Space-Time Modelling of the Unemployment Rate in Polish Poviats | Zendy

Iwona Müller-Frączek | Zendy; Michał Bernard Pietrzak | Zendy

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Space-Time Modelling of the Unemployment Rate in Polish Poviats

Author(s) -

Iwona Müller-Frączek,

Michał Bernard Pietrzak

Publication year - 2011

Publication title -

dynamic econometric models

Language(s) - English

Resource type - Journals

eISSN - 2450-7067

pISSN - 1234-3862

DOI - 10.12775/dem.2011.014

Subject(s) - econometrics , unemployment , space time , neighbourhood (mathematics) , lag , space (punctuation) , interpretation (philosophy) , work (physics) , mathematics , unemployment rate , time lag , statistical physics , statistics , economics , computer science , mathematical analysis , macroeconomics , physics , thermodynamics , engineering , computer network , chemical engineering , programming language , operating system

The purpose of the article is to model the unemployment rate in Poland in its spatial and time dimensions. The spatial lag models with the neighbourhood matrix based on the common border of poviats were used in the study. The analysis of the changes over time of the parameters in the space models gave a foundation to apply the space-time model with the parameters linear dependent on time. Such an approach enabled us to work out models with good statistical properties and with a possibility of providing a correct economic interpretation of the parameters.

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