arXivDaily arXiv每日学术速递 周一至周五更新
北美退伍军人节(Veterans Day),12 日无更新
arXiv physics/0509165physics.data-an
收藏

观察经济全球化的一种尝试:前19名GDP的交叉相关距离演化

An attempt to observe economy globalization: the cross correlation distance evolution of the top 19 GDP's

Janusz Miskiewicz, Marcel Ausloos

摘要:

19个最富裕国家之间的经济相关性通过其国内生产总值增量进行研究。定义增量相关矩阵元素之间的距离和它们的演变研究作为时间和时间窗口大小的函数。单向和双向最小长度路径生成和分析不同的时间窗口。发现了一种临界相关时间窗口,表明最佳观测的过渡。平均路径长度随时间减小,表明更强的相关性。因此,提出了一种新的方法来估计一个现实的最小时间窗口,观察相关性和推断宏观经济结论,从这样的功能。

英文摘要:

Economy correlations between the 19 richest countries are investigated through their Gross Domestic Product increments. A distance is defined between increment correlation matrix elements and their evolution studied as a function of time and time window size. Unidirectional and Bidirectional Minimal Length Paths are generated and analyzed for different time windows. A sort of critical correlation time window is found indicating a transition for best observations. The mean length path decreases with time, indicating stronger correlations. A new method for estimating a realistic minimal time window to observe correlations and deduce macroeconomy conclusions from such features is thus suggested.

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。

↑