in JOURNAL OF EMPIRICAL FINANCE, vol. 38, pp. 690-716 (ISSN 0927-5398)
DOI - ARCA card: 10278/5110737