英文标题：
《Hierarchical Structure of the Foreign Trade: The Case of the United
State》
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作者：
Ersin Kantar
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最新提交年份：
2014
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英文摘要：
This study uses hierarchical structure methods (minimal spanning tree, (MST) and hierarchical tree, (HT)) to examine the hierarchical structures of the United State (US) foreign trade by using the real prices of their commodity export and import move together over time. We obtain the topological properties among the countries based on US foreign trade over the periods of 1985-2011. We also perform the bootstrap techniques to investigate a value of the statistical reliability to the links of the MSTs. Finally, we use a clustering linkage procedure in order to observe the cluster structure much better. The results of the topologies structural of these trees are as follows: i) We identified different clusters of countries according to their geographical location and economic growth. ii) Our results show that the European Union and Asian countries are more important within the network, due to a tighter connection with other countries. The country\'s most important trading partners are the Canada, China, Mexico, Japan, Germany, United Kingdom, South Korea, France, Taiwan, India, Singapore and Netherlands iii) We have also found that these countries play a significance role for US foreign trade and have important implications for the design of portfolio and investment strategies.
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中文摘要：
本研究使用层次结构方法（最小生成树（MST）和层次树（HT））通过商品进出口的实际价格随时间一起移动来检验美国对外贸易的层次结构。根据1985-2011年美国对外贸易，我们获得了各国之间的拓扑性质。我们还使用引导技术来研究MST链接的统计可靠性值。最后，为了更好地观察聚类结构，我们使用了聚类链接过程。这些树的拓扑结构结果如下：i）我们根据地理位置和经济增长确定了不同的国家集群。ii）我们的结果表明，由于与其他国家的联系更紧密，欧盟和亚洲国家在网络中更为重要。该国最重要的贸易伙伴是加拿大、中国、墨西哥、日本、德国、英国、韩国、法国、台湾、印度、新加坡和荷兰。iii）我们还发现，这些国家对美国的对外贸易发挥着重要作用，对投资组合和投资战略的设计具有重要影响。
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分类信息：

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
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