Spectral Analysis and Distributed Lags in Geographical Studies of Local Unemployment: 2. Distributed Lags

R Dunn
Additional contact information
R Dunn: Department of Geography, University of Bristol, Bristol BS8 1SS, England

Environment and Planning A, 1983, vol. 15, issue 8, 1043-1055

Abstract: This is the second part of a two-part paper in which the related topics of spectral analysis and the identification and estimation of distributed-lag models between time series are discussed. This paper is mainly concerned with distributed-lag models, in particular the use of spectral estimators developed by Hannan. A number of previous studies have used the phase statistics from the cross-spectrum as an indication of lead/lag relations between unemployment series, but it is shown here that this is likely to lead to incorrect conclusions. As an empirical example, lead/lag relations between local unemployment in Severnside and the national series are investigated. The correspondence between time-domain (regression) and frequency-domain (spectral) methods of estimating relations between time series is also discussed, using empirical material from both parts of the paper.

Date: 1983
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://journals.sagepub.com/doi/10.1068/a151043 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sae:envira:v:15:y:1983:i:8:p:1043-1055

DOI: 10.1068/a151043

Access Statistics for this article

More articles in Environment and Planning A
Bibliographic data for series maintained by SAGE Publications ().