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

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  • Chasco, Coro
  • López, Fernando

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.

Suggested Citation

  • Chasco, Coro & López, Fernando, 2006. "Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces," MPRA Paper 1777, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:1777
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    File URL: https://mpra.ub.uni-muenchen.de/1777/1/MPRA_paper_1777.pdf
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    References listed on IDEAS

    as
    1. J. Paul Elhorst, 2003. "Specification and Estimation of Spatial Panel Data Models," International Regional Science Review, , vol. 26(3), pages 244-268, July.
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    Cited by:

    1. Ángeles Sánchez & Jorge Chica-Olmo & Juan de Dios Jiménez-Aguilera, 2018. "A Space–Time Study for Mapping Quality of Life in Andalusia During the Crisis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(2), pages 699-728, January.
    2. Massimiliano Agovino & Antonio Garofalo, 2013. "Dipendenza spaziale contemporanea e non contemporanea nei tassi di disoccupazione: un tentativo di analisi empirica dei dati provinciali italiani," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2013(3), pages 45-82.

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    More about this item

    Keywords

    Space-time dependence; Spatial autoregressive models; Moran’s I; Spanish provinces;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

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