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Dynamic models in space and time

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Author Info
Elhorst, J.P. (Groningen University)

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Abstract

This paper presents a first-order autoregressive distributed lag model in both space and time. It is shown that this model encompasses a wide series of simpler models frequently used in the analysis of space-time data as well as models that better fit the data and have never been used before. A framework is developed to determine which model is the most likely candidate to study space-time data. As an application, the relationship between the labor force participation rate and the unemployment rate is estimated using regional data of Germany, France and the UK derived from Eurostat, 1983-1993.

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File URL: http://irs.ub.rug.nl/ppn/240533380
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Paper provided by University of Groningen, Research Institute SOM (Systems, Organisations and Management) in its series Research Report with number 00C16.

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Date of creation: 2000
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Handle: RePEc:dgr:rugsom:00c16

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  1. Simonetta Longhi & Peter Nijkamp, 2005. "Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation," Tinbergen Institute Discussion Papers 05-041/3, Tinbergen Institute. [Downloadable!]
  2. Kamarianakis, Yiannis & Prastacos, Poulicos, 2002. "Space-time modeling of traffic flow," ERSA conference papers ersa02p141, European Regional Science Association. [Downloadable!]
  3. Fernando A. López Hernández & Coro Chasco Yrigoyen, 2004. "Space-Time Lags: Specification Strategy In Spatial Regression Models," Econometrics 0411005, EconWPA. [Downloadable!]
  4. Longhi, Simonetta & Nijkamp, Peter, 2006. "Forecasting regional labor market developments under spatial heterogeneity and spatial correlation," Serie Research Memoranda 0015, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  5. Yiannis Kamarianakis & Poulicos Prastacos, 2006. "Spatial Time-Series Modeling: A review of the proposed methodologies," Working Papers 0604, University of Crete, Department of Economics. [Downloadable!]
  6. Raffaella Giacomini & Clive W.J. Granger, 2001. "Aggregation of Space-Time Processes," University of California at San Diego, Economics Working Paper Series 2001-07, Department of Economics, UC San Diego. [Downloadable!]
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  7. Sélin Ozyurt, 2008. "A Fresh Scrutiny on Openness and Per Capita Income Spillovers in Chinese Cities: A Spatial Econometric Perspective," Working Papers 08-17, LAMETA, Universtiy of Montpellier, revised Nov 2008. [Downloadable!]
  8. Annette Zeilstra & Paul Elhorst, 2006. "Unemployment Rates At the Regional and National Levels of the European Union: An Integrated Analysis," ERSA conference papers ersa06p73, European Regional Science Association. [Downloadable!]
  9. Giuseppe Arbia & Gianfranco Piras, 2005. "Convergence in per-capita GDP across European regions using panel data models extended to spatial autocorrelation effects," ISAE Working Papers 51, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
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  10. J.Paul Elhorst, 2005. "Models for Dynamic Panels in Space and Time - an Application to Regional Unemployment in the EU," ERSA conference papers ersa05p81, European Regional Science Association. [Downloadable!]
  11. Paul Plummer, 2003. "Modelling Economic Landscapes: A Geographical Perspective," Regional Studies, Taylor and Francis Journals, vol. 37(6-7), pages 687-695, August. [Downloadable!] (restricted)
  12. Lambert, Dayton M. & Griffin, Terry W., 2004. "Analysis Of Government Farm Subsidies On Farmland Cash Rental Rates Using A Fixed Effect Spatial Distributed Lag Model And A Translog Cost Model," 2004 Annual meeting, August 1-4, Denver, CO 19977, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  13. Lockwood, Ben & Migali, Giuseppe, 2008. "Did the Single Market Cause Competition in Excise Taxes? Evidence from EU Countries," The Warwick Economics Research Paper Series (TWERPS) 847, University of Warwick, Department of Economics. [Downloadable!]
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  14. Reinhold Kosfeld & Christian Dreger, 2005. "Thresholds for Employment and Unemployment - a Spatial Analysis of German Regional Labour Markets 1992-2000," ERSA conference papers ersa05p39, European Regional Science Association. [Downloadable!]
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