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Exponential or Power Distance-decay for Commuting? An Alternative Specification
de Vries, Jacob J.; Nijkamp, Peter; Rietveld, Piet - 2004
-to-work journeys between municipalities in Denmark. Special attention is given to a proper estimation method and the form of the …
Persistent link: https://www.econbiz.de/10010325561
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Spatial dependence of regional unemployment in the European Union
Niebuhr, Annekatrin - 2002
The findings of recent studies on adjustment processes suggest that regional labour markets in the EU and the US differ significantly. Low wage flexibility and limited labour mobility in European countries involve persistent unemployment differentials across regions. However, the spatial...
Persistent link: https://www.econbiz.de/10010295334
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Convergence and the effects of spatial interaction
Niebuhr, Annekatrin - 2000
Since the beginning of the 1990s, the issue of income convergence has received considerable attention in economic research. Although a vast number of empirical studies has emerged, evidence on the role of spatial interaction is still rather scarce. The present paper is an attempt to provide...
Persistent link: https://www.econbiz.de/10010295602
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Applying tradable permits to biodiversity conservation: effects of space-dependent ecological benefits and cost heterogeneity on habitat allocation
Drechsler, Martin; Wätzold, Frank - 2007
This paper is concerned with the cost-effective allocation of habitat for endangered species under spatio-temporally heterogeneous economic development. To address the dynamic dimension of the problem we consider tradable development rights (TDR) as the instrument of choice. A particular...
Persistent link: https://www.econbiz.de/10010304549
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Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production
Bos, Charles S.; Koopman, Siem Jan - 2010
Many seasonal macroeconomic time series are subject to changes in their means and variances over a long time horizon. In this paper we propose a general treatment for the modelling of time-varying features in economic time series. We show that time series models with mean and variance functions...
Persistent link: https://www.econbiz.de/10010326058
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Does Proximity Matter in the Choice of Partners in Collaborative R&D Projects? – An Empirical Analysis of Granted Projects in Germany
Fuhrmeister, Clemens; Titze, Mirko; Blum, Ulrich; … - 2014
-region collaborative Research and Development (R&D) interactions. The proximity theory, and its extensions, is used as a theoretical … Zusammenarbeit in der Forschung und Entwicklung (FuE) über Regionsgrenzen hinweg. Den theoretischen Rahmen bilden die Proximity-Theorie …
Persistent link: https://www.econbiz.de/10010436095
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Regional convergence in the European Union (1985 - 1999): A spatial dynamic panel analysis
Badinger, Harald; Müller, Werner G.; Tondl, Gabriele - 2002
We estimate the speed of income convergence for a sample of 196 European NUTS 2 regions over the period 1985-1999. So far there is no direct estimator available for dynamic panels with strong spatial dependencies. We propose a two-step procedure, which involves first spatial filtering of the...
Persistent link: https://www.econbiz.de/10010295552
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Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form
Bos, Charles S.; Shephard, Neil - 2004
In this paper we replace the Gaussian errors in the standard Gaussian, linear state space model with stochastic volatility processes. This is called a GSSF-SV model. We show that conventional MCMC algorithms for this type of model are ineffective, but that this problem can be removed by...
Persistent link: https://www.econbiz.de/10010325429
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Cointegration analysis with mixed-frequency data
Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter A. - 2007
maximum likelihood estimation of the parameters in the model, we use an expectation maximization algorithm based on the state …
Persistent link: https://www.econbiz.de/10010264085
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Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis
Brauning, Falk; Koopman, Siem Jan - 2012
. Key economic variables are modeled jointly with principal components from a large time series panel of macroeconomic … frequency and the panel of macroeconomic variables is at a high frequency, we can use our approach for both nowcasting and … unbalanced panel contain quarterly and monthly variables. The forecasting accuracy is measured against a set of benchmark models …
Persistent link: https://www.econbiz.de/10010326452