Cultural values vary significantly around the world. Despite a large heterogeneity, similarities across national cultures are to be expected. This paper studies cross-country culture heterogeneity via the joint inference of copula graphical models. To this end, a random graph generative model is introduced, with a latent space that embeds cultural relatedness across countries. Taking world-wide country-specific survey data as the primary source of information, the modelling framework allows to integrate external data, both at the level of cultural traits and of their interdependence. In this way, we are able to identify several dimensions of culture.
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