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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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Contributor : Aurélien Hazan <>
Submitted on : Wednesday, July 25, 2018 - 1:39:51 PM
Last modification on : Wednesday, September 4, 2019 - 1:52:09 PM
Long-term archiving on: : Monday, October 1, 2018 - 2:32:43 AM


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


Aurélien Hazan. A maximum entropy network reconstruction of macroeconomic models. 2018. ⟨hal-01812746v1⟩



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