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