Fluctuation-dissipation theory of input-output interindustrial relations
Fluctuation-dissipation theory of input-output interindustrial relations
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DOI：
10.1103/physreve.83.016103
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发表时间：
2011-01-11
影响因子：
2.4
通讯作者：
Souma, Wataru
中科院分区：
文献类型：
--
作者：
Iyetomi, Hiroshi;Nakayama, Yasuhiro;Souma, Wataru
在本研究中，波动耗散理论通过对日本工业生产指数（IIP）数据的应用，在宏观层面上揭示了投入产出产业间关系。在相关矩阵的特征值分析中，利用随机矩阵理论仔细地去除了由时间序列数据的有限性引起的统计噪声；结果，检测到两个显性特征模态。我们之前的研究成功地使用了这两种模式来证明内在经济周期的存在。这里，由两种模式构建的相关矩阵以统计上有意义的方式描述了真正的产业间相关性。此外，它使我们能够在线性响应框架中定量讨论最终需求商品的装运与中间产品的生产之间的关系。我们还研究了当前全球经济危机对日本经济施加的独特外部刺激。这些刺激来自于IIP移动平均波动的残差，在减去固有商业周期产生的长期成分后。观察结果表明，波动耗散理论适用于远离物理平衡的经济系统。
In this study, the fluctuation-dissipation theory is invoked to shed light on input-output interindustrial relations at a macroscopic level by its application to indices of industrial production (IIP) data for Japan. Statistical noise arising from finiteness of the time series data is carefully removed by making use of the random matrix theory in an eigenvalue analysis of the correlation matrix; as a result, two dominant eigenmodes are detected. Our previous study successfully used these two modes to demonstrate the existence of intrinsic business cycles. Here a correlation matrix constructed from the two modes describes genuine interindustrial correlations in a statistically meaningful way. Furthermore, it enables us to quantitatively discuss the relationship between shipments of final demand goods and production of intermediate goods in a linear response framework. We also investigate distinctive external stimuli for the Japanese economy exerted by the current global economic crisis. These stimuli are derived from residuals of moving-average fluctuations of the IIP remaining after subtracting the long-period components arising from inherent business cycles. The observation reveals that the fluctuation-dissipation theory is applicable to an economic system that is supposed to be far from physical equilibrium.