Iuri Lazier

University of São Paulo (USP)

Rua Luciano Gualberto, 315

São Paulo, São Paulo 14800-901

Brazil

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Scholarly Papers (1)

1.

Dynamic Interbank Network Analysis Using Latent Space Models

Tinbergen Institute Discussoin Paper 2017-101/II
Number of pages: 38 Posted: 27 Oct 2017
Government of the Federative Republic of Brazil - Central Bank of Brazil, University of Amsterdam - Faculty of Economics and Business (FEB), CeNDEF, University of Amsterdam and University of São Paulo (USP)
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Abstract:

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network dynamics, latent position model, interbank network, Bayesian inference