摘要翻译:
国际贸易研究在为贸易政策提供信息和阐明与贫困、发展、移徙、生产力和经济有关的更广泛问题方面发挥着重要作用。随着最近信息技术的进步,全球和区域机构在一段时间内在许多国家之间分发了大量具有国际可比性的贸易数据,为国际贸易的实证分析提供了金矿。同时,一系列新的统计方法最近发展起来用于动态网络分析。然而,这些先进的方法还没有被用于分析如此海量的动态跨国交易数据。国际贸易数据可以被视为一个动态的运输网络,因为它强调了货物在网络中移动的数量。大多数关于动态网络分析的文献都集中在连通性网络上,它关注的是链路的形成或变形,而不是跨网络的传输。我们从不同于普遍的节点和边缘层建模的角度:动态传输网络被建模为一个关系矩阵的时间序列。我们采用了一个引用{wang2018factor}的矩阵因子模型,并对动态输运网络进行了具体的解释。在该模型下,观测表面网络被假设为由一个低维数的潜在动力输运网络驱动。该方法能够揭示潜在的动态结构,达到降维的目的。我们将所提出的框架和方法应用于24个国家和地区1982-2015年的月度交易量数据集。我们的发现揭示了国际贸易的中心、中心、趋势和模式,并显示了与贸易政策相匹配的变化点。该数据集也为今后的国际贸易研究提供了肥沃的土壤。
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英文标题:
《Modeling Dynamic Transport Network with Matrix Factor Models: with an
Application to International Trade Flow》
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作者:
Elynn Y. Chen and Rong Chen
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最新提交年份:
2019
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分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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英文摘要:
International trade research plays an important role to inform trade policy and shed light on wider issues relating to poverty, development, migration, productivity, and economy. With recent advances in information technology, global and regional agencies distribute an enormous amount of internationally comparable trading data among a large number of countries over time, providing a goldmine for empirical analysis of international trade. Meanwhile, an array of new statistical methods are recently developed for dynamic network analysis. However, these advanced methods have not been utilized for analyzing such massive dynamic cross-country trading data. International trade data can be viewed as a dynamic transport network because it emphasizes the amount of goods moving across a network. Most literature on dynamic network analysis concentrates on the connectivity network that focuses on link formation or deformation rather than the transport moving across the network. We take a different perspective from the pervasive node-and-edge level modeling: the dynamic transport network is modeled as a time series of relational matrices. We adopt a matrix factor model of \cite{wang2018factor}, with a specific interpretation for the dynamic transport network. Under the model, the observed surface network is assumed to be driven by a latent dynamic transport network with lower dimensions. The proposed method is able to unveil the latent dynamic structure and achieve the objective of dimension reduction. We applied the proposed framework and methodology to a data set of monthly trading volumes among 24 countries and regions from 1982 to 2015. Our findings shed light on trading hubs, centrality, trends and patterns of international trade and show matching change points to trading policies. The dataset also provides a fertile ground for future research on international trade.
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PDF链接:
https://arxiv.org/pdf/1901.00769