Institution: Barcelona School of Economics (BSE)
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://sites.google.com/site/katerinapetrovawebpage/home
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 5.05 | 1.01 | 0.00 | 6.05 | 87% |
| Last 10 Years | 0.00 | 9.08 | 1.51 | 0.25 | 10.85 | 90% |
| All Time | 0.00 | 9.08 | 1.51 | 0.25 | 10.85 | 89% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Scalable inference for a full multivariate stochastic volatility model | Journal of Econometrics | A | 4 |
| 2023 | Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach | Journal of Money, Credit, and Banking | B | 2 |
| 2022 | Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models | Journal of Econometrics | A | 1 |
| 2020 | Time-varying cointegration with an application to the UK Great Ratios | Economics Letters | C | 4 |
| 2019 | A time-varying parameter structural model of the UK economy | Journal of Economic Dynamics and Control | B | 4 |
| 2019 | A quasi-Bayesian local likelihood approach to time varying parameter VAR models | Journal of Econometrics | A | 1 |