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A Network Model and Algorithm for the Analysis and Estimation of Financial Flow of Funds

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  • Hughes, Merritt
  • Nagurney, Anna

Abstract

This paper presents a network model of financial flow of funds accounting which can be used to calculate reconciled values of all outstanding financial instruments, tangible assets, and net worth. The model captures the accounting identities which must hold and permits the estimation of sector holdings of both assets and liabilities, as well as total outstanding instrument volumes. A decomposition algorithm is then developed which resolves the network problem into simpler sub-problems, each of which can then be solved exactly and in closed form. A theoretical analysis of the algorithm is also given. Finally, the algorithm is applied to a dataset derived.from the Federal Reserve Board data for 1989. The balanced dataset can then be used as a baseline for an empirical general equilibrium model. Citation Copyright 1992 by Kluwer Academic Publishers.

Suggested Citation

  • Hughes, Merritt & Nagurney, Anna, 1992. "A Network Model and Algorithm for the Analysis and Estimation of Financial Flow of Funds," Computer Science in Economics & Management, Kluwer;Society for Computational Economics, vol. 5(1), pages 23-39, February.
    • Handle: RePEc:kap:csecmg:v:5:y:1992:i:1:p:23-39
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    Cited by:

    1. Gabe De Bondt, 2005. "Determinants of corporate debt securities in the Euro area," The European Journal of Finance, Taylor & Francis Journals, vol. 11(6), pages 493-509.
    2. Kyriaki Tsilika, 2024. "A Mathematica-Based Interface for the Exploration of Inter- and Intra-Regional Financial Flows," Mathematics, MDPI, vol. 12(6), pages 1-15, March.
    3. George Halkos & Shunsuke Managi & Kyriaki Tsilika, 2021. "Ranking Countries and Geographical Regions in the International Green Bond Transfer Network: A Computational Weighted Network Approach," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1301-1346, December.
    4. Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, November.

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