{
  "annotation_id": "194c049d-20b9-4b45-9df3-76bd1613669e",
  "date_created": "2026-03-02T18:01:10.684000Z",
  "date_modified": "2026-03-02T18:01:10.684000Z",
  "file_hash": "d5c6ee869dcba6b66182a203ed179868648c7fca366973b32ed5348697c5d351",
  "private": false,
  "record": {
    "abstract": "We follow up on the study of correlations between GDP\u0027s of rich countries. We\nanalyze web-downloaded data on GDP that we use as individual wealth signatures\nof the country economical state. We calculate the yearly fluctuations of the\nGDP. We look for forward and backward correlations between such fluctuations.\nThe system is represented by an evolving network, nodes being the GDP\nfluctuations (or countries) at different times.\n  In order to extract structures from the network, we focus on filtering the\ntime delayed correlations by removing the least correlated links. This\npercolation idea-based method reveals the emergence of connections, that are\nvisualized by a branching representation. Note that the network is made of\nweighted and directed links when taking into account a delay time. Such a\nmeasure of collective habits does not fit the usual expectations defined by\npoliticians or economists.",
    "arxiv_id": "physics/0607139",
    "authors": [
      "M. Ausloos",
      "R. Lambiotte"
    ],
    "categories": [
      "physics.soc-ph"
    ],
    "doi": "10.1016/j.physa.2007.02.005",
    "journal_ref": "Physica A 382 (2007) 16-21",
    "title": "Clusters or networks of economies? A macroeconomy study through GDP   fluctuation correlations",
    "url": "https://arxiv.org/abs/physics/0607139"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "908cc8b9-af6f-4b44-b3d7-36314aa21b94",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}