| A quasi-Bayesian local likelihood approach to time varying parameter VAR models K Petrova Journal of Econometrics 212 (1), 286-306, 2019 | 76 | 2019 |
| A time varying DSGE model with financial frictions AB Galvão, L Giraitis, G Kapetanios, K Petrova Journal of Empirical Finance 38, 690-716, 2016 | 31 | 2016 |
| Changing impact of shocks: a time-varying proxy SVAR approach H Mumtaz, K Petrova Journal of Money, Credit and Banking, 2022 | 16* | 2022 |
| A time-varying parameter structural model of the UK economy G Kapetanios, RM Masolo, K Petrova, M Waldron Journal of Economic Dynamics and Control 106, 103705, 2019 | 15* | 2019 |
| Monetary policy across space and time L Liu, C Matthes, K Petrova Essays in Honour of Fabio Canova, 37-64, 2022 | 9 | 2022 |
| Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models K Petrova Journal of Time Series Analysis 40 (1), 151-157, 2019 | 8 | 2019 |
| Analysis of the most recent modelling techniques for big data with particular attention to Bayesian ones G Kapetanios, M Marcellino, K Petrova Eurostat. Statistical working papers, 2018 | 8 | 2018 |
| A Bayesian local likelihood method for modelling parameter time variation in DSGE models AB Galvão, L Giraitis, G Kapetanios, K Petrova Working Paper, 2015 | 8 | 2015 |
| Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models K Petrova Journal of Econometrics 230 (1), 154-182, 2022 | 6 | 2022 |
| Kernel-based volatility generalised least squares I Chronopoulos, G Kapetanios, K Petrova Econometrics and Statistics 20, 2-11, 2021 | 6 | 2021 |
| Time-varying cointegration with an application to the UK Great Ratios G Kapetanios, S Millard, K Petrova, S Price Economics Letters 193, 109213, 2020 | 6* | 2020 |
| Uniform and distribution-free inference with general autoregressive processes T Magdalinos, K Petrova Universitat Pompeu Fabra, Department of Economics and Business, 2022 | 5 | 2022 |
| Local Bayesian estimation and forecasting with a TVP model A Galvao, L Giraitis, G Kapetanios, K Petrova Mimeo, Mimeo, 2015 | 5 | 2015 |
| Scalable inference for a full multivariate stochastic volatility model P Dellaportas, K Petrova, A Plataniotis, M Titsias Journal of Econometrics, 2021 | 2 | 2021 |
| Monetary Policy across Inflation Regimes V Gargiulo, C Matthes, K Petrova FRB of New York Staff Report, 2024 | | 2024 |
| On the Validity of Classical and Bayesian DSGE-Based Inference K Petrova Federal Reserve Bank of New York Staff Reports 1084, 2024 | | 2024 |
| Economic Brief-Monetary Policy across Space and Time-Many major macroeconomic events have occurred across multiple countries. L Liu, C Matthes, K Petrova, J Romero Federal Reserve Bank of Richmond, 2019 | | 2019 |
| Monetary policy across Space and Time K Petrova, C Matthes, L Liu | | 2018 |
| Robust Bayesian inference in the presence of distributional misspecification and changing volatility in VAR models K Petrova | | 2018 |
| A quasi-Bayesian local likelihood method for modelling parameter time variation in DSGE models K Petrova, A Galvão, L Giraitis, G Kapetanios | | 2017 |
g kapetaniosProfessor of Finance and Econometrics, Kings College LondonEmail verificata su kcl.ac.uk
