Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces.

Chasco, Coro and López, Fernando (2006): Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces.

Abstract

The purpose of this article is to analyze if spatial dependence is a synchronic effect, as it has usually been defined. It is known that in many socio-economic phenomena spatial dependence can be not only contemporary but also time-lagged. In this paper, we use two Moran-based space-time autocorrelation statistics in order to evaluate the simultaneity of this spatial effect, allowing for mixed specifications with instantaneous and space-time dependence terms. Some applications with economic data for Spanish provinces shed some light upon these issues.

• Item Type: MPRA Paper
• Institution: Universidad Autónoma de Madrid
• Language: English
• Keywords: Space-time dependence; Spatial autoregressive models; Moran’s I; Spanish provinces
• Subjects: C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C21 - Cross-Sectional Models ; Spatial Models ; Treatment Effect Models ; Quantile Regressions; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C15 - Statistical Simulation Methods: General; C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C51 - Model Construction and Estimation

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