State Space Models

All state space models are written and estimated in the R programming language. The models are available here with instructions and R procedures for manipulating the models here here.

Tuesday, April 22, 2025

World-System (1450-1540) France, Spain or Go It Alone for England

 



This Sunday is the final Episode of Wolf Hall, Mirror and Light (preview above). Cromwell looses favor with Henry VIII and, unlike when your narcissist, egomaniac boss fires you, Thomas Cromwell is beheaded.  Interesting events in the last episode (here), especially in the Privy Council, set the stage for Cromwell's fall. The need for a Geopolitical Alliance with Germany (the Holy Roman Empire) fades as France and Spain reduce tensions. And, the Privy Council starts accusing Cromwell of trying to arrange an unnecessary and unpopular (with Henry) marriage with Anne of Cleves and divert blame from itself.



In Henry's lifetime (1491-1547), this seems to be the end of forging Geopolitical Alliance with marriage. His next wife, the young and adulterous Catherine Howard, was also beheaded in 1542 and his final wife, Catherine Parr, outlived Henry. Was anything lost by failing to form Geopolitical Alliance with continental countries? In a prior post (here) the forecast for alignment with Germany did not look economically promising. Possible economic alliances with France and Spain are presented above. France might have helped economic growth in England, but Spain would not have. In the end, during this period (1450-1540), England ends up going it alone after many lives were lost and the King's treasury quite depleted. 

My analysis of England's alliance failures in the Long Sixteenth Century leave open the question of why and whether the Balance of Power System failed. I will move on to that question in future posts. For the time being, you can run the ES_L16 model (here) and the FR_L16 model (here), in addition to other models for the Long Sixteenth Century here.




Thursday, April 17, 2025

World-System (1450-1650): Anne of Cleves and the German Connection

 



This Sunday on PBS Wolf Hall, Thomas Cromwell finds a new wife for Henry VIII, Anne of Cleves. Anne is the sister of William of Cleves (William the Rich), a German Duke. Cromwell and Henry wanted a Geopolitical Alliance with Germany for Religious reasons. Henry had just split England from the Catholic Church, but still had conventional religious ideas--except for divorce and annulment. The Protestant Reformation was sweeping through Germany but was too radical for Henry (he had just had John Lambert burned at the stake in 1538 as a Protestant heretic). William of Cleves was a more moderate reformer and Henry needed alliances against Rome. The marriage with Anne of Cleves quickly failed for reasons that are unclear but explored in this episode Wolf Hall. My question is whether Germany would have been a good Geopolitical Alliance for England.

In the graphic above, I have presented alternative growth forecasts for Germany (1450-1640). The dark line is the actual data path and the remaining lines are for the Random Walk (RW), the Business as Usual (BAU) and the World System linkages (W).  All the forecasts are similar. After 1600, the Germany was heading for a steady state economy. As I have shown earlier, England would have better going it alone (BAU) or following the World System (here). In any event, alliance with Germany was a path not taken because Henry's marriage to Anne of Cleves quickly failed. Anne was smart enough to take a generous settlement from Henry and she managed to outlive both Henry and Cromwell.

You can explore alternative economic histories for Germany using the DE_L16 model (here) and consult the Boiler Plate (here) for more information about how the state space models were constructed. You can also read my discussion of the German Economy during this period here. And, you can imagine that, rather than Anne of Cleves looks being a factor, John Dee had gotten to Henry with the German growth forecast and convinced him that an alliance was not such a good idea. 


Thursday, April 3, 2025

World-System 1540: John Dee makes a Growth Forecast for England

 


In a prior post (here), John Dee had given Henry VIII a forecast for World System growth. The forecast was not well received. "Who canst fathom a World System?" Henry mumbled as Master Thomas Cromwell led Dee out of the King's chambers, from where Dee returned to his library to divine his next steps. 

Henry had asked for something more specific, a forecast for England for example. Dee twirled his protractor, consulted the Angels and came up with the forecasts in the graphic above, unaccountably plagiarized from both my WL16 model and my UKL16 Model. Dee appropriated the original UK1 data (dark line above) and three forecasts: the Random Walk (RWhistory is just one damned thing after another), the Business as Usual (BAU) model and a model using the World System state variables (W) as inputs.




Dee was a little nervous about the forecasts, so he presented them first to Cromwell. Cromwell was shocked; there was the World System forecast again (the one Henry did not understand) and now Dee had shown it to be far superior to the more reasonable BAU (England goes it alone) forecast. And having looked into the Future, Dee concluded that England would pursue the BAU path at least to the 1600s (if not to the present and here).

"Dr. Dee, you will have to present the forecast yourself to the King. I needst not be asked to render my opinion." History did not record the meeting between Henry VIII and Dr. Dee but Dee did not lose his head (Cromwell thought "...he will have his head loosed from his shoulders...") and managed to outlive both Henry and Cromwell (John Dee died in poverty and obscurity either in 1608 or 1609). History has recorded Dee's attempts to consult the Angels and explain Henry's failed marriages in terms of Geopolitical divinations. I will report those analyses in future posts. 


Season 2, Episode 2 of Wolf Hall aired last Sunday night and brought out some of the issues with the importance of marriages in forming Geopolitical Alliances and stabilizing the Balance of Power System. Henry VIII's daughter with Catherine of Aragon was Princess Mary Tudor (Lilit Lesser in Wolf Hall above). At the same time, Margaret Douglas, Countess of Lennox, was involved in a secret marriage that was not approved by the King. Princess Mary was Henry's link to the Habsburg Monarchy (Austria/Spain) and Margaret Douglas was Henry's link to Scotland which became part of the Kingdom of Great Britain in 1707 (more here). I will investigate all these Geopolitical Alliances in future posts.

Season 2, Episode 3 of Wolf Hall premiers this Sunday (April 6, 2025) and it begins Thomas Cromwell's fall from power. Not to be missed! You can stream Season2, Episode 3, Defiance or watch it over the air on Sunday.


Notes

More information about the World-System models can be found in the Boiler Plate.