Macro-Econophysics: New Studies on Economic Networks and Synchronization

ISBN-13: 9781107198951 / Angielski / Twarda / 2017 / 432 str.

Hideaki Aoyama; Yoshi Fujiwara; Yuichi Ikeda

Opis

This book explains the role of big data and statistical physics in understanding macroeconomic concepts.

Spis treści

Preface; Foreword, Acknowledgements, List of tables; List of figures, prologue, 1. Introduction: reconstructing macroeconomics; 2. Basic concepts in statistical physics and stochastic models; 3. Income and firm-size distributions; 4. Productivity distribution and related topics; 5. Multivariate time-series analysis; 6. Business cycles; 7. Price dynamics and inflation/deflation; 8. Complex network, community analysis, visualization; 9. Systemic risks; Appendix A: computer program for beginners; Epilogue; Bibliography; Index.