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 in geographically-referenced data. The experiments carried out in this paper are concerned with the analysis of the spatial autocorrelation observed for unemployment rates in 439 NUTS-3 German districts. We employ a semi-parametric approach – spatial filtering – in order to uncover spatial patterns that are consistently significant over time. We first provide a brief overview of the spatial filtering method and illustrate the data set. Subsequently, we describe the empirical application carried out: that is, the spatial filtering analysis of regional unemployment rates in Germany. Furthermore, we exploit the resulting spatial filter as an explanatory variable in a panel modelling framework. Additional explanatory variables, such as average daily wages, are used in concurrence with the spatial filter. Our experiments show that the computed spatial filters account for most of the residual spatial autocorrelation in the data.
|Date of creation:||Jan 2009|
|Date of revision:|
|Contact details of provider:|| Web page: https://www.bul.sbu.usi.ch|
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.:
- 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.
- 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.
- 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.
- 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.
- 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.
- 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 369-82, October.
- Bayer, Christian & Juessen, Falko, 2006.
"Convergence in West German Regional Unemployment Rates,"
2006,39, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- 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.
- Falko Juessen & Christian Bayer, 2005. "Convergence in West German Regional Unemployment Rates," ERSA conference papers ersa05p410, European Regional Science Association.
- 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.
- 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.
- repec:dgr:uvatin:20060020 is not listed on IDEAS
- 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.
- 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.
- 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.
- 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.
- Simonetta Longhi & Peter Nijkamp, 2007. "Forecasting Regional Labor Market Developments under Spatial Autocorrelation," International Regional Science Review, , vol. 30(2), pages 100-119, April.
When requesting a correction, please mention this item's handle: RePEc:lug:wpaper:0902. 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: (Alessio Tutino)
If references are entirely missing, you can add them using this form.