摘要翻译：
运用聚类分析方法，对欧盟15个国家的一些基本宏观经济指标的波动进行了比较研究。计算了不同移动时间窗下国家间的统计距离，并研究了平均统计距离随时间的变化。欧盟国家间平均统计距离的缩小反映在基本经济增长指标:GDP、GDP/人均、消费和投资的相关波动上。这一经验证据可以被视为全球化的一个经济方面。移动平均最小长度路径(MAMLP)算法允许搜索从国家的层次组织和它们在层次中的相对运动中派生的簇状结构。研究发现，与GDP波动密切相关的国家可以划分为稳定的集群。在国内生产总值波动方面，一些高度相关的国家在最终消费支出方面也表现出很强的相关性，而另一些国家在资本形成总额方面也表现出很强的相关性。另一方面，人们注意到关于国内生产总值和净出口波动的分类在相关系数平方和（所谓的国家敏感性）方面的相似之处。最后的结构证明了对在扫描时间间隔上移动的恒定大小的时间窗口是鲁棒的。上述实证结果的政策含义涉及在马歇尔外部性存在下产生的经济集群，以及在制定集群促进政策时必须考虑的贸易壁垒、R&D激励和增长之间的关系。
---
英文标题：
《Convergence and cluster structures in EU area according to fluctuations
  in macroeconomic indices》
---
作者：
Mircea Gligor and Marcel Ausloos
---
最新提交年份：
2008
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--
一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
--
一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
--

---
英文摘要：
  The cluster analysis methods are used in order to perform a comparative study of 15 EU countries in relation with the fluctuations of some basic macroeconomic indicators. The statistical distances between countries are calculated for various moving time windows, and the time variation of the mean statistical distance is investigated. The decreasing of the mean statistical distance between EU countries is reflected in the correlated fluctuations of the basic ME indicators: GDP, GDP/capita, Consumption and Investments. This empirical evidence can be seen as an economic aspect of globalization. The Moving Average Minimal Length Path (MAMLP) algorithm allows to search for a cluster-like structures derived both from the hierarchical organization of countries and from their relative movement inside the hierarchy. It is found that the strongly correlated countries with respect to GDP fluctuations can be partitioned into stable clusters. Some of the highly correlated countries, with respect to GDP fluctuations, display strong correlations also in the Final Consumption Expenditure, while others are strongly correlated in Gross Capital Formation. On the other hand, one notices the similitude of the classifications regarding GDP and Net Exports fluctuations as concerns the squared sum of the correlation coefficients (so called country sensitivity). The final structure proves to be robust against the constant size time window moving over the scanned time interval. The policy implications of the above empirical results concern the economic clusters arising in the presence of Marshallian externalities and the relationships between trade barriers, R&D incentives and growth that must be accounted in elaborating a cluster-promotion policy.
---
PDF链接：
https://arxiv.org/pdf/0805.3071