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A maximum entropy network reconstruction of macroeconomic models

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  • Hazan, Aurélien

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.

Suggested Citation

  • Hazan, Aurélien, 2019. "A maximum entropy network reconstruction of macroeconomic models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 519(C), pages 1-17.
    • Handle: RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17
    DOI: 10.1016/j.physa.2018.12.020
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    References listed on IDEAS

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    1. Marco Bardoscia & Stefano Battiston & Fabio Caccioli & Guido Caldarelli, 2016. "Pathways towards instability in financial networks," Papers 1602.05883, arXiv.org, revised Feb 2017.
    2. Stephanie Rend'on de la Torre & Jaan Kalda & Robert Kitt & Juri Engelbrecht, 2016. "On the topologic structure of economic complex networks: Empirical evidence from large scale payment network of Estonia," Papers 1602.04352, arXiv.org.
    3. Aurélien Hazan, 2017. "Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model," Post-Print hal-01250697, HAL.
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    Cited by:

    1. Secrest, J.A. & Conroy, J.M. & Miller, H.G., 2020. "A unified view of transport equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).

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