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A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Research Discussion Paper – RDP 2018-01 A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market. Anthony Brassil and Gabriela Nodari. February 2018. 1.62. MB. Supplementary information. banking,
https://www.rba.gov.au/publications/rdp/2018/2018-01.html

Appendix E: Results with Higher-frequency Networks

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix E: Results with Higher-frequency Networks. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628.
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-e.html

Appendix D: Process for Constructing Simulation Draws

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix D: Process for Constructing Simulation Draws. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-d.html

Conclusion

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market 8. Conclusion. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628. KB. This paper has both a theoretical
https://www.rba.gov.au/publications/rdp/2018/2018-01/conclusion.html

Appendix A: The Maximum Likelihood Estimator

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix A: The Maximum Likelihood Estimator. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628. KB.
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-a.html

Appendix F: Evidence of Intermediation

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix F: Evidence of Intermediation. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628. KB. In the
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-f.html

Appendix B: Estimator Accuracy

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix B: Estimator Accuracy. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628. KB. Reproducing
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-b.html

The Density-based Estimator

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market 5. The Density-based Estimator. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628. KB. The inaccuracy
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-density-based-estimator.html

Appendix C: The Two-step Cucuringu et al (2016) Estimator

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix C: The Two-step Cucuringu et al (2016) Estimator. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-c.html

References

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market References. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628. KB. Acharya VV, D Gromb and T Yorulmazer
https://www.rba.gov.au/publications/rdp/2018/2018-01/references.html