Search results for "SPATIAL ECONOMETRICS"
showing 10 items of 41 documents
“I want creative neighbours”. Do creative service industries spillovers cross regional boundaries?
2014
The occurrence of creative service industries (CSI) is a strong determinant of differences in wealth amongst European regions. However, it is unknown if the strong effects are limited to occurring within regional boundaries or whether there are spillover effects into neighbouring regions. The purpose of this paper is to assess the existence of CSI spillover effects on the wealth of neighbouring regions. CSI and spillovers are integrated into both an empirical model and an endogenous growth model. Both models are estimated for a sample of 250 regions in the European Union in 2008. We find that most of the effects of CSI take place within regions, although there is also evidence that CSI has …
Disparités géographiques et convergence des régions européennes : une approche par l'économétrie spatiale
2002
The aim of this dissertation is to analyze the convergence process between European regions by taking into account spatial patterns of economic activities. First, with the help of literature reviews on theoretical and empirical analyses of growth and convergence and on economic geography models, we show in chapter 1 why geographic disparities should be introduced in the study of convergence between economies. Next, the spatial statistic and econometric tools allowing to reach this goal are detailed in chapter 2. Finally, three empirical studies of the convergence process in presence of geographic disparities are carried out. They are based on a sample for per capita GDP of 138 regions, belo…
''Dual'' gravity: Using spatial econometrics to control for multilateral resistance.
2007
We propose a quantity-based `dual' version of the gravity equation that yields an estimating equation with both cross-sectional interdependence and spatially lagged error terms. Such an equation can be concisely estimated using spatial econometric techniques. We illustrate this methodology by applying it to the Canada-U.S. data set used previously, among others, by Anderson and van Wincoop (2003) and Feenstra (2002, 2004). Our key result is to show that controlling directly for spatial interdependence across trade flows, as suggested by theory, significantly reduces border effects because it captures `multilateral resistance'. Using a spatial autoregressive moving average specification, we …
Growth and convergence in Africa: The impact of spatial effects
2010
The aim of this paper is to study the impact of spatial effects on convergence process in Africa over the period 1975-2000. Taking into account these effects through the methodology of Exploratory Spatial Data Analysis (ESDA) and spatial econometrics, we focus on the geographical dimension of economic convergence of African countries. This allows us to deal with spatial autocorrelation which is a consequence of econometric interdependences due to geographic spillovers. Indeed, countries economic performance hides specific geographical patterns providing information on the importance of location on economic dynamics. Our results prove the existence of convergence process in Africa through a …
A Contribution to the Schumpeterian Growth Theory and Empirics
2010
Soumis à Journal of Economic Growth; Document de Recherche LEO 2008-25; Cet article propose un cadre théorique et méthodologique unifie caractérisé par la priseen compte explicite des intéractions technologiques dans la modélisation des processus decroissance en adoptant une perspective Schumpétérienne. L'interdépendance globale impliquée par les spillovers internationaux de R&D doit être intégrée non seulement dans lamodélisation théorique mais également dans la spécification économétrique qui en découle.L'économétrie spatiale apparaît alors naturellement comme la méthodologie adéquate pourtraiter le problème de l'estimation de telles spécifications. Le modèle économétrique que nousproposo…
International R&D spillovers in the multi-country Schumpeterian growth model
2007
en ligne : http://ungaro.u-bourgogne.fr/pages/Documents%20de%20travail/Economie/e2007-04.pdf; Document de travail du LEG 2007-04; This paper reconsiders the multi-country Schumpeterian growth model and its empirical implications. We first show that the model implies a spatial econometric reduced form. Indeed, the global interdependence implied by international R&D spillovers needs to betaken into account in the theoretical model as well as in the empirical model. The spatial econometric model we propose includes the neoclassical growth model as a particular case. We can therefore test explicitly the role of R&D investment in the long run growth processagainst the Solow growth model which is…
A note on normalization schemes: The case of generalized forecast error variance decompositions
2016
The aim of this paper is to propose new normalization schemes for the values obtained from the generalized forecast error variance decomposition, in order to obtain more reliable net spillover measures. We provide a review of various matrix normalization schemes used in different application domains. The intention is to contribute to the financial econometrics literature aimed at building a bridge between different approaches able to detect spillover effects, such as spatial regressions and network analyses. Considering DGPs characterized by different degrees of correlation and persistence, we show that the popular row normalization scheme proposed by Diebold and Yilmaz (2012), as well as t…
Spatial Econometrics and Spatial Data Pooled over Time: Towards an Adapted Modelling Approach
2013
International audience
Hétérogénéité spatiale : principes et méthodes
2004
Spatial Heterogeneity : Principles and Methods This article has a dual purpose . First , it describes the main econometric specifications which can be used to represent spatial heterogeneity , reflected in an instability of parameters in space and / or a heteroscedasticity of error terms . Only the specifications valid in cross-section are examined . Second , it explains the links between spatial heterogeneity and autocorrelation , the other major feature of localised data , defined by the absence of independence between geographical observations . In particular , we look at the extent to which traditional tests of heteroscedasticity or instability need to be amended to take account of spat…
Urban Segregation and Unemployment: A Case Study of Marseille (France)
2015
International audience; In this paper, we study the effects the Marseille’s spatial organization on unemployment. More specifically, differences in characteristics of residential population induce urban stratification so that the urban structure could affect the propensity of unemployment. This potential link is called the reverse causality. In order to evaluate the effect s of spatial structure on unemployment, we implement a spatial probit model to reveal the employment probabilities of young adults still living with their parents. In a first step, we highlight the realness of residential segregation in Marseille by a topology of neighborhoods by degree of deprivation with a principal com…