Iwo Augustyński, Paweł Laskoś-Grabowski
arXiv 11 Jul 2018 · Econometrics · publishedPrace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu (2018) · 10 citations (OpenAlex)
arXiv:1807.04004 · PDF · DOI · OpenAlex · Extracted main text
The data mining technique of time series clustering is well established in many fields. However, as an unsupervised learning method, it requires making choices that are nontrivially influenced by the nature of the data involved. The aim of this paper is to verify usefulness of the time series clustering method for macroeconomics research, and to develop the most suitable methodology. By extensively testing various possibilities, we arrive at a choice of a dissimilarity measure (compression-based dissimilarity measure, or CDM) which is particularly suitable for clustering macroeconomic variables. We check that the results are stable in time and reflect large-scale phenomena such as crises. We also successfully apply our findings to analysis of national economies, specifically to identifying their structural relations.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | haan_will_2005 APACrefauthors Haan, J. , Inklaar, R. \ Jong-A-Pin, R… (2007) 2008 | 0.644 | 2 | 2 | 100% |
| 2 | ahlborn_output_2017 APACrefauthors Ahlborn, M. \ Wortmann, M. APACre… (2017) 2018 | 0.511 | 2 | 1 | 100% |
| 3 | belke_business_2017 APACrefauthors Belke, A. , Domnick, C. \ Gros, D… (2017) 2017 | 0.511 | 2 | 1 | 100% |
| 4 | croux_measure_2001 APACrefauthors Croux, C. , Forni, M. \ Reichlin,… (2001) 2001 | 0.511 | 2 | 1 | 100% |
| 5 | esa_2010_european_2013 APACrefauthors Eurostat. APACrefauthors \ (2013) 2013 | 0.405 | 1 | 1 | 100% |
| 6 | focardi_clustering_2004 APACrefauthors Focardi, S M. \ Fabozzi, F J.… (2004) 2004 | 0.405 | 1 | 1 | 100% |
| 7 | gachter_business_2012 APACrefauthors Gächter, M. , Riedl, A. \ Ritzb… (2012) 2012 | 0.405 | 1 | 1 | 100% |
| 8 | hamilton_why_2017 APACrefauthors Hamilton, J D. APACrefauthors \ (2017) 2017 | 0.405 | 1 | 1 | 100% |
| 9 | keogh_compression-based_2007 APACrefauthors Keogh, E. , Lonardi, S.… (2007) 2007 | 0.405 | 1 | 1 | 100% |
| 10 | keogh_towards_2004 APACrefauthors Keogh, E. , Lonardi, S. \ Ratanama… (2004) 2004 | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 11 scored citations.