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 : jeudi 6 décembre 2018 - 18:34:22
Dernière modification le : jeudi 20 décembre 2018 - 12:05:56

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

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