根据宏观经济指数波动,EU地区国家和集群结构之间的统计距离
Statistical distances between countries and cluster structures in EU area according to macroeconomic indices fluctuations
摘要:
本文应用网络分析的一些最新发展,以执行欧盟国家的一些宏观经济指标的波动关系的比较研究。国家之间的统计距离,计算各种移动平均时间窗口,映射到超度量次优势空间,在经典的最小生成树方法。新颖性在于应用所谓的移动平均最小长度路径算法,该算法允许相对于系统的质量中心的波动与质量中心本身的运动解耦。本分析涉及1972年至2004年期间15个欧盟国家的国内生产总值及其一些来源。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。最终的结构被证明是稳定的,对波动引起的移动时间窗口在扫描的时间间隔。
英文摘要:
The paper applies some recent developments of network analysis in order to perform a comparative study of EU countries in relation with the fluctuations of some macroeconomic indicators. The statistical distances between countries, calculated for various moving average time windows, are mapped into the ultrametric subdominant space as in classical Minimal Spanning Tree methods. The novelty consists in applying the so-called Moving Average Minimal Length Path algorithm, which allows a decoupling of fluctuations with respect to the mass center of the system from the movement of the mass center itself. The present analysis pertains to the Gross Domestic Product and some of its sources for 15 EU countries between 1972 and 2004. It is found that the strongly correlated countries with respect to GDP fluctuations can be partitioned into stable clusters. The final structure proves to be stable against the fluctuations induced by the moving time window over the scanned time interval.
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