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Estimation of multiequation cross-section models in the presence of spatial autocorrelation

Carvalho, Alexandre Ywata de; Mata, Daniel da; Chomitz, … - 2015

We describe econometric techniques to treat spatial autocorrelation in multiequation cross-section models. The cross-section approaches discussed here are heavily based on the spatial GMM procedure, proposed by Conley (1999). An extension for fullinformation instrumental variable models is...

Persistent link: https://www.econbiz.de/10012025305

Evaluating multiple spatial dimensionsof economic growth in Brazil using spatial panel data models (1970-2000)

Resende, Guilherme Mendes; Carvalho, Alexandre Ywata de; … - 2015

The goal of this paper is to evaluate the results of regional economic growth estimates at multiple spatial scales using spatial panel data models. The spatial scales examined are minimum comparable areas, micro-regions, meso-regions and states over the period between 1970 and 2000. Alternative...

Persistent link: https://www.econbiz.de/10012056555

House Price Fluctuations and Residential Sorting

Haavio, Markus; Kauppi, Heikki - 2009

Empirical evidence indicates local jurisdictions are internally more heterogeneous than standard sorting models predict. We develop a dynamic multi-region model, with fluctuating regional house prices, where an owner-occupying household's location choice depends on its current wealth and its...

Persistent link: https://www.econbiz.de/10012503002

Welfare effects of property taxation

Löffler, Max; Siegloch, Sebastian - 2021

We analyze the welfare implications of property taxation. Using a sufficient statistics approach, we show that the tax incidence depends on how housing prices, labor and other types of incomes as well as public services respond to property tax changes. Empirically, we exploit the German...

Persistent link: https://www.econbiz.de/10012485514

A vector autoregressive model of the British Columbia regional economy

DeBenedictis, Linda F. - 1995

Persistent link: https://www.econbiz.de/10000997809

Estimation of a weights matrix for determining spatial effects

Lima, Elcyon Caiado Rocha; Macedo, Paulo Brígido Rocha - 2015

Spatial dependence results from the existence of spillover effects such as the impact of the price of one housing unit on the price of its adjacent neighbors. One way to account for spatial dependence is to specify spatial lag models in which a spatially lagged variable is assumed to play a role...

Persistent link: https://www.econbiz.de/10011998403

Urban accessibility and spatial segregation in Brazilian cities : a configurational perspective

Barros, Ana Paula; Medeiros, Valério Augusto Soares de; … - 2017

This article investigates the use of the configurational variable, which deals with the city form-space relations regarding transportation issues, to study spatial segregation and urban accessibility in four Brazilian cities (Belém, Manaus, Recife and São Paulo), with a focus in precarious...

Persistent link: https://www.econbiz.de/10012061053

Quantitative spatial economics

Redding, Stephen; Rossi-Hansberg, Esteban - 2016

Persistent link: https://www.econbiz.de/10011557135

Race to the debt trap? : spatial econometric evidence on debt in German municipalities

Fossen, Frank M.; Freier, Ronny; Martin, Thorsten - 2014

Through an intertemporal budget constraint, jurisdictions may gain advantages in tax and spending competition by 'competing' on debt. While the existing spatial econometric literature focuses on tax and spending competition, very little is known about spatial interaction via public debt. This...

Persistent link: https://www.econbiz.de/10010233999

CDS spreads and systemic risk : a spatial econometric approach

Keiler, Sebastian; Eder, Armin - 2013

This study applies a novel way of measuring, quantifying and modelling the systemic risk within the financial system …. The magnitude of risk spill over effects is gauged by introducing a specific weighting scheme. This approach originally … and idiosyncratic risk premium. We identify considerable risk spill overs due to the interconnectedness of the financial …

Persistent link: https://www.econbiz.de/10009695965

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