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Spatial-autoregressive model for the two groups of related regions (eastern and western parts of Russia)

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  • Demidova, Olga

    () (Higher School of Economics, Moscow, Russia)

Abstract

The present study suggest a generalization of the spatial autoregressive model for the case when considered regions are split into two different groups, which have a mutual influence on each other. The weighing matrix in this model is split into four parts and four spatial coefficients are estimated. The proposed model is applied for the analysis of three macroeconomic indicators using the data for Russian regions, previously divided into western and eastern. Our analysis revealed: 1) a positive spatial correlation of the main macroeconomic indicators for the western regions, 2) both positive and negative externalities for the eastern regions and 3) the asymmetric influence of eastern and western regions on each other. Usually «impulses» from the western regions have a positive effect on the eastern regions, but the «impulses» from the eastern regions usually do not affect the western regions.

Suggested Citation

  • Demidova, Olga, 2014. "Spatial-autoregressive model for the two groups of related regions (eastern and western parts of Russia)," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 34(2), pages 19-35.
  • Handle: RePEc:ris:apltrx:0235
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    References listed on IDEAS

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    Cited by:

    1. Semerikova, Elena, 2014. "Unemployment in East and West Germany: Spatial panel data analysis," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 35(3), pages 107-132.
    2. Vakulenko, Elena, 2015. "Analysis of the relationship between regional labour markets in Russia using Okun’s model," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 40(4), pages 28-48.

    More about this item

    Keywords

    spatial lags; spatial effects; East and West; Russian regions;

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • P50 - Economic Systems - - Comparative Economic Systems - - - General
    • R10 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - General

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