Herrera Gómez, Marcos (2010): Causalidad Espacial. Enfoque No Paramétrico.
Preview |
PDF
MPRA_paper_61326.pdf Download (1MB) | Preview |
Abstract
In this paper we show the capacity of a new nonparametric test based on entropy and symbolic dynamics to deal with the detection of spatial causality. The good performance of the new test in to detect causal relationships is considered by numerical experiments, and through an empirical application of spatial causality between unemployment and migration for 103 Italian provinces.
Item Type: | MPRA Paper |
---|---|
Original Title: | Causalidad Espacial. Enfoque No Paramétrico |
English Title: | Spatial Causality. Non-Parametric Approach |
Language: | Spanish |
Keywords: | Causalidad espacial, Dinámica simbólica, Relación desempleo-migración |
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 > C5 - Econometric Modeling > C50 - General R - Urban, Rural, Regional, Real Estate, and Transportation Economics > R5 - Regional Government Analysis > R58 - Regional Development Planning and Policy |
Item ID: | 61326 |
Depositing User: | marcos herrera |
Date Deposited: | 15 Jan 2015 14:21 |
Last Modified: | 21 Oct 2019 01:26 |
References: | Alesina, A., Danninger, S. y M. Rostagno (1999). Redistribution through public employment. IMF Working Paper, 177. Anselin, L. (1988). Spatial Econometrics: Methods and Models. Dordrecht, Kluwer. Anselin, L. y R. Florax (eds.) (1995). New Directions in Spatial Econometrics. Berlin, Springer. Anselin, L., Florax, R. y S. Rey (eds.) (2004). Advances in Spatial Econometrics: Methodology, Tools and Applications. Berlin, Springer. Ancona, N., D. Marinazzo y S. Stramaglia (2004). Radial basis function approach to nonlinear Granger causality in time series. Physical Review E 70 056221. Antolín, P. y O. Bover (1997). Regional migration in Spain: The effect of personal characteristics and of unemployment, wage and house price differentials using pooled cross-sections. Oxford Bulletin of Economics and Satistics, 59(2), pp. 215-235. Arbia, G. (2006). Spatial Econometrics. Statistical Foundations and Applications to Regional Convergence. Berlin, Springer. Basile R. y M. Causi (2005). Le determinanti dei flussi migratori nelle province italiane: 1991-2001. University Roma Tre, Department of Economics, Working Papers of Economics 0049. Basile, R. y M. Causi (2007). Le determinanti dei flussi migratori nelle province italiane: 1991-2000. Economia e Lavoro, 2, pp. 139-159. Bertola, G. y P. Garibaldi (2003). The structure and history of Italian unemployment. CESifo Group Munich, Working Paper Series 907. Blanchard, O. y L. Katz (1992). Regional evolutions. The Brookings Institution, Brookings Papers on Economic Activity, Economic Studies Program, 23(1992-1), pp. 1-76. Bodkin, R. y K. Marwah (1987). Some observations on demography in selected macroeconomic models of Canada. Institute for Research on Public Policy, Discussion Paper 87.A.1. Coulon, A. (2005). More on the employment effect of recent immigration: Switzerland in the 90’s. Working Paper, London School of Economics, pp. 1-17. Da Vanzo, J. (1978). Does unemployment affect migration? Evidence from microdata. Review of Economics and Statistics, 60, pp. 504-514. Díaz-Emparanza, I. y A. Espinosa (2000). Análisis de la relación entre el desempleo y la inmigración internacional. Biltoki, Documentos de Trabajo, 013. Diks, C. and V. Panchenko (2006). A new statistic and practical guidelines for nonparametric Granger causality testing. Journal of Economic Dynamics and Control, 30, 1647-1669. Elhorst, J. (2003). The mystery of regional unemployment differentials: Theoretical and empirical explanations. Journal of Economic Surveys, 17, pp. 709-748. Etzo, I. (2008). Internal migration: a review of the literature. MPRA Paper 8783, University Library of Munich, Germany. Faini, R., Galli, G., Gennari, P. y F. Rossi (1997). An empirical puzzle: Falling migration and growing unemployment differentials among Italian regions. European Economic Review, 4, pp. 571-579. Feridun, M. (2004). Does immigration have an impact on economic development and unemployment? Empirical evidence from Finland (1981-2001). International Journal of Applied Econometrics and Quantitative Studies, 1, pp. 39-60. Feridun, M. (2005). Economic impact of immigration on the host country: The case of Norway. Prague Economic Papers, 4, pp. 350-362. Feridun, M. (2007). Immigration, income and unemployment: An application of the bounds testing approach to cointegration. Journal of Developing Areas, 41(1), pp. 37-51. Galloway, R. y J. Jozefowicz (2008). The effects of immigration on regional unemployment rates in the Netherlands. International Advances in Economic Research, 14(3), pp. 291-302. Getis, A., Mur, J. y H. Zoller (eds.) (2004). Spatial Econometrics and Spatial Statistics. Houndmills, Macmillan. Granger, C. (1980). Testing for causality: A personal viewpoint. Journal of Economic Dynamics and Control, 2(4), pp. 