21-085/III - Heterogeneity and Dynamics in Spatial Network Models

• Authors
  Enzo D'Innocenzo, Vrije Universiteit Amsterdam; André Lucas, Vrije Universiteit Amsterdam; Anne Opschoor, Vrije Universiteit Amsterdam; Xingmin Zhang, Southwestern University of Finance and Economics
• Publication date
  September 23, 2021

• Keywords
  dynamic networks, spatial auto-regressions, heterogeneous spatial contagion, network heterogeneity, sovereign risk dynamics
• JEL
  C58, G15, G01