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  • 1
    Electronic Resource
    Electronic Resource
    A Leading Indicator Model for Ohio SMSA Employment (1987)
    Oxford, UK : Blackwell Publishing Ltd
    Growth and change 18 (1987), S. 0 
    Details
    ISSN: 1468-2257
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Geography , Economics
    Notes: The methodology used to build a leading indicator model for Ohio SMSA employment is described in this paper. A composite leading indicator series for each of the eight major metropolitan areas and the state of Ohio was constructed. These composite indicators appear to work well in a “real-time” simulation of their actual use. The methodology employed here departs from traditional methods for constructing such leading indicators in the approach to weighting the individual indicator series in order to devise a composite index. An econometric approach to determining the weights was employed. The weighting method can be said to be “optimal” in that the weights were chosen to maximize the out-of-sample ability of the composite index to detect future changes in economic activity, proxied here by the level of employment. This approach to weighting the component series in devising a composite index is computationally expensive, since it requires that a number of models be estimated and simulated in an actual use environment. It does overcome the usual subjective nature of the weighting schemes employed, and has resulted in composite indexes for the eight metropolitan areas and Ohio that perform quite well.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1468-2257.1987.tb00079.x
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  • 2
    Electronic Resource
    Electronic Resource
    FORECASTING METROPOLITAN EMPLOYMENT USING AN EXPORT-BASE ERROR-CORBECTION MODEL (1990)
    Oxford, UK : Blackwell Publishing Ltd
    Journal of regional science 30 (1990), S. 0 
    Details
    ISSN: 1467-9787
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Geography , Economics
    Notes: This paper shows that a time-series version of export-based location quotients, which decompose area employment into export and local components are co-integrated. Given the statistically established co-integrating relation between the time series for export and local employment, the Granger Representation Theorem tells us that an error-correction mechanism model is the appropriate time-series model specification. A set of forecasting experiments is carried out, in order to test whether the error-correction model produces better long-run forecasts that hold together in economically meaningful ways. Given the computer hardware and software that currently exist, the model developed here represents a simple, low-cost method for accurately forecasting local-area employment in the tradition of past work on export-base models.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1467-9787.1990.tb00102.x
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  • 3
    Electronic Resource
    Electronic Resource
    A Spatial Prior for Bayesian Vector Autoregressive Models (1999)
    Boston, USA and Oxford, UK : Blackwell Publishers Inc
    Journal of regional science 39 (1999), S. 0 
    Details
    ISSN: 1467-9787
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Geography , Economics
    Notes: In this paper we develop a Bayesian prior motivated by cross-sectional spatial autoregressive models for use in time-series vector autoregressive forecasting involving spatial variables. We compare forecast accuracy of the proposed spatial prior to that from a vector autoregressive model relying on the Minnesota prior and find a significant improvement. In addition to a spatially motivated prior variance as in LeSage and Pan (1995) we develop a set of prior means based on spatial contiguity. A Theil-Goldberger estimator may be used for the proposed model making it easy to implement.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/1467-9787.00135
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  • 4
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    The Systems Approach to Instructional Design for Introductory Economics (1980)
    Washington, D.C., etc. : Periodicals Archive Online (PAO)
    The Journal of economic education. 11:2 (1980:Spring) 55 
    Details
    ISSN: 0022-0485
    Topics: Economics
    Notes: Communications
    URL: http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pao:&rft_dat=xri:pao:article:p335-1980-011-02-000008
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  • 5
    Electronic Resource
    Electronic Resource
    ECONOMETRIC MODELING OF INTERREGIONAL LABOR MARKET LINKAGES (1986)
    Oxford, UK : Blackwell Publishing Ltd
    Journal of regional science 26 (1986), S. 0 
    Details
    ISSN: 1467-9787
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Geography , Economics
    Notes: . This paper presents a statistical procedure for empirically establishing linkages between regional economies. Using Granger's definition of causality and the final prediction error technique for lag-length specification suggested by Hsiao, a linked, multiregional employment model is developed. The forecast performance of the linked model is compared to models which do not include interregional linkages. It is shown that forecast error is reduced by taking into account employment interrelationships between regions.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1467-9787.1986.tb01060.x
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  • 6
    Electronic Resource
    Electronic Resource
    MODELING DYNAMIC INTERINDUSTRY REGIONAL GROWTH IN THE PRESENCE OF STRUCTURAL SHIFTS AND OUTLIERS (1993)
    Oxford, UK : Blackwell Publishing Ltd
    Journal of regional science 33 (1993), S. 0 
    Details
    ISSN: 1467-9787
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Geography , Economics
    Notes: . Kraybill and Dorfman (1992) propose a model of intermediate and export demand which uses ordinary least-squares and linear systems techniques to produce a state-space representation of the time element of output change. Their model produces dynamic multipliers which trace the temporal path of regional growth, and has many advantages over previously employed time series methods. This study extends their methodology to accommodate structural shifts and outliers found in the least-squares relationship between industry and export output by using a recently-introduced technique–multiprocess mixture estimation. An application of the Kraybill-Dorfman method and the extensions proposed here to monthly time series data on Ohio employment is used to illustrate these issues.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1467-9787.1993.tb00231.x
