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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 Connect in order to contact the contributor
Submitted on : Thursday, December 6, 2018 - 6:34:22 PM
Last modification on : Tuesday, June 1, 2021 - 2:30:04 PM
Long-term archiving on: : Thursday, March 7, 2019 - 3:15:56 PM


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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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