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Visibility Graph Analysis on Monthly Macroeconomic Series of U.S.A. from Jan-1959 to Jun-2010 Based on Complex Network Theory

  • Na Wang
  • Dong Li
  • Qiwen Wang
Part of the Lecture Notes in Electrical Engineering book series (LNEE, volume 124)

Abstract

We use visibility graph approach and complex network theory to explore the dynamics of macroeconomic development. We convert four monthly macroeconomic series of U.S.A from Jan-1959 to Jun-2010 to graphs by the visibility algorithm and explore the topological properties of associated graphs and community structure based on complex network analysis. We find degree distributions of associated networks are almost exponential, which mean the associated networks are relatively homogeneous. The community structures of associated networks are detected. The results of community identify indicates all the macroeconomic time series have similar dynamic process.

Keywords

Degree Distribution Visibility Graph Associate Network Complex Network Theory Macroeconomic Time Series 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Na Wang
    • 1
  • Dong Li
    • 1
  • Qiwen Wang
    • 1
  1. 1.Peking UniversityBeijingChina

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