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  • Search: subject:"Dynamic Networks"
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Year of publication
Subject
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Business network 8 Unternehmensnetzwerk 8 Dynamic networks 7 Dynamic Networks 6 Theorie 6 Theory 6 dynamic networks 6 Social network 4 Soziales Netzwerk 4 Systemic risk 3 Systemrisiko 3 peer effects 3 social networks 3 Asset Pricing 2 Austrian Interbank Market 2 Bayes-Statistik 2 Bayesian Inference 2 Bayesian inference 2 Dynamische Wirtschaftstheorie 2 Economic dynamics 2 Geldmarkt 2 General Equilibrium 2 Interbank market 2 Interbankenmarkt 2 Latent Variable Models 2 Markov chain 2 Monetary policy 2 Money market 2 Mutually Exciting Processes 2 Network 2 Netzwerk 2 Recursive Preferences 2 Schock 2 Shock 2 Social group 2 Social relations 2 Soziale Beziehungen 2 Soziale Gruppe 2 Systemic Risk 2 Yield-curve 2
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Online availability
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Free 19 CC license 1
Type of publication
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Book / Working Paper 14 Article 5
Type of publication (narrower categories)
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Working Paper 11 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 16 Undetermined 3
Author
All
Branger, Nicole 2 Caulier, Jean-François 2 Dalhaus, Tatjana 2 Grabisch, Michel 2 Hledik, Juraj 2 Jackson, Matthew O. 2 Konermann, Patrick 2 Lucas, André 2 Meinerding, Christoph 2 Nei, Stephen M. 2 Opschoor, Anne 2 Rastelli, Riccardo 2 Rusinowska, Agnieszka 2 Schaumburg, Julia 2 Schlag, Christian 2 Sekhposyan, Tatevik 2 Snowberg, Erik 2 Yariv, Leeat 2 Zhang, Xingmin 2 Billio, Monica 1 Buccheri, Giuseppe 1 Casarin, Roberto 1 Chang, Victor 1 Groeber, Patrick 1 Hall, Karl 1 Iacopini, Matteo 1 Kaufmann, Sylvia 1 Kiefer, Peter 1 Laplace Mermoud, Dylan 1 Le Minh Thao Doan 1 Lübcke, Maren 1 Malsch, Thomas 1 Marchenko, Maria 1 Mazzarisi, Piero 1 Perschke, Rasco 1 Press, Kerstin 1 Schlieder, Christoph 1 Schmitt, Marco 1 Schweitzer, Frank 1 Stein, Klaus 1
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Institution
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 HAL 1 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 1
Published in...
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Documents de travail du Centre d'Economie de la Sorbonne 2 Journal of Artificial Societies and Social Simulation 2 CESifo Working Paper 1 CESifo working papers 1 Decision analytics journal 1 Department of Economics working paper 1 Discussion paper / Tinbergen Institute 1 ECB Working Paper 1 ESRB Working Paper Series 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Post-Print / HAL 1 SAFE Working Paper Series 1 SAFE working paper 1 Tinbergen Institute Discussion Paper 1 Working paper series 1 Working paper series / European Central Bank 1
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Source
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ECONIS (ZBW) 10 RePEc 5 EconStor 4
Showing 1 - 10 of 19
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Diffusion in dynamic networks with continuous inputs to allocate responsibility
Van Den Ende, Rosa; Laplace Mermoud, Dylan - 2025
Persistent link: https://www.econbiz.de/10015386513
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Realized random graphs, with an application to the interbank network
Buccheri, Giuseppe; Mazzarisi, Piero - 2025
Persistent link: https://www.econbiz.de/10015339740
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The Dynamics of Networks and Homophily
Jackson, Matthew O.; Nei, Stephen M.; Snowberg, Erik; … - 2023
We examine friendships and study partnerships among university students over several years. At the aggregate level, connections increase over time, but homophily on gender and ethnicity is relatively constant across time, university residences, and different network layers. At the individual...
Persistent link: https://www.econbiz.de/10014290120
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The dynamics of networks and homophily
Jackson, Matthew O.; Nei, Stephen M.; Snowberg, Erik; … - 2023
We examine friendships and study partnerships among university students over several years. At the aggregate level, connections increase over time, but homophily on gender and ethnicity is relatively constant across time, university residences, and different network layers. At the individual...
Persistent link: https://www.econbiz.de/10013486159
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Bayesian dynamic tensor regression
Billio, Monica; Casarin, Roberto; Iacopini, Matteo; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
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A social network analysis of two networks : adolescent school network and Bitcoin trader network
Chang, Victor; Hall, Karl; Xu, Qianwen; Le Minh Thao Doan; … - In: Decision analytics journal 3 (2022), pp. 1-12
This paper applies social network analysis in two experiments. In the first experiment, social network analysis is conducted on student friendship networks to find relational patterns. Then, three community detection methods are used to divide the student network. The RSiena package is used to...
Persistent link: https://www.econbiz.de/10013339240
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The importance of heterogeneity in dynamic network models applied to European systemic risk
Zhang, Xingmin; Opschoor, Anne; Lucas, André - 2021
Standard spatial time-series models for financial networks can fail substantially in uncovering empirical network and risk dynamics. We propose a novel empirical spatial modeling framework that solves this problem by accommodating both heterogeneity and time-variation in economic connections and...
Persistent link: https://www.econbiz.de/10012797243
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Networking the yield curve: Implications for monetary policy
Dalhaus, Tatjana; Schaumburg, Julia; Sekhposyan, Tatevik - 2021
We introduce a flexible, time-varying network model to trace the propagation of interest rate surprises across different maturities. First, we develop a novel econometric framework that allows for unknown, potentially asymmetric contemporaneous spillovers across panel units, and establish the...
Persistent link: https://www.econbiz.de/10012515453
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Networking the yield curve : implications for monetary policy
Dalhaus, Tatjana; Schaumburg, Julia; Sekhposyan, Tatevik - 2021
We introduce a flexible, time-varying network model to trace the propagation of interest rate surprises across different maturities. First, we develop a novel econometric framework that allows for unknown, potentially asymmetric contemporaneous spillovers across panel units, and establish the...
Persistent link: https://www.econbiz.de/10012488662
Saved in:
Cover Image
The importance of heterogeneity in dynamic network models applied to European systemic risk
Zhang, Xingmin; Opschoor, Anne; Lucas, André - 2021
Standard spatial time-series models for financial networks can fail substantially in uncovering empirical network and risk dynamics. We propose a novel empirical spatial modeling framework that solves this problem by accommodating both heterogeneity and time-variation in economic connections and...
Persistent link: https://www.econbiz.de/10012650168
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