A maximum entropy network reconstruction of macroeconomic models

Abstract : 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.
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-01812746
Contributeur : Aurélien Hazan <>
Soumis le : jeudi 6 décembre 2018 - 18:34:22
Dernière modification le : samedi 8 décembre 2018 - 01:17:30

Fichiers

hazan_macroeco_network_EP_17_v...
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-01812746, version 2
  • ARXIV : 1807.10464

Collections

Citation

Aurélien Hazan. A maximum entropy network reconstruction of macroeconomic models. 2018. 〈hal-01812746v2〉

Partager

Métriques

Consultations de la notice

8

Téléchargements de fichiers

2