329-352. Greenwood, M. (1975). Research on internal migration in the United States: A survey. Journal of Economic Literature, 13, pp. 397-433. Greenwood, M. (1985). Human migration: theory, models, and empirical studies. Journal of Regional Science, 25(4), pp. 521-544. Griffith, D. (2003). Spatial Autocorrelation and Spatial Filtering: Gaining Understanding through Theory and Scientific Visualization. Berlin, Springer. Groenewold, N. (1997). Does migration equalize regional unemployment rates? Evidence from Australia. Papers in Regional Science, 76(1), pp. 1-20. Gross, D. (2004). Impact of immigrant workers on a regional labour market. Applied Economics Letters, 11, pp. 405-408. Herzog, H., Schlottmann, A. y T. Boehm (1993). Migration as spatial jobsearch: A survey of empirical findings. Regional Studies, 27(4) , pp. 327-340. Hong, Y. y H. White (2005). Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Econometrica, 73, pp. 837-901. Hoover, K. (2004). Lost causes. Journal of the History of Economic Thought, 26(2), pp. 149-164. Hughes, G. y B. McCormick (1989). Does migration reduce differentials in regional unemployment rates?. En Van Dijk et al. (eds), Migration and labor market adjustment, Kluwer Academic Publishers. Islam, A. (2007). Immigration unemployment relationship: The evidence from Canada. Australian Economic Papers, 46(1), pp. 52-66. Joe, H. (1989a). Relative entropy measures of multivariate dependence. Journal of the American Statistical Association, 84, 157-164. Joe, H. (1989b). Estimation of entropy and other functionals of a multivariate density. Annals of the Institute of Statistical Mathematics, 41, 683-697. Konya, L. (2000). Bivariate causality between immigration and long-term unemployment in Australia, 1981-1998. Victoria University of Technology, Working Paper, 18/00. Krugman, P. (1991). Increasing returns and economic geography. Journal of Political Economy, 99, pp. 483-499. Lee, H. (1992). Maximum likelihood inference on cointegration and seasonal cointegration. Journal of Econometrics, 54, pp. 1-47. Lesage, J. y Pace, K. (2009). Introduction to Spatial Econometrics. London, Chapman & Hall/CRC. López, F., Matilla-García, M., Mur, J., y M. Ruiz Marín (2010). A nonparametric spatial independence test using symbolic entropy. Regional Science and Urban Economics, 40, 106-115. Marr, W. y P. Siklos (1994). The link between immigration and unemployment in Canada. Journal of Policy Modeling, 16(1), pp. 1-25. Marr, W. y P. Siklos (1995). Immigration and unemployment: A Canadian macroeconomic perspective. En DeVoretz (ed.), Diminishing returns: The economics of Canada’s recent immigration policy, pp. 293-330. Toronto: C.D. Howe Institute. Marschinski, R. y H. Kantz (2002). Analysing the information flow between financial time series- An improved estimator of transfer entropy. European Physical Journal B 30, 275-281. Matilla-García, M. y M. Ruiz Marín (2008). A non-parametric independence test using permutation entropy. Journal of Econometrics, 144, 139-155. Paelinck, J. y L. Klaassen (1979): Spatial Econometrics. Farnborough: Saxon House. Pischke, J. y J. Velling (1997). Employment effects of immigration to Germany: An analysis based on local labor markets. The Review of Economics and Statistics, 79(4), pp. 594-604. Pissarides, C. e I. McMaster (1990). Regional migration, wages and unemployment: Empirical evidence and implications for policy. Oxford University Press, Oxford Economic Papers, 42(4), pp. 812-831. Pissarides, C. y J. Wadsworth (1989). Unemployment and the inter-regional mobility of labour. Economic Journal, 99(397), pp. 739-755. Schreiber, T. (2000). Measuring information transfer. Physical Review Letters, 85, 461-464. Shan, J, Morris, A. y F. Sun (1999). Immigration and unemployment: New evidence from Australia and New Zealand. International Review of Applied Economics, 13(2), pp. 253-258. Suppes, P. (1970): A probabilistic Theory of Causality (Acta Philosophica Fennica. XXIV). Amsterdam: North-Holland. Tian, G. y J. Shan (1999). Do migrants rob jobs? New evidence from Australia. Australian Economic History Review, 39(2), pp. 133-142. Tiefelsdorf, M. (2000). Modelling Spatial Processes. The Identification and Analysis of Spatial Relationships in Regression Residuals by Means of Moran’s I. Springer, Berlin. Upton, G. y B. Fingleton (1985). Spatial Data Analysis by Example, Vol. 1. New York, Wiley. Wiener, N. (1956). The theory of prediction. En Beckenbach, E. (ed.): Modern Mathematics for Engineers. New York: McGraw. [58] Withers, G. y D. Pope (1985). Inmigration and unemployment. The Economic Record, 61, pp. 554-563. [59] Withers, G. y D. Pope (1993). Do migrants rob jobs? Lessons from the Australian history 1961-1991. Journal of Economic History, 53, pp. 719-742. [60] Winter-Ebmer, R. y J. Zweimuller (1994). Do immigration displace native workers? The Austrian experience. CEPR, Discussion Paper 991, London. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/61326 |