SPEI's diary : econometric analysis of a dynamic network
Year of publication: |
December-March 2017/18
|
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Authors: | Gavilan-Rubio, Miguel Angel ; Alexandrova-Kabadjova, Biliana |
Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 6.2017/2018, 2/3, p. 93-119
|
Subject: | large-value payment system (LVPS) | factor models | time-varying coefficients factor-augmented vector autoregressive (TVC-FAVAR) | real-time gross settlement (RTGS) system | liquidity management | bank-funding patterns | Zahlungsverkehr | Payment system | Theorie | Theory | Bankenliquidität | Bank liquidity | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Clearing | Financial clearing |
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