Dynamic interbank network analysis using latent space models
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Publication:2177990
DOI10.1016/j.jedc.2019.103792OpenAlexW2767327223MaRDI QIDQ2177990
Publication date: 7 May 2020
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://papers.tinbergen.nl/17101.pdf
Cites Work
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- Bayesian Measures of Model Complexity and Fit
- Latent Space Models for Dynamic Networks
- Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
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