经济集群还是网络?基于GDP波动相关性的宏观经济研究
Clusters or networks of economies? A macroeconomy study through GDP fluctuation correlations
摘要:
我们继续研究富裕国家GDP之间的相关性。我们分析了从网上下载的GDP数据,这些数据被用作国家经济状况的个人财富特征。我们计算了国内生产总值的年度波动。我们寻找这种波动之间的前向和后向相关性。该系统由一个不断发展的网络表示,节点是不同时间的GDP波动(或国家)。为了从网络中提取结构,我们专注于通过去除最不相关的链接来过滤时间延迟的相关性。这种基于渗透思想的方法揭示了连接的出现,这些连接通过分支表示可视化。注意,当考虑延迟时间时,网络由加权和有向链路组成。这种对集体习惯的衡量并不符合政治家或经济学家所定义的通常预期。
英文摘要:
We follow up on the study of correlations between GDP's of rich countries. We analyze web-downloaded data on GDP that we use as individual wealth signatures of the country economical state. We calculate the yearly fluctuations of the GDP. We look for forward and backward correlations between such fluctuations. The system is represented by an evolving network, nodes being the GDP fluctuations (or countries) at different times. In order to extract structures from the network, we focus on filtering the time delayed correlations by removing the least correlated links. This percolation idea-based method reveals the emergence of connections, that are visualized by a branching representation. Note that the network is made of weighted and directed links when taking into account a delay time. Such a measure of collective habits does not fit the usual expectations defined by politicians or economists.
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