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

Janusz Miskiewicz; Marcel Ausloos

doi:10.1142/s0129183106008480

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

Janusz Miskiewicz·Marcel Ausloos

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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.

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Janusz Miskiewicz, Marcel Ausloos. 2005-09-20. An attempt to observe economy globalization: the cross correlation distance evolution of the top 19 GDP's. https://doi.org/10.1142/s0129183106008480

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