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arXiv physics/0611159physics.soc-phq-fin.ST
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贸易全球化的相变

Phase transition in the globalization of trade

M. Angeles Serrano

摘要:

全球化进程使世界范围的经济结构交织在一起,贸易作为国家间互动的基本渠道之一发挥着核心作用。尽管这些现象意义重大,但衡量经济全球化仍然是一个悬而未决的问题。更多的量化处理可以改善对全球化的理解,同时有助于比较经济史的正式基础。在这封信中,我们调查的时间演变的统计性质的双边贸易不平衡的国家之间的贸易体系。我们在不同的时间测量了它们的累积概率分布,发现大约在1960年,从一个分布总是由稳定的特征函数表示的制度突然转变为一个分布随着时间的推移而膨胀的新状态。这表明,直到60年代,支配双边贸易不平衡统计行为的规则突然改变为一种新的形式。在过去的几十年里。在新的制度下,不同年份的数字在按相应的全球国内生产总值重新调整后,会变成一条通用的主曲线。这种联系表明世界经济的相互依存性日益增强,其开始与上一次全球化浪潮的开始时间相吻合。

英文摘要:

Globalization processes interweave economic structures at a worldwide scale, trade playing a central role as one of the elemental channels of interaction among countries. Despite the significance of such phenomena, measuring economic globalization still remains an open problem. More quantitative treatments could improve the understanding of globalization at the same time that help a formal basis for comparative economic history. In this letter, we investigate the time evolution of the statistical properties of bilateral trade imbalances between countries in the trade system. We measure their cumulative probability distribution at different moments in time to discover a sudden transition circa 1960 from a regime where the distribution was always represented by a steady characteristic function to a new state where the distribution dilates as time goes on. This suggests that the rule that was governing the statistical behavior of bilateral trade imbalances until the 60's abruptly changed to a new form persistent in the last decades. In the new regime, the figures for the different years collapse into a universal master curve when rescaled by the corresponding global gross domestic product value. This coupling points to an increased interdependence of world economies and its onset corresponds in time with the starting of the last globalization wave.

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