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Community Development
& Education

Katerina Petrova

Research Economist
Macroeconomic and Monetary Studies
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Katerina.Petrova@ny.frb.org


Bio	Working Papers

Fields of interest

Econometrics, Time Series, Bayesian Methods, VAR, DSGE Models

Katerina Petrova joined the New York Fed in 2023. Her research focuses on both theoretical and applied aspects of time series data analysis, macroeconometrics, and financial econometrics, as well as computational methods. A common theme in her research has been the development of new estimation and inference procedures for existing reduced-form and structural models that are designed to be robust to issues such as: parameter time variation, stochastic volatility, presence of non-Gaussian fundamental shocks, and persistent and possibly nonstationary regressors. She currently serves as Associate Editor at the Journal of Time Series Analysis. Prior to joining the New York Fed, Petrova was an assistant professor in Universitat Pompeu Fabra in Barcelona. She holds a Ph.D. in economics from Queen Mary University London.

Personal Webpage

Katerina Petrova's CV PDF

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