Physics – Data Analysis – Statistics and Probability
Scientific paper
2005-09-20
Physics
Data Analysis, Statistics and Probability
to be published in the Dyses05 proceedings, in Int. J. Mod Phys C 15 pages, 5 figures, 1 table
Scientific paper
10.1142/S0129183106008480
Economy correlations between the 19 richest countries are investigated through their Gross Domestic Product increments. A distance is defined between increment correlation matrix elements and their evolution studied as a function of time and time window size. Unidirectional and Bidirectional Minimal Length Paths are generated and analyzed for different time windows. A sort of critical correlation time window is found indicating a transition for best observations. The mean length path decreases with time, indicating stronger correlations. A new method for estimating a realistic minimal time window to observe correlations and deduce macroeconomy conclusions from such features is thus suggested.
Ausloos Marcel
Miskiewicz Janusz
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