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
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