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econ.EM2026★ 1 cited
Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications
Marko Mlikota
Many economic environments involve units linked by a network. I develop an econometric framework that derives the dynamics of cross-sectional variables from the lagged innovation t…
econ.EM2025
Origins and Nature of Macroeconomic Instability in Vector Autoregressions
Pooyan Amir-Ahmadi, Marko Mlikota, Dalibor StevanoviÄ
For a general class of dynamic and stochastic structural models, we show that (i) non-linearity in economic dynamics is a necessary and sufficient condition for time-varying parame…