This paper investigates the main determinants of the regional representation of foreign employees in Germany. Since migration determinants are not necessarily the same for workers of different nationalities, we explain spatial patterns not only for total foreign employment but also for the 35...

This paper introduces a Spatial Vector Autoregressive Moving Average (SVARMA) model in which multiple cross-sectional time series are modeled as multivariate, possibly fat-tailed, spatial autoregressive ARMA processes. The estimation requires specifying the cross-sectional spillover channels...