The Network Origins of Aggregate Fluctuations

From MaRDI portal
Publication:2859524

DOI10.3982/ECTA9623zbMath1274.91317OpenAlexW3124656445MaRDI QIDQ2859524

Vasco M. Carvalho, Daron Acemoglu, Asuman Ozdaglar, Alireza Tahbaz-Salehi

Publication date: 8 November 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta9623




Related Items (87)

Network cohesionCompound Poisson models for weighted networks with applications in financePrice dynamics, financial fragility and aggregate volatilityA note on optimal sectoral policies in production networksGlobal trade and GDP comovementOut-of-equilibrium dynamics and excess volatility in firm networksThe impact of competition on prices with numerous firmsStructural propagation in a production network with restoring substitution elasticitiesDynamical topology of highly aggregated input-output networksModeling loss-propagation in the global supply network: the dynamic agent-based model acclimateOn the emergence of scale-free production networksMeasuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approachDispersion in macroeconomic volatility between the core and periphery of the international trade networkFirm dynamics and the origins of aggregate fluctuationsAdvanced economies and emerging markets: dissecting the drivers of business cycle synchronizationDebt dynamics in Europe: a network general equilibrium GVAR approachInput-output networks offer new insights of economic structureOn natural slow time rhythms in economic growthProblem of aggregating of an input-output model and dualityDetection of units with pervasive effects in large panel data modelsEstimation and inference in spatial models with dominant unitsTechnology shocks and sectoral labour market spill-oversInverse problems in analysis of input-output model in the class of CES functionsThe dynamic factor network model with an application to international tradeLiquidity Induced Asset Bubbles via Flows of ELMMsContagion risk in endogenous financial networksThe cost of segregation in (social) networksFactor models with local factors -- determining the number of relevant factorsNonlinear input-output model with nested CES technologies for the analysis of macroeconomic effects of a foreign trade shockINFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONSA MULTILAYER VIEW OF SYSTEMIC IMPORTANCE AND AGGREGATE FLUCTUATIONSEstimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spilloversNews-implied linkages and local dependency in the equity marketResilience of international trade to typhoon-related supply disruptionsThe network origins of the gains from tradeEquilibrium in production chains with multiple upstream partnersTransfers and resilience in economic networksGeneral equilibrium models in production networks with substitution of inputsIndustries on the edge: the most exposed sectors to microeconomic shocksSocial Networks from a Designer’s ViewpointDesigning weighted and directed networks under complementaritiesReconstructing production networks using machine learningYoung duality of variational inequalities. An application for the analysis of interactions in production networksSTRUCTURAL INTERVENTIONS IN NETWORKSMechanism and Network Design with Private Negative ExternalitiesUnnamed ItemVacancies in supply chain networksDiversification and systemic risk in the banking systemRobustness Sensitivities in Large NetworksMarkup cycles, dynamic misallocation, and amplificationEconometric analysis of production networks with dominant unitsEstimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structureDetecting granular time series in large panelsEstimation of a SAR model with endogenous spatial weights constructed by bilateral variablesEstimating aggregate autoregressive processes when only macro data are availableInstabilities in large economies: aggregate volatility without idiosyncratic shocksModeling systemic risk with Markov switching graphical SUR modelsYoung duality and aggregation of balancesMonetary dynamics in a network economySticky prices in a dynamic network economy: a family of counterexamplesCostly external finance and labor market dynamicsWorld, country, and sector factors in international business cyclesEquilibria and centrality in link formation gamesInput–output-based measures of systemic importancePower-law partial correlation network modelsR\&D and wholesale trade are critical to the economy: identifying dominant sectors from economic networksMultisourcing and Miscoordination in Supply Chain NetworksSupply chain networks, trade and the Brexit deal: a general equilibrium analysisWhy business cycles diverge? Structural evidence from the European UnionStrategic connections in a hierarchical society: wedge between observed and fundamental valuationsComparing dynamic multisector modelsResilience to the financial crisis in customer-supplier networksContagion in networks: stability and efficiencyBayesian nonparametric sparse VAR modelsNetwork quantile autoregressionFat tails, serial dependence, and implied volatility index connectionsOptimal contracting in networksBanking sector concentration, credit shocks and aggregate fluctuationsTechnological leaders, laggards and spillovers: a network GVAR analysisHousing bubbles, economic growth, and institutionsLink investment substitutability: a factor influencing network formationPairwise influences in dynamic choice: network-based model and applicationA spatial panel quantile model with unobserved heterogeneityModel selection and model averaging for matrix exponential spatial modelsEquilibria and Systemic Risk in Saturated NetworksMacroeconomic and Financial Networks: Review of Some Recent Developments in Parametric and Non-parametric ApproachesTechnology, demand, and productivity: what an industry model tells us about business cycles




This page was built for publication: The Network Origins of Aggregate Fluctuations