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17-050/III - Smooth Transition Spatial Autoregressive Models

  • Authors
    Bo Pieter Johannes Andree, VU Amsterdam and Tinbergen Institute, The Netherlands; Francisco Blasques, VU Amsterdam and Tinbergen Institute, The Netherlands; Eric Koomen, VU Amsterdam, The Netherlands
  • Publication date
    May 31, 2017
  • Keywords
    Dynamic panel, Threshold models, Spatial heterogeneity, Spatial autocorrelation, Urban density, Interest Rates, Monetary Stability, Sovereign Debt Crisis
  • JEL
    C01, R1