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

Coro Chasco Yrigoyen and Fernando López

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Space-time dependence; Spatial autoregressive models; Moran’s I; Spanish provinces (search for similar items in EconPapers)
JEL-codes: C15 C21 C51 (search for similar items in EconPapers)
Date: 2006-12-13
New Economics Papers: this item is included in nep-geo and nep-ure
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:1777

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