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The Gravity Model is the workhorse for empirical studies in International Economies for its empirical power and it is commonly used in explaining the trade flow between countries; it relies on a function that relates the trade with the…

Applications · Statistics 2013-10-17 Rodolfo Metulini

Globalization is one of the central concepts of our age. The common perception of the process is that, due to declining communication and transport costs, distance becomes less and less important. However, the distance coefficient in the…

Physics and Society · Physics 2014-12-17 Mariusz Karpiarz , Piotr Fronczak , Agata Fronczak

In this paper we analyze the gravity model in the world passenger air-transport network. We show that in the standard form the model is inadequate to correctly describe the relationship between passenger flows and typical geo-economic…

Physics and Society · Physics 2016-11-28 Tomasz Ryczkowski , Agata Fronczak , Piotr Fronczak

To describe international trade flows, we propose the coulomb force formulation, in which the magnitude of the charge represents gross domestic product (GDP) and the distance between countries is the bilateral distance, the product of…

General Finance · Quantitative Finance 2023-01-16 Mikrajuddin Abdullah

In the economic literature, geographic distances are considered fundamental factors to be included in any theoretical model whose aim is the quantification of the trade between countries. Quantitatively, distances enter into the so-called…

Understanding international trade is a fundamental problem in economics -- one standard approach is via what is commonly called the "gravity equation", which predicts the total amount of trade $F_ij$ between two countries $i$ and $j$ as $$…

Trading and Market Microstructure · Quantitative Finance 2017-03-08 Yuke Li , Tianhao Wu , Nicholas Marshall , Stefan Steinerberger

Global trade is shaped by a complex mix of factors beyond supply and demand, including tangible variables like transport costs and tariffs, as well as less quantifiable influences such as political and economic relations. Traditionally,…

Optimization and Control · Mathematics 2025-11-21 Thomas Gaskin , Guven Demirel , Marie-Therese Wolfram , Andrew Duncan

This paper investigates whether the gravity model (GM) can explain the statistical properties of the International Trade Network (ITN). We fit data on international-trade flows with a GM specification using alternative fitting techniques…

General Finance · Quantitative Finance 2011-12-14 Marco Duenas , Giorgio Fagiolo

The presence of a high number of zero flow trades continues to provide a challenge in identifying gravity parameters to explain international trade using the gravity model. Linear regression with a logarithmic linear equation encounters an…

General Economics · Economics 2023-08-15 Mikrajuddin Abdullah

Tools of the theory of critical phenomena, namely the scaling analysis and universality, are argued to be applicable to large complex web-like network structures. Using a detailed analysis of the real data of the International Trade Network…

General Finance · Quantitative Finance 2009-11-13 K. Bhattacharya , G. Mukherjee , J. Saramaki , K. Kaski , S. S. Manna

We reinvestigate the "rockets and feathers" effect between retail gasoline and crude oil prices in a new framework of fractional integration, long-term memory and borderline (non-)stationarity. The most frequently used error-correction…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek , Petra Lunackova

Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of maximally random weighted networks, whose…

General Finance · Quantitative Finance 2015-05-27 Agata Fronczak , Piotr Fronczak

A time-varying cointegration model for foreign exchange rates is presented. Unlike previous studies, we allow the loading matrix in the vector error correction (VEC) model to be varying over time. Because the loading matrix in the VEC model…

Statistical Finance · Quantitative Finance 2016-10-17 Mikio Ito , Akihiko Noda , Tatsuma Wada

The gravity model, inspired by Newton's law of universal gravitation, has long served as a primary tool for interpreting trade flows between countries, using a country's economic `mass' as a key determinant. Despite its wide application,…

Data Analysis, Statistics and Probability · Physics 2025-07-08 Daekyung Lee , Wonguk Cho , Heetae Kim , Gunn Kim , Hyeong-Chai Jeong , Beom Jun Kim

Geometrical distance is an important constraining factor underpinning the emergence of social and economic interactions of complex systems. Yet, agent-based studies supported by granular analysis of distances are limited. Here, we develop a…

Physics and Society · Physics 2023-11-28 Eduardo Viegas , Orr Levy , Shlomo Havlin , Hideki Takayasu , Misako Takayasu

Accurate prediction of trips between zones is critical for transportation planning, as it supports resource allocation and infrastructure development across various modes of transport. Although the gravity model has been widely used due to…

Machine Learning · Computer Science 2025-08-04 Kamal Acharya , Mehul Lad , Liang Sun , Houbing Song

Introduced in its contemporary form by George Kingsley Zipf in 1946, but with roots that go back to the work of Gaspard Monge in the 18th century, the gravity law is the prevailing framework to predict population movement, cargo shipping…

Physics and Society · Physics 2012-04-20 Filippo Simini , Marta C. González , Amos Maritan , Albert-László Barabási

Gravity is one of the most prominent models used across various social areas, including economics, demography, mobility, politics, and other systems where spatial interactions are relevant. The model represents a flexible approach that…

Physics and Society · Physics 2025-04-03 Rafael Prieto-Curiel

This paper begins to explore the determinants of the topological properties of the international - trade network (ITN). We fit bilateral-trade flows using a standard gravity equation to build a "residual" ITN where trade-link weights are…

General Finance · Quantitative Finance 2009-08-18 Giorgio Fagiolo

Recent events such as the global financial crisis have renewed the interest in the topic of economic networks. One of the main channels of shock propagation among countries is the International Trade Network (ITN). Two important models for…

General Finance · Quantitative Finance 2015-02-23 Assaf Almog , Tiziano Squartini , Diego Garlaschelli
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