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Spatial Dependencies in German Matching Functions

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  • Franziska Schulze
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    Abstract

    This paper proposes a spatial panel model for German matching functions to avoid possibly biased and inefficient estimates due to spatial dependence. We provide empirical evidence for the presence of spatial dependencies in matching data. Based on an official data set containing monthly information for 176 local employment offices, we show that neglecting spatial dependencies in the data results in overestimated coefficients. For the incorporation of spatial information into our model, we use data on commuting relations between local employment offices. Furthermore, our results suggest that a dynamic modeling is more appropriate for matching functions.

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    File URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2010-054.pdf
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    Bibliographic Info

    Paper provided by Sonderforschungsbereich 649, Humboldt University, Berlin, Germany in its series SFB 649 Discussion Papers with number SFB649DP2010-054.

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    Length: 39 pages
    Date of creation: Nov 2010
    Date of revision:
    Handle: RePEc:hum:wpaper:sfb649dp2010-054

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    Related research

    Keywords: Empirical Matching; Geographic Labor Mobility; Spatial Dependence; Regional Unemployment;

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    References

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    1. Wei Xu & Ostap Okhrin & Martin Odening & Ji Cao, 2010. "Systemic Weather Risk and Crop Insurance: The Case of China," SFB 649 Discussion Papers SFB649DP2010-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    2. Puriya Abbassi & Dieter Nautz, 2010. "Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates," Working Papers 1011, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 15 Jul 2010.
    3. Ulrich Horst & Traian A. Pirvu & Gonçalo Dos Reis, 2010. "On Securitization, Market Completion and Equilibrium Risk Transfer," SFB 649 Discussion Papers SFB649DP2010-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    4. Agnieszka Janek & Tino Kluge & Rafał Weron & Uwe Wystup, 2010. "FX Smile in the Heston Model," SFB 649 Discussion Papers SFB649DP2010-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    5. Ulrich Horst & Santiago Moreno-Bromberg, 2010. "Efficiency and Equilibria in Games of Optimal Derivative Design," SFB 649 Discussion Papers SFB649DP2010-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    6. Joachim Möller & Alisher Aldashev, 2007. "Wage Inequality, Reservation Wages and Labor Market Participation," International Regional Science Review, , vol. 30(2), pages 120-151, April.
    7. Michael C. Burda & Mark Weder, 2010. "Payroll Taxes, Social Insurance and Business Cycles," School of Economics Working Papers 2010-17, University of Adelaide, School of Economics.
    8. Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," SFB 649 Discussion Papers SFB649DP2010-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    9. Mengmeng Guo & Wolfgang Karl Härdle, 2010. "Adaptive Interest Rate Modelling," SFB 649 Discussion Papers SFB649DP2010-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    10. Sandra Schmidt & Dieter Nautz, 2010. "Why Do Financial Market Experts Misperceive Future Monetary Policy Decisions?," SFB 649 Discussion Papers SFB649DP2010-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    11. Wolfgang Karl Härdle & Rainer Schulz & Weining Wang, 2010. "Prognose mit nichtparametrischen Verfahren," SFB 649 Discussion Papers SFB649DP2010-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    12. Nikolaus Hautsch & Dieter Hess & David Veredas, 2011. "The impact of macroeconomic news on quote adjustments, noise and informational volatility," ULB Institutional Repository 2013/136190, ULB -- Universite Libre de Bruxelles.
    13. Nikolaus Hautsch & Fuyu Yang, 2010. "Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model," SFB 649 Discussion Papers SFB649DP2010-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    14. Ulrich Horst & Felix Naujokat, 2010. "Illiquidity and Derivative Valuation," SFB 649 Discussion Papers SFB649DP2010-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    15. Szymon Borak & Adam Misiorek & Rafał Weron, 2010. "Models for Heavy-tailed Asset Returns," SFB 649 Discussion Papers SFB649DP2010-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    16. Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010. "Building Loss Models," MPRA Paper 25492, University Library of Munich, Germany.
    17. Christian Basteck & Tijmen R. Daniëls & Frank Heinemann, 2010. "Characterising Equilibrium Selection in Global Games with Strategic Complementarities," SFB 649 Discussion Papers SFB649DP2010-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    18. Maria Grith & Wolfgang Karl Härdle & Melanie Schienle, 2010. "Nonparametric Estimation of Risk-Neutral Densities," SFB 649 Discussion Papers SFB649DP2010-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    19. Juliane Scheffel, 2010. "Honey, I’ll Be Working Late Tonight. The Effect of Individual Work Routines on Leisure Time Synchronization of Couples," SFB 649 Discussion Papers SFB649DP2010-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    20. Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang, 2010. "Uniform confidence bands for pricing kernels," SFB 649 Discussion Papers SFB649DP2010-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    21. Thomas Post & Katja Hanewald, 2010. "Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior," SFB 649 Discussion Papers SFB649DP2010-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    22. Johanna Kappus & Markus Reiß, 2011. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers SFB649DP2011-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    23. Fang Yao, 2010. "Aggregate Hazard Function in Price-Setting: A Bayesian Analysis Using Macro Data," SFB 649 Discussion Papers SFB649DP2010-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    24. Wolfgang Karl Härdle & Elena Silyakova, 2010. "Volatility Investing with Variance Swaps," SFB 649 Discussion Papers SFB649DP2010-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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