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Space-Time Modelling of the Unemployment Rate in Polish Poviats

Author

Listed:
  • Iwona Muller-Fraczek

    (Nicolaus Copernicus University in Toruñ)

  • Michal Bernard Pietrzak

    (Nicolaus Copernicus University in Toruñ, Department of Econometrics and Statistics)

Abstract

The purpose of the article is to model the unemployment rate in Poland in its spatial and time dimensions. The spatial lag models with the neighbourhood matrix based on the common border of poviats were used in the study. The analysis of the changes over time of the parameters in the space models gave a foundation to apply the space-time model with the parameters linear dependent on time. Such an approach enabled us to work out models with good statistical properties and with a possibility of providing a correct economic interpretation of the parameters.

Suggested Citation

  • Iwona Muller-Fraczek & Michal Bernard Pietrzak, 2011. "Space-Time Modelling of the Unemployment Rate in Polish Poviats," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 203-213.
  • Handle: RePEc:cpn:umkdem:v:11:y:2011:p:203-213
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    File URL: http://www.dem.umk.pl/dem/archiwa/v11/14_Muller_Pietrzak.pdf
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    Cited by:

    1. Miroslaw Biczkowski & Iwona Müller-Fraczek & Joanna Muszynska & Michal Bernard Pietrzak & Justyna Wilk, 2014. "The Delimitation Of Bipolar Metropolitan Area Within The Kujawsko-Pomorskie Region," Oeconomia Copernicana, Institute of Economic Research, vol. 5(2), pages 101-122, June.

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