论世界经济的结构：一种吸收马尔可夫链方法
On the structure of the world economy: An absorbing Markov chain approach
摘要：
全球生产网络的扩大提出了许多重要问题，涉及各国之间的相互依存以及世界经济未来的变化可能如何影响各国在全球价值链中的定位。我们正在从一个与迄今为止完全不同的角度来探讨价值链的结构和长度。通过将一个随机内生变量分配给一个代表吸收（最终使用或增值）之前的中间销售/购买数量的网络链接，本文提出的离散时间吸收马尔可夫链为世界输入/输出网络提供了新的视角。该变量的方差可以帮助评估形成链长时的风险并优化生产水平。与单纯基于比较优势的预期相反，结果表明，投入链和产出链都表现出相同的准平稳产品分布。换句话说，在吸收之前的状态中花费的时间的预期比例对于网络类型的变化是不变的。最后，本文提出的几个全球性指标，包括全球增加值/最终产出的概率分布，为政策制定者估计世界贸易体系的弹性和预测宏观经济发展提供了指导。
英文摘要：
The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries' positioning in global value chains. We are approaching the structure and lengths of value chains from a completely different perspective than has been available so far. By assigning a random endogenous variable to a network linkage representing the number of intermediate sales/purchases before absorption (final use or value added), the discrete-time absorbing Markov chains proposed here shed new light on the world input/output networks. The variance of this variable can help assess the risk when shaping the chain length and optimize the level of production. Contrary to what might be expected simply on the basis of comparative advantage, the results reveal that both the input and output chains exhibit the same quasi-stationary product distribution. Put differently, the expected proportion of time spent in a state before absorption is invariant to changes of the network type. Finally, the several global metrics proposed here, including the probability distribution of global value added/final output, provide guidance for policy makers when estimating the resilience of world trading system and forecasting the macroeconomic developments.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
