scholarly journals Score-Driven Exponential Random Graphs: A New Class of Time-Varying Parameter Models for Dynamical Networks

2019 ◽  
Author(s):  
Domenico Di Gangi ◽  
Giacomo Bormetti ◽  
Fabrizio Lillo
Keyword(s):  
Random Graphs ◽  
Time Varying ◽  
Dynamical Networks ◽  
Exponential Random Graphs ◽  
New Class ◽  
Time Varying Parameter

scholarly journals Endogenous Time Variation in Vector Autoregressions

2021 ◽  
pp. 1-45
Author(s):  
Danilo Leiva-León ◽  
Luis Uzeda
Keyword(s):  
Model Comparison ◽  
Estimation Algorithm ◽  
Time Varying ◽  
Parameter Vector ◽  
Vector Autoregressions ◽  
Structural Shocks ◽  
New Class ◽  
Us Economy ◽  
Time Varying Parameter ◽  
The Us

Abstract We introduce a new class of time-varying parameter vector autoregressions (TVP-VARs) where the identified structural innovations are allowed to influence the dynamics of the coefficients in these models. An estimation algorithm and a parametrization conducive to model comparison are also provided. We apply our framework to the US economy. Scenario analysis suggests that, once accounting for the influence of structural shocks on the autoregressive coefficients, the effects of monetary policy on economic activity are larger and more persistent than in an otherwise standard TVP-VAR. Our results also indicate that cost-push shocks play a prominent role in understanding historical changes in inflation-gap persistence.

Fault estimation and synchronization control for complex dynamical networks with time‐varying coupling delay

2021 ◽  
Author(s):  
Rathinasamy Sakthivel ◽  
Ramalingam Sakthivel ◽  
Oh‐Min Kwon ◽  
Boomipalagan Kaviarasan
Keyword(s):  
Complex Dynamical Networks ◽  
Synchronization Control ◽  
Fault Estimation ◽  
Time Varying ◽  
Dynamical Networks ◽  
Coupling Delay

Non-Fragile Synchronization Control For Markovian Jumping Complex Dynamical Networks With Probabilistic Time-Varying Coupling Delays

2014 ◽  
Vol 17 (5) ◽  
pp. 1678-1695 ◽  
Author(s):  
Xiaodi Li ◽  
R. Rakkiyappan ◽  
N. Sakthivel
Keyword(s):  
Complex Dynamical Networks ◽  
Synchronization Control ◽  
Time Varying ◽  
Markovian Jumping ◽  
Dynamical Networks
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