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Related papers: Network analysis and Eurozone trade imbalances

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Quantifying the importance and power of individual nodes depending on their position in socio-economic networks constitutes a problem across a variety of applications. Examples include the reach of individuals in (online) social networks,…

Physics and Society · Physics 2021-06-01 Chengyuan Han , Dirk Witthaut , Marc Timme , Malte Schröder

The degree of convergence of the business cycles of the economies of the European Union is a key policy issue. In particular, a substantial degree of convergence is needed if the European Central Bank is to be capable of setting a monetary…

Condensed Matter · Physics 2015-06-24 P Ormerod , C Mounfield

Various works have already showed that common shocks and cross-country financial linkages caused the banking systems of several countries to be highly interconnected with the result that during bad times, banking crises may arise…

Statistical Finance · Quantitative Finance 2019-04-30 Paolo Di Caro , Giuseppe Pernagallo , Antonino Damiano Rossello , Benedetto Torrisi

We report on time-varying network connectedness within three banking systems: North America, the EU, and ASEAN. The original method by Diebold and Yilmaz is improved by using exponentially weighted daily returns and ridge regularization on…

Statistical Finance · Quantitative Finance 2017-02-21 Sachapon Tungsong , Fabio Caccioli , Tomaso Aste

The \emph{World Trade Web} (WTW), the network defined by the international import/export trade relationships, has been recently shown to display some important topological properties which are tightly related to the Gross Domestic Product…

Physics and Society · Physics 2009-02-06 D. Garlaschelli , M. I. Loffredo

Initially designed to predict and explain the economic trajectories of countries, cities, and regions, economic complexity has been found applicable in diverse contexts such as ecology and chess openings. The success of economic complexity…

Physics and Society · Physics 2024-05-08 Vito D. P. Servedio , Alessandro Bellina , Emanuele Calò , Giordano De Marzo

Several studies have established the predictive power of the yield curve in terms of real economic activity. In this paper we use data for a variety of E.U. countries: both EMU (Germany, France, Italy) and non-EMU members (Sweden and the…

General Finance · Quantitative Finance 2010-05-11 Periklis Gogas , Ioannis Pragidis

Global and regional integration has grown significantly in recent decades, boosting intra-African trade and positively impacting national economies through trade diversification and sustainable development. However, existing measures of…

General Economics · Economics 2024-10-29 Tekilu Tadesse Choramo , Jemal Abafita , Yerali Gandica , Luis E C Rocha

In 1990, Germany began the reunification of two separate research systems. In this study, we explore the factors predicting the East-West integration of academic fields by examining the evolution of Germany's co-authorship network between…

Physics and Society · Physics 2017-04-28 Bogang Jun , Flávio Pinheiro , Tobias Buchmann , Seung-kyu Yi , Cesar Hidalgo

Core objectives of European common market integration are convergence and economic growth, but these are hampered by redundancy, and value chain asymmetries. The challenge is how to harmonize labor division to reach global competitiveness,…

General Economics · Economics 2022-12-23 Riccardo Di Clemente , Balázs Lengyel , Lars F. Andersson , Rikard Eriksson

This paper uses firm-level data recorded in the AMADEUS database to investigate the distribution of labour productivity in different European countries. We find that the upper tail of the empirical productivity distributions follows a…

Physics and Society · Physics 2009-01-31 C. Di Guilmi , F. Clementi , T. Di Matteo , M. Gallegati

It is common wisdom that no nation is an isolated economic island. All nations participate in the global economy and are linked together through trade and finance. Here we analyze international trade network (ITN), being the network of…

General Finance · Quantitative Finance 2012-05-22 Agata Fronczak

We present a general two-side market model with divisible commodities and price functions of participants. A general existence result on unbounded sets is obtained from its variational inequality re-formulation. We describe an extension of…

Optimization and Control · Mathematics 2017-06-14 Igor Konnov

This paper explores the relationships between migration and trade using a complex-network approach. We show that: (i) both weighted and binary versions of the networks of international migration and trade are strongly correlated; (ii) such…

Physics and Society · Physics 2013-09-24 Giorgio Fagiolo , Marina Mastrorillo

We discuss social network analysis from the perspective of economics. We organize the presentaion around the theme of externalities: the effects that one's behavior has on others' well-being. Externalities underlie the interdependencies…

Physics and Society · Physics 2016-08-30 Matthew O. Jackson , Brian W. Rogers , Yves Zenou

The decentralized international market of currency trading is a prototypical complex system having a highly heterogeneous composition. To understand the hierarchical structure relating the price movement of different currencies in the…

Statistical Finance · Quantitative Finance 2022-01-07 Abhijit Chakraborty , Soumya Easwaran , Sitabhra Sinha

Money laundering is a global problem that concerns legitimizing proceeds from serious felonies (1.7-4 trillion euros annually) such as drug dealing, human trafficking, or corruption. The anti-money laundering systems deployed by financial…

Machine Learning · Computer Science 2022-06-20 Ahmad Naser Eddin , Jacopo Bono , David Aparício , David Polido , João Tiago Ascensão , Pedro Bizarro , Pedro Ribeiro

We propose a minimal model of the secured interbank network able to shed light on recent money markets puzzles. We find that excess liquidity emerges due to the interactions between the reserves and liquidity ratio constraints; the…

General Economics · Economics 2024-10-25 Victor Le Coz , Michael Benzaquen , Damien Challet

We ask if it is possible to positively influence social behavior with no risk of unintentionally incentivizing pathological behavior. In network routing problems, if network traffic is composed of many individual agents, it is known that…

Computer Science and Game Theory · Computer Science 2019-11-25 Philip N. Brown , Jason R. Marden

Tremendous advances have been made in our understanding of the properties and evolution of complex networks. These advances were initially driven by information-poor empirical networks and theoretical analysis of unweighted and undirected…

Physics and Society · Physics 2020-03-17 Luiz G. A. Alves , Alberto Aleta , Francisco A. Rodrigues , Yamir Moreno , Luis A. Nunes Amaral
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