Fernando Linardi

Government of the Federative Republic of Brazil - Central Bank of Brazil

P.O. Box 08670

SBS Quadra 3 Bloco B - Edificio-Sede

Brasilia, Distr. Federal 70074-900

Brazil

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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