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An Application of Clustering Analysis to International Private Indebtedness

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Author Info
Monteiro Andre (Gavea Investimentos)
Carneiro Dionisio (PUC- RIO)
Pedreira Carlos (PUC-RIO)

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Abstract

This paper presents a procedure for clustering analysis that combines Kohone’s Self organizing Feature Map (SOFM) and statistical schemes. The idea is to cluster the data in two stages: run SOFM and then minimize the segmentation dispersion. The advantages of proposed procedure will be illustrated through a synthetic experiment and a real macroeconomic problem. The procedure is then used to explore the relationship between private indebtedness and some macroeconomic variables commonly used to measure macroeconomic performance. The experiences of thirty-nine countries in the early nineties are analyzed. The procedure outperformed others clustering techniques in the job of identifying consistent groups of countries from the economic and statistical viewpoints. It found out similarities in different countries concerning their respective levels of private indebtedness when added to well accepted parameters to measure macroeconomic performance.

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Publisher Info
Paper provided by EconWPA in its series Computational Economics with number 0505001.

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Length: 13 pages
Date of creation: 04 May 2005
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Handle: RePEc:wpa:wuwpco:0505001

Note: Type of Document - pdf; pages: 13. published at 'LEARNING AND NONLINEAR MODELS' ISSN 1676-2789 Vol. 1, No. 4, pp. 264-277, Dec 2004
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Related research
Keywords: Vector quantization; Clustering; Self-Organizing Feature Map; Macroeconomic Performance; Private Indebtedness.;

Find related papers by JEL classification:
C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs

This paper has been announced in the following NEP Reports:

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This page was last updated on 2009-12-9.


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