根据宏观经济指数的波动分析EU地区的趋同和集群结构
Convergence and cluster structures in EU area according to fluctuations in macroeconomic indices
摘要：
聚类分析方法是用来进行比较研究的15个欧盟国家的一些基本的宏观经济指标的波动。计算了不同移动时间窗下国家间的统计距离，并研究了平均统计距离的时间变化。欧盟国家之间的平均统计距离的缩小反映在基本ME指标的相关波动中：国内生产总值，人均国内生产总值，消费和投资。这一经验证据可被视为全球化的一个经济方面。移动平均最小长度路径（MAMLP）算法允许搜索来自国家的层次结构和它们在层次结构内的相对运动的类簇结构。结果发现，强相关的国家相对于国内生产总值的波动可以划分为稳定的集群。在GDP波动方面，一些高度相关的国家在最终消费支出方面也表现出很强的相关性，而其他国家在资本形成总额方面也表现出很强的相关性。另一方面，人们注意到关于国内生产总值和净出口波动的分类在相关系数平方和方面的相似性（所谓的国家敏感性）。最后的结构被证明是强大的，对恒定大小的时间窗口在扫描的时间间隔移动。上述实证结果的政策含义涉及到在马歇尔外部性存在的情况下产生的经济集群，以及在制定集群促进政策时必须考虑到的贸易壁垒、R&D激励和增长之间的关系。
英文摘要：
The cluster analysis methods are used in order to perform a comparative study of 15 EU countries in relation with the fluctuations of some basic macroeconomic indicators. The statistical distances between countries are calculated for various moving time windows, and the time variation of the mean statistical distance is investigated. The decreasing of the mean statistical distance between EU countries is reflected in the correlated fluctuations of the basic ME indicators: GDP, GDP/capita, Consumption and Investments. This empirical evidence can be seen as an economic aspect of globalization. The Moving Average Minimal Length Path (MAMLP) algorithm allows to search for a cluster-like structures derived both from the hierarchical organization of countries and from their relative movement inside the hierarchy. It is found that the strongly correlated countries with respect to GDP fluctuations can be partitioned into stable clusters. Some of the highly correlated countries, with respect to GDP fluctuations, display strong correlations also in the Final Consumption Expenditure, while others are strongly correlated in Gross Capital Formation. On the other hand, one notices the similitude of the classifications regarding GDP and Net Exports fluctuations as concerns the squared sum of the correlation coefficients (so called country sensitivity). The final structure proves to be robust against the constant size time window moving over the scanned time interval. The policy implications of the above empirical results concern the economic clusters arising in the presence of Marshallian externalities and the relationships between trade barriers, R&D incentives and growth that must be accounted in elaborating a cluster-promotion policy.
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