The dynamic factor network model with an application to international trade-Reference-Cited by-同舟云学术

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The dynamic factor network model with an application to international trade

Published:2020-06 Issue:2 Volume:216 Page:494-515
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Bräuning Falk,Koopman Siem Jan

Funder

Danish National Research Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference53 articles.

1. Networks and the macroeconomy: An empirical exploration;Acemoglu,2015

2. The network origins of aggregate fluctuations;Acemoglu;Econometrica,2012

3. Bayesian dynamic factor models and portfolio allocation;Aguilar;J. Bus. Econom. Statist.,2000

4. Mixed membership stochastic blockmodels;Airoldi;J. Mach. Learn. Res.,2008

5. Modeling financial contagion using mutually exciting jump processes;Aït-Sahalia;J. Financ. Econ.,2015

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