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.
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https://hal.archives-ouvertes.fr/hal-01812746
Contributeur : Aurélien Hazan <>
Soumis le : mercredi 25 juillet 2018 - 13:39:51
Dernière modification le : dimanche 12 août 2018 - 13:59:33
Document(s) archivé(s) le : lundi 1 octobre 2018 - 02:32:43

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  • HAL Id : hal-01812746, version 1
  • ARXIV : 1807.10464

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

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