Fig. 9

Mean eigenvector centrality for each sector over time. These centralities have a much larger variance than the degree centralities, particularly for the partial correlation networks. Here we can see the financial sector is the most central for the majority of the dataset, although the real estate does also become important in both networks. Macroeconomic effects are also much more visible, with the strong change from 2009 - 2011 as all the sector centralities move together. The colour legend can be found in Fig. 7. a Correlation b Partial Correlation