Citation profile for Katerina Petrova

Katerina Petrova : Citation Profile

Barcelona School of Economics (BSE) (34% share)
Barcelona School of Economics (BSE) (33% share)
Federal Reserve Bank of New York (33% share)

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i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

Chapters

RESEARCH ACTIVITY:

   8 years (2015 - 2023). See details.
   Cites by year: 8
   Journals where Katerina Petrova has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 9 (11.69 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe1057
   Updated: 2024-04-18    RAS profile: 2023-12-13
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Relations with other researchers

Works with:

Kapetanios, George (4)

Millard, Stephen (2)

Price, Simon (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Katerina Petrova.

Is cited by:

Baruník, Jozef (7)

Paccagnini, Alessia (4)

GAO, Jiti (4)

GUPTA, RANGAN (4)

Louri, Helen (3)

Reif, Magnus (3)

ferroni, filippo (3)

Gabauer, David (3)

Masolo, Riccardo M. (3)

Migiakis, Petros (3)

Angelini, Giovanni (2)

Cites to:

Kapetanios, George (19)

Canova, Fabio (16)

Smets, Frank (14)

Primiceri, Giorgio (14)

Wouters, Raf (14)

Sims, Christopher (13)

Zha, Tao (13)

Rubio-Ramirez, Juan F (10)

Schorfheide, Frank (10)

Koop, Gary (8)

Sala, Luca (8)

Main data

Where Katerina Petrova has published?

Journals with more than one article published	# docs
Journal of Econometrics	3

Recent works citing Katerina Petrova (2024 and 2023)

Year	Title of citing document
2023	Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃƒÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers \|\| Download paper
2023	Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers \|\| Download paper
2024	Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers \|\| Download paper
2023	Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers \|\| Download paper
2023	Unified Inference for Dynamic Quantile Predictive Regression. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2309.14160. Full description at Econpapers \|\| Download paper
2023	Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218. Full description at Econpapers \|\| Download paper
2024	Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72. Full description at Econpapers \|\| Download paper
2023	Identification Using Higher-Order Moments Restrictions. (2023). ferroni, filippo ; Andrade, Philippe ; Melosi, Leonardo. In: Working Paper Series. RePEc:fip:fedhwp:96666. Full description at Econpapers \|\| Download paper
2023	High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction?. (2020). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Working Papers. RePEc:fip:fedpwp:88714. Full description at Econpapers \|\| Download paper
2023	DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y. Full description at Econpapers \|\| Download paper
2023	Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003. Full description at Econpapers \|\| Download paper
2023	Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049. Full description at Econpapers \|\| Download paper
2023	Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers \|\| Download paper

Works by Katerina Petrova:

Year	Title	Type	Cited
2022	Uniform and Distribution-Free Inference with General Autoregressive Processes In: Working Papers. [Full Text][Citation analysis]	paper	4
2022	Uniform and distribution-free inference with general autoregressive processes.(2022) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2019	Quasi?Bayesian Estimation of Time?Varying Volatility in DSGE Models In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	1
2017	A time varying parameter structural model of the UK economy In: Bank of England working papers. [Full Text][Citation analysis]	paper	11
2019	A time-varying parameter structural model of the UK economy.(2019) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11	article
2019	Time-varying cointegration and the UK great ratios In: Bank of England working papers. [Full Text][Citation analysis]	paper	0
2018	Time varying cointegration and the UK great ratios.(2018) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2018	Time varying cointegration and the UK Great Ratios.(2018) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2020	Time-varying cointegration with an application to the UK Great Ratios In: Economics Letters. [Full Text][Citation analysis]	article	2
2019	A quasi-Bayesian local likelihood approach to time varying parameter VAR models In: Journal of Econometrics. [Full Text][Citation analysis]	article	30
2022	Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models In: Journal of Econometrics. [Full Text][Citation analysis]	article	3
2023	Scalable inference for a full multivariate stochastic volatility model In: Journal of Econometrics. [Full Text][Citation analysis]	article	0
2021	Kernel-based Volatility Generalised Least Squares In: Econometrics and Statistics. [Full Text][Citation analysis]	article	0
2016	A time varying DSGE model with financial frictions In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	14
2015	A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14	paper
2022	Monetary Policy Across Space and Time In: Advances in Econometrics. [Full Text][Citation analysis]	chapter	3
2019	Monetary Policy across Space and Time.(2019) In: Richmond Fed Economic Brief. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	article
2018	Monetary Policy across Space and Time.(2018) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2015	A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models In: Working Papers. [Full Text][Citation analysis]	paper	0
2018	Changing impact of shocks: a time-varying proxy SVAR approach In: Working Papers. [Full Text][Citation analysis]	paper	0
2023	Changing Impact of Shocks: A Time?Varying Proxy SVAR Approach.(2023) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article