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Cross-Country Linkages in Europe : A Global VAR Analysis
Sun, Yan - 2014
countries with the advanced Europe countries. The results show strong co-movements in output growth and interest rates but … weaker linkages bewteen inflation and real credit growth within Europe. While the euro area is the dominant source of … small but notable impact of CESEE countries on the rest of the Europe …
Persistent link: https://www.econbiz.de/10013057317
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Cross-Country Linkages in Europe : A Global VAR Analysis
Sun, Yan - 2013
countries with the advanced Europe countries. The results show strong co-movements in output growth and interest rates but … weaker linkages bewteen inflation and real credit growth within Europe. While the euro area is the dominant source of … small but notable impact of CESEE countries on the rest of the Europe …
Persistent link: https://www.econbiz.de/10014394697
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Spillovers in Space and Time : Where Spatial Econometrics and Global VAR Models Meet
Elhorst, J. Paul - 2018
We bring together the spatial and global vector autoregressive (GVAR) classes of econometric models by providing a detailed methodological review of where they meet in terms of structure, interpretation, and estimation methods. We discuss the structure of cross-section connectivity (weight)...
Persistent link: https://www.econbiz.de/10012925869
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Spatiotemporal analysis of regional systems : a multiregional spatial vector autoregressive model for Spain
Ramajo Hernández, Julián; Márquez, Miguel A.; … - In: International regional science review 40 (2017) 1, pp. 75-96
Persistent link: https://www.econbiz.de/10011704021
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Do tourism spillovers matter in regional economic analysis? : an application to Portugal
Andraz, Jorge M.; Norte, Nélia M.; Gonçalves, Hugo S. - In: Tourism economics : the business and finance of tourism … 22 (2016) 5, pp. 939-963
Persistent link: https://www.econbiz.de/10011646168
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Spillovers in space and time : where spatial econometrics and Global VAR models meet
Elhorst, J. Paul; Groß, Marco; Tereanu, Eugen - 2018
We bring together the spatial and global vector autoregressive (GVAR) classes of econometric models by providing a detailed methodological review of where they meet in terms of structure, interpretation, and estimation methods. We discuss the structure of cross-section connectivity (weight)...
Persistent link: https://www.econbiz.de/10011802171
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Spatio-temporal analysis of regional systems : a multiregional spatial vector autoregressive model for Spain
Ramajo Hernández, Julián; Márquez, Miguel A.; … - 2013
This paper contributes to the recent literature in spatial econometrics that focuses on space-time data modeling implementing a multi-location time-series statistical framework to analyze a regional system. Therefore, taking as a point of departure the Global Vector Autoregression approach...
Persistent link: https://www.econbiz.de/10011616934
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The dynamics of knowledge production in European regions : $hValter Di Giacinto (Bank of Italy)
Di Giacinto, Valter - 2013 - This version: November 2012
Utilizing a novel econometric approach, routed around the identification and estimation of spatial panel VAR model, the paper provides new estimates of the dynamic effects of private and public R&D expenditure on innovative activity within European regions. The positive long run response of...
Persistent link: https://www.econbiz.de/10015081402
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Knowledge spillovers across Europe : evidence from a poisson spatial interaction model with spatial effects
Lesage, James P.; Fischer, Manfred M.; Scherngell, Thomas - In: Papers in regional science : the journal of the … 86 (2007) 3, pp. 393-421
Persistent link: https://www.econbiz.de/10003736622
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Space and Knowledge Spillovers in European Regions
Caragliu, Andrea - 2013
Usually, the diffusion of a non-rival market knowledge externality - called a Knowledge Spillover (KS) - is related to geographical proximity. In this paper we explore the channels through which knowledge spreads. Compared with earlier work on KS measures, this study makes a step forward by...
Persistent link: https://www.econbiz.de/10013075816