Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces
Knowledge Area
Economía AplicadaPublication date
2008-10Publisher
INEBibliographic Citation
CHASCO YRIGOYEN, C., LÓPEZ HERNÁNDEZ, F.A. Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces. En Estadística española. Madrid: INE, 2008, vol. 50, n. 167, pp. 101-118. ISSN 2254-9390Peer review
siKeywords
Space-time dependenceSpatial autoregressive models
Moran
Spanish provinces
Abstract
The purpose of this article is to analyze if spatial dependence is a synchronic
effect, as it has usually been defined. It is known that in many
socio-economic phenomena spatial dependence can be not only contemporary
but also time-lagged. In this paper, we use two Moran-based
space-time autocorrelation statistics in order to evaluate the simultaneity
of this spatial effect, allowing for mixed specifications with instantaneous
and space-time dependence terms. Some applications with economic data
for Spanish provinces shed some light upon these issues.
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