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  • 7
    Electronic Resource
    Electronic Resource
    TESTING CRITERIA FOR DETERMINING LEADING REGIONS IN WAGE TRANSMISSION MODELS (1990)
    Oxford, UK : Blackwell Publishing Ltd
    Journal of regional science 30 (1990), S. 0 
    Details
    ISSN: 1467-9787
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Geography , Economics
    Notes: In this study, we use a vector autoregressive modeling framework to test the zero restrictions implied by alternative criteria for ranking regions into hierarchies in the wage-transmission debate. This approach allows formal statistical tests to be carried out for competing criteria suggested for determining leading and following regions.The ability of the modeling technique proposed here to produce a set of nested hypothesis tests of alternative criteria is in stark contrast to the historical literature in this debate. Researchers have traditionally proposed a criterion for ranking regions into a hierarchy, and then argued for the merits of their particular criterion by demonstrating that an econometric model of wage formation produces statistically significant coefficient estimates when their criterion is used to rank the regions of their data sample.We apply the methods proposed here to a sample of eight midwestern cities in the U.S. in order to test the following criteria: Beaumont (1983), Hart and MacKay (1977), Reed and Hutchinson (1976), unemployment rate, and earnings level. The test is for consistency with the Granger-causal structure of wage interactions inherent in the wage diffusion idea. We argue that the technique set forth here is a real step forward that should allow a resolution of this particular debate. The proposed procedures might also be applied to empirically test other regional science hypotheses concerning for example, intercity and interindustry causal structures.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1467-9787.1990.tb00079.x
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  • 8
    Electronic Resource
    Electronic Resource
    FORECASTING TURNING POINTS IN METROPOLITAN EMPLOYMENT GROWTH RATES USING BAYESIAN TECHNIQUES (1990)
    Oxford, UK : Blackwell Publishing Ltd
    Journal of regional science 30 (1990), S. 0 
    Details
    ISSN: 1467-9787
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Geography , Economics
    Notes: In this paper, I adapt to the regional level a Bayesian approach developed by Zellner, Hong, and Min (1990) to analyze forecasts of turning points in a multicountry setting. The techniques applied to a regional setting treat the individual metropolitan areas in the same way that Zellner, Hong, and Min treated countries. The findings in this study indicate that the techniques and models employed by Zellner, Hong, and Min work just as well at the metropolitan-area level as they did in the multicountry setting. The best models, from those studied here, forecast around 70 percent of the downturns and 80 percent of the upturns correctly, which compares favorably to the performance of the same techniques in Zellner, Hong, and Min.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1467-9787.1990.tb00120.x
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  • 9
    Electronic Resource
    Electronic Resource
    The impact of collinearity involving the intercept term on the numerical accuracy of regression (1988)
    Springer
    Computational economics 1 (1988), S. 137-152 
    Details
    ISSN: 1572-9974
    Keywords: Ill-conditioning ; multiple linear regression ; centering ; Wampler benchmark
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Economics
    Notes: Abstract It is well known that multiple linear regression models with ill-conditioning can produce coefficient estimates with degraded numerical accuracy. This study examines the numerical accuracy of regression algorithms in the presence a particular type of ill-conditioning, that arising from collinear relationships that involve the intercept term and the independent variables. A benchmark data set is used to produce ill-conditioned data by introducing near linear relationships among the independent variables and the intercept term. The experiments reported here demonstrate that centering does not prevent a loss in numerical accuracy for this particular type of ill-conditioning. In addition, the ability of commonly used diagnostic checks to detect these problems is studied. As an example of the problems that arise from ignoring the relationships studied here we demonstrate that the regression procedures in two widely used statistical packages, SAS and SPSS-X, fail to detect this type of ill-conditioning and report highly inaccurate coefficient estimates.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00427160
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  • 10
    Electronic Resource
    Electronic Resource
    Commercial bank and thrift interdependence and local market competition for retail certificates of deposit (1990)
    Springer
    Journal of financial services research 4 (1990), S. 37-52 
    Details
    ISSN: 1573-0735
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Because of prior data limitations, the interdependence between banks and thrifts in their rate-setting activities have never been empirically examined. These relationships are important in order to understand the structure of deposit markets and to evaluate the competitive effects of deregulation. This study applies vector autoregressive modeling techniques to analyze six-month retail CD rate data for large banks and thrifts in six major cities during 1983 through 1985. A structure of rate-setting behavior is observed that is consistent with oligopolistic markets where banks, as stronger institutions, dominate the price-setting decisions of thrifts.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00365552
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