EconBase
← All papers

Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications

Marko Mlikota

arXiv 24 Nov 2022 · Econometrics · 1 citations (OpenAlex)

arXiv:2211.13610 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Many environments in economics involve units linked by bilateral ties. I develop an econometric framework that rationalizes the dynamics of cross-sectional variables as the innovation transmission along fixed bilateral links and that can accommodate rich patterns of how network effects of higher order accumulate over time. The proposed Network-VAR (NVAR) can be used to estimate dynamic network effects, with the network given or inferred from dynamic cross-correlations in the data. In the latter case, it also offers a dimensionality-reduction technique for modeling high-dimensional (cross-sectional) processes, owing to networks' ability to summarize complex relations among variables (units) by relatively few bilateral links. In a first application, I show that sectoral output growth in an RBC economy with lagged input-output conversion follows an NVAR. I characterize impulse-responses to TFP shocks in this environment, and I estimate that the lagged transmission of productivity shocks along supply chains can account for a third of the persistence in aggregate output growth. The remainder is due to persistence in the aggregate TFP process, leaving a negligible role for persistence in sectoral TFP. In a second application, I forecast macroeconomic aggregates across OECD countries by assuming and estimating a network that underlies the dynamics. In line with an equivalence result I provide, this reduces out-of-sample mean squared errors relative to a dynamic factor model. The reductions range from -12% for quarterly real GDP growth to -68% for monthly CPI inflation.

Citation extraction

86
references
139
in-text mentions
86
distinct cited
0
self-citations
38,481
main-text words

appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Long, Jr., J. B. and C. I. Plosser (1983) Real Business Cycles1.000123100%
2Carter, C. K. and R. Kohn (1994) On Gibbs Sampling for State Space Models1.00053100%
3Carvalho, V. M. and A. Tahbaz-Salehi (2019) Production Networks: A Primer1.00053100%
4Zhu, X., R. Pan, G. Li, Y. Liu, and H. Wang (2017) Network vector autoregression0.87452100%
5Acemoglu, D., V. M. Carvalho, A. Ozdaglar, and A. Tahbaz-Salehi (2012) The Network Origins of Aggregate Fluctuations0.81142100%
6Golub, B. and M. O. Jackson (2010) Naive Learning in Social Networks and the Wisdom of Crowds0.81142100%
7Boivin, J. and S. Ng (2006) Are more data always better for factor analysis?0.73732100%
8Carvalho, V. M (2010) Aggregate Fluctuations and The Network Structure of Intersectoral Trade0.73732100%
9De Graeve, F. and J. D. Schneider (2023) Identifying sectoral shocks and their role in business cycles0.73732100%
10Foerster, A. T., P.-D. G. Sarte, and M. W. Watson (2011) Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production0.73732100%

Showing the top 10 of 86 scored citations.