This paper investigates how economic shocks propagate and amplify through the input-output network connecting … impact of economic shocks strongly depends on the nature of the shock and country size. Shocks that impact on final demand … this case, we also find that: (i) the more a sector is globally central in the country network, the largest its impact; (ii …

In this paper, we study the time-varying network vector autoregression (TV-NVAR) model. Constituting an ultra …

We consider here a large-scale social network with a continuous response observed for each node at equally spaced time … investigated. In addition, the network structure is also taken into consideration, for which we propose a network vector …. The corresponding coeffcients are referred to as the momentum effect, the network effect, and the nodal effect …