Concepedia

Kateřina Petrová

KP

6

Publications

155

Citations

6

H-Index

2016

Active since

Affiliations

University of St Andrews(Current)

King's College London

Kateřina Petrová is an author at University of St Andrews specializing in business, engineering, and economics.

Top concepts

BusinessEconomicsStatisticsEngineeringEconometricsFinanceForecastingMacroeconomicsStatistical InferenceTime Series Econometrics

Publications per year

2016–2022

6

Publications

6

A quasi-Bayesian local likelihood approach to time varying parameter VAR models

Kateřina Petrová · Journal of Econometrics · 2019 · 74 citations

Parameter Identification, Parameter Estimation, Engineering +6

A time varying DSGE model with financial frictions

Ana Beatriz Galvão, Liudas Giraitis, George Kapetanios et al. · Journal of Empirical Finance · 2016 · 27 citations · Full text

Dynamic Economic Model, Economics, Dsge Model +6

Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach

Haroon Mumtaz, Kateřina Petrová · Journal of money credit and banking · 2022 · 17 citations · Full text

Econometric Model, Economics, External Shock +14

A time-varying parameter structural model of the UK economy

George Kapetanios, Riccardo M. Masolo, Kateřina Petrová et al. · Journal of Economic Dynamics and Control · 2019 · 16 citations

Dynamic Economic Model, Economics, Macroeconomics +6

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

Kateřina Petrová · Journal of Time Series Analysis · 2018 · 11 citations · Full text

Volatility Modeling, Engineering, Bayesian Econometrics +19

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