17-101/II - Dynamic Interbank Network Analysis Using Latent Space Models

• Authors
  Fernando Linardi, University of Amsterdam, The Netherlands; Central Bank of Brazil, Brazil; Cees (C.G.H.) Diks, University of Amsterdam, The Netherlands; Tinbergen Institute, The Netherlands; Marco (M.J.) van der Leij, University of Amsterdam, The Netherlands; De Nederlandsche Bank, The Netherlands; Iuri Lazier, Central Bank of Brazil, Brazil
• Publication date
  October 26, 2017

• Keywords
  network dynamics, latent position model, interbank network, Bayesian inference
• JEL
  C11, D85, G21