摘要翻译:
世界贸易网(WTW)是一个加权网络,其节点对应于国家,边缘权重反映了国家之间的进口和/或出口价值。在本文中,我们将灭绝分析的概念引入到这个宏观经济系统中,这是一种在生态系统分析中经常使用的技术,目的是为了研究这个网络的鲁棒性。特别是,我们对WTW进行了一套原则性的硅“敲除实验”,类似于在食品网调查中进行的实验,但适当地适应了这个宏观经济网络。广泛地说,我们的实验表明,随着时间的推移,WTW向一个“健壮而脆弱”的配置移动,在这种配置中,它对随机故障是健壮的,但在有针对性的攻击下是脆弱的。这种稳定性的变化与网络的连通性(边密度)高度相关。此外,有证据表明,网络结构在20世纪60年代和70年代发生了急剧变化,大多数健壮性指标在恢复下降趋势之前迅速增加。我们把这些结果放在二战后走向全球化的背景下加以解释。全球化与稳健性的急剧增加同时发生,但也与稳健性下降相关的那些措施(例如联系和贸易不平衡)的增加同时发生。稳健性的顶峰是在全球化政策开始后,但在负面影响很大之前达到的。这些分析依赖于一个简单的动力学模型,该模型在网络扰动下重新平衡贸易流,其中最引人注目的是节点删除。更微妙和更有纹理的扰动形式导致了节点重要性和脆弱性的其他度量的定义。我们期望这样的实验和措施能够在经济系统稳定性评价中发挥重要作用。
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英文标题:
《Stability of the World Trade Web over Time - An Extinction Analysis》
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作者:
N. Foti, S. Pauls, Daniel N. Rockmore
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最新提交年份:
2011
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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
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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。
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英文摘要:
The World Trade Web (WTW) is a weighted network whose nodes correspond to countries with edge weights reflecting the value of imports and/or exports between countries. In this paper we introduce to this macroeconomic system the notion of extinction analysis, a technique often used in the analysis of ecosystems, for the purposes of investigating the robustness of this network. In particular, we subject the WTW to a principled set of in silico "knockout experiments," akin to those carried out in the investigation of food webs, but suitably adapted to this macroeconomic network. Broadly, our experiments show that over time the WTW moves to a "robust yet fragile" configuration where it is robust to random failures but fragile under targeted attack. This change in stability is highly correlated with the connectance (edge density) of the network. Moreover, there is evidence of a sharp change in the structure of the network in the 1960s and 1970s, where most measures of robustness rapidly increase before resuming a declining trend. We interpret these results in the context in the post-World War II move towards globalization. Globalization coincides with the sharp increase in robustness but also with a rise in those measures (e.g., connectance and trade imbalances) which correlate with decreases in robustness. The peak of robustness is reached after the onset of globalization policy but before the negative impacts are substantial. These analyses depend on a simple model of dynamics that rebalances the trade flow upon network perturbation, the most dramatic of which is node deletion. More subtle and textured forms of perturbation lead to the definition of other measures of node importance as well as vulnerability. We anticipate that experiments and measures like these can play an important role in the evaluation of the stability of economic systems.
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PDF链接:
https://arxiv.org/pdf/1104.4380