Spatial Filtering and Eigenvector Stability: Space-Time Models for German Unemployment Data
Regions, independent of their geographic level of aggregation, are known to be interrelated partly due to their relative locations. Similar economic performance among regions can be attributed to proximity. Consequently, a proper understanding, and accounting, of spatial liaisons is needed in order to effectively forecast regional economic variables. Several spatial econometric techniques are available in the literature, which deal with the spatial autocorrelation (SAC) in geographically referenced data. The experiments carried out in this article are concerned with the analysis of the SAC observed for unemployment rates in 439 NUTS-3 German districts. The authors employ a semiparametric approach—spatial filtering—in order to uncover spatial patterns that are consistently significant over time. The authors first provide a brief overview of the spatial filtering method and illustrate the data set. Subsequently, they describe the empirical application carried out: that is, the spatial filtering analysis of regional unemployment rates in Germany. Furthermore, the authors exploit the resulting spatial filter as an explanatory variable in a panel modeling framework. Additional explanatory variables, such as average daily wages, are used in concurrence with the spatial filter. Their experiments show that the computed spatial filters account for most of the residual SAC in the data.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Maria Francesca Cracolici & Miranda Cuffaro & Peter Nijkamp, 2007.
"Geographical Distribution of Unemployment: An Analysis of Provincial Differences in Italy,"
Growth and Change,
Wiley Blackwell, vol. 38(4), pages 649-670.
- Cracolici, M. Francesca & Cuffaro, Miranda & Nijkamp, Peter, 2007. "Geographical distribution of unemployment: an analysis of provincial differences in Italy," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Maria Francesca Cracolici & Miranda Cuffaro & Peter Nijkamp, 2007. "Geographical Distribution of Unemployment: An Analysis of Provincial Differences in Italy," Tinbergen Institute Discussion Papers 07-065/3, Tinbergen Institute.
- Falko Juessen & Christian Bayer, 2005.
"Convergence in West German Regional Unemployment Rates,"
ERSA conference papers
ersa05p410, European Regional Science Association.
- Christian Bayer & Falko Jüßen, 2007. "Convergence in West German Regional Unemployment Rates," German Economic Review, Verein für Socialpolitik, vol. 8, pages 510-535, November.
- Christian Bayer & Falko Juessen, 2004. "Convergence in West German Regional Unemployment Rates," Urban/Regional 0411007, EconWPA.
- Bayer, Christian & Juessen, Falko, 2006. "Convergence in West German Regional Unemployment Rates," Technical Reports 2006,39, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Simonetta Longhi & Peter Nijkamp, 2007. "Forecasting Regional Labor Market Developments under Spatial Autocorrelation," International Regional Science Review, SAGE Publishing, vol. 30(2), pages 100-119, April.
- Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Uwe Blien, 2006.
"New Neural Network Methods for Forecasting Regional Employment: an Analysis of German Labour Markets,"
Spatial Economic Analysis,
Taylor & Francis Journals, vol. 1(1), pages 7-30.
- Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Uwe Blien, 2006. "New Neural Network Methods for Forecasting Regional Employment: An Analysis of German Labour Markets," Tinbergen Institute Discussion Papers 06-020/3, Tinbergen Institute.
- 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.
- Reinhold Kosfeld & Christian Dreger, 2006. "Thresholds for employment and unemployment: A spatial analysis of German regional labour markets, 1992-2000," Papers in Regional Science, Wiley Blackwell, vol. 85(4), pages 523-542, November.
- Weinhold, Diana, 2002. "The Importance of Trade and Geography in the Pattern of Spatial Dependence of Growth Rates," Review of Development Economics, Wiley Blackwell, vol. 6(3), pages 369-382, October.
- Dayton M. Lambert & Jason P. Brown & Raymond J.G.M. Florax, 2010.
"A Two-Step Estimator For A Spatial Lag Model Of Counts: Theory, Small Sample Performance And An Application,"
10-5, Purdue University, College of Agriculture, Department of Agricultural Economics.
- Lambert, Dayton M. & Brown, Jason P. & Florax, Raymond J.G.M., 2010. "A two-step estimator for a spatial lag model of counts: Theory, small sample performance and an application," Regional Science and Urban Economics, Elsevier, vol. 40(4), pages 241-252, July.
- Olivier Jean Blanchard & Lawrence F. Katz, 1992. "Regional Evolutions," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 23(1), pages 1-76.
- Enrique López-Bazo & Tomás del Barrio & Manuel Artis, 2002.
"The regional distribution of Spanish unemployment: A spatial analysis,"
Papers in Regional Science,
Springer;Regional Science Association International, vol. 81(3), pages 365-389.
- Lopez-Bazo, Enrique & Del Barrio, Tomas & Artis, Manuel, 2002. "The regional distribution of spanish unemployment. A spatial analysis," ERSA conference papers ersa02p020, European Regional Science Association.
- Anselin, Luc, 2002. "Under the hood : Issues in the specification and interpretation of spatial regression models," Agricultural Economics, Blackwell, vol. 27(3), pages 247-267, November.
- Salima Bouayad-Agha & Lionel Védrine, 2010. "Estimation Strategies for a Spatial Dynamic Panel using GMM. A New Approach to the Convergence Issue of European Regions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(2), pages 205-227.
When requesting a correction, please mention this item's handle: RePEc:sae:inrsre:v:34:y:2011:i:2:p:253-280. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (SAGE Publishing)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.