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Article Dans Une Revue Physica A: Statistical Mechanics and its Applications Année : 2018

A maximum entropy network reconstruction of macroeconomic models

Résumé

In this article the problem of reconstructing the pattern of connection between agents from partial empirical data in a macro-economic model is addressed, given a set of behavioral equations. This systemic point of view puts the focus on distributional and network effects, rather than time-dependence. Using the theory of complex networks we compare several models to reconstruct both the topology and the flows of money of the different types of monetary transactions, while imposing a series of constraints related to national accounts, and to empirical network sparsity. Some properties of reconstructed networks are compared with their empirical counterpart.
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Dates et versions

hal-01812746 , version 1 (25-07-2018)
hal-01812746 , version 2 (06-12-2018)

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Aurélien Hazan. A maximum entropy network reconstruction of macroeconomic models. Physica A: Statistical Mechanics and its Applications, 2018, ⟨10.1016/j.physa.2018.12.020⟩. ⟨hal-01812746v2⟩

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