A maximum entropy network reconstruction of macroeconomic models

Aurélien Hazan

Physica A: Statistical Mechanics and its Applications, 2019, vol. 519, issue C, 1-17

Abstract: In this article the problem of reconstructing the pattern of connection between agents from partial empirical data in a macro-economic model is addressed, given a set of behavioral equations.

Keywords: Econophysics; Physics and society; Maximum entropy; Constraint satisfaction; Networks; Finance; Interfirm; Network reconstruction (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17

DOI: 10.1016/j.physa.2018.12.020

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