マクロ生態物理学 Macro-Econophysics : New Studies on Economic Networks and Synchronization (Physics of Society: Econophysics and Sociophysics)

Aoyama, Hideaki/ Fujiwara, Yoshi/ Ikeda, Yuichi

Cambridge University Press（2017/07発売）

• 製本 Hardcover:ハードカバー版／ページ数 432 p.
• 言語 ENG
• 商品コード 9781107198951
• DDC分類 339.015195

Full Description

The concepts of statistical physics and big data play an important role in the evidence-based analysis and interpretation of macroeconomic principles. The techniques of complex networks, big data, and statistical physics are useful to understand theories of economic systems, and the authors have applied these to understand the intricacies of complex macroeconomic problems. Recent research work using tools and techniques of big data, statistical physics, complex networks, and statistical science is covered, and basic graph algorithms and statistical measures of complex networks are described. The application of big data and statistical physics tools to assess price dynamics, inflation, systemic risks, and productivity is discussed. Chapter-end summary and numerical problems are provided to reinforce understanding of concepts.

Contents

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.