research

An attempt to observe economy globalization: the cross correlation distance evolution of the top 19 GDP's

Abstract

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.Comment: to be published in the Dyses05 proceedings, in Int. J. Mod Phys C 15 pages, 5 figures, 1 tabl

    Similar works

    Full text

    thumbnail-image

    Available Versions

    Last time updated on 02/01/2020