arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1601.03067physics.soc-phq-fin.GNstat.AP
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国际贸易:一个强化的瓮网络模型

International Trade: a Reinforced Urn Network Model

Stefano Peluso, Antonietta Mira, Pietro Muliere, Alessandro Lomi

摘要:

我们提出了一个统一的建模框架,从理论上证明了主要的经验特征的国际贸易网络。每个国家都与一个波利亚瓮相关联,波利亚瓮的组成控制着该国与其他国家进行贸易的倾向。通过Muliere等人(2000)的加强型骨灰盒工艺的改进,骨灰盒的成分得到了更新。该模型隐含了一个地方优惠附加计划和双边贸易流的幂律右尾行为。对骨灰盒的强化参数的不同假设解释了局部聚类、路径缩短和稀疏性。基于似然的估计方法,促进了可行的似然分析推导在各种网络设置。最后,对国际贸易网络的模拟结果进行了讨论.

英文摘要:

We propose a unified modelling framework that theoretically justifies the main empirical regularities characterizing the international trade network. Each country is associated to a Polya urn whose composition controls the propensity of the country to trade with other countries. The urn composition is updated through the walk of the Reinforced Urn Process of Muliere et al. (2000). The model implies a local preferential attachment scheme and a power law right tail behaviour of bilateral trade flows. Different assumptions on the urns' reinforcement parameters account for local clustering, path-shortening and sparsity. Likelihood-based estimation approaches are facilitated by feasible likelihood analytical derivation in various network settings. A simulated example and the empirical results on the international trade network are discussed.

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