Browsing PERC Publications by Subject "Dynamic networks"
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(Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2021-05-06)In this working paper, authors Tatevik Sekhposyan, Tatjana Dahlhaus, and Julia Schaumburg introduce a flexible, time-varying network model to trace the propagation of interest rate surprises across different maturities. ...