論文

査読有り
2011年1月

Fluctuation-dissipation theory of input-output interindustrial relations

PHYSICAL REVIEW E
  • Hiroshi Iyetomi
  • ,
  • Yasuhiro Nakayama
  • ,
  • Hideaki Aoyama
  • ,
  • Yoshi Fujiwara
  • ,
  • Yuichi Ikeda
  • ,
  • Wataru Souma

83
1
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1103/PhysRevE.83.016103
出版者・発行元
AMER PHYSICAL SOC

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.

リンク情報
DOI
https://doi.org/10.1103/PhysRevE.83.016103
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000286756500003&DestApp=WOS_CPL
ID情報
  • DOI : 10.1103/PhysRevE.83.016103
  • ISSN : 1539-3755
  • eISSN : 1550-2376
  • Web of Science ID : WOS:000286756500003

エクスポート
BibTeX RIS