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Using spatial contiguity as prior information in vector autoregressive models

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  • Pan, Zheng
  • LeSage, James P.

Abstract

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Suggested Citation

  • Pan, Zheng & LeSage, James P., 1995. "Using spatial contiguity as prior information in vector autoregressive models," Economics Letters, Elsevier, vol. 47(2), pages 137-142, February.
  • Handle: RePEc:eee:ecolet:v:47:y:1995:i:2:p:137-142
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    References listed on IDEAS

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    1. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983. "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers 1202, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Matías Mayor & Roberto Patuelli, 2015. "Spatial panel data forecasting over different horizons, cross-sectional and temporal dimensions," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(1), pages 149-180.
    2. Todd Kuethe & Valerien Pede, 2011. "Regional Housing Price Cycles: A Spatio-temporal Analysis Using US State-level Data," Regional Studies, Taylor & Francis Journals, vol. 45(5), pages 563-574.
    3. Owyang, Michael T. & Zubairy, Sarah, 2013. "Who benefits from increased government spending? A state-level analysis," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 445-464.
    4. Todd H. Kuethe & Valerien Pede, 2009. "Regional Housing Price Cycles: A Spatio-Temporal Analysis Using Us State Level," Working Papers 09-04, Purdue University, College of Agriculture, Department of Agricultural Economics.
    5. Matías Mayor & Roberto Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Paper series 15_12, Rimini Centre for Economic Analysis, revised Oct 2012.
    6. Kuethe, Todd H. & Pede, Valerien O., 2009. "Regional Housing Price Cycles: A Spatio-Temporal Analysis Using Us State Level Data," Working papers 47596, Purdue University, Department of Agricultural Economics.
    7. Marco Percoco, 2007. "Evaluating forecasting accuracy of the temporally aggregated space-time autoregressive model," Applied Economics Letters, Taylor & Francis Journals, vol. 14(9), pages 637-641.
    8. Rangan Gupta, 2009. "Bayesian Methods Of Forecasting Inventory Investment," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 113-126, March.
    9. repec:ere:journl:v:xxxvi:y:2017:i:1:p:25-58 is not listed on IDEAS
    10. Dan S. Rickman & Steven R. Miller & Russell McKenzie, 2009. "Spatial and sectoral linkages in regional models: A Bayesian vector autoregression forecast evaluation," Papers in Regional Science, Wiley Blackwell, vol. 88(1), pages 29-41, March.

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