2010 Fiscal Year Final Research Report
Applications of spatio-temporal models to economic data
| Project/Area Number |
20730144
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Economic statistics
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| Research Institution | Chiba University |
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Principal Investigator |
KAKAMU Kazuhiko Chiba University, 法経学部, 准教授 (00456005)
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| Project Period (FY) |
2008 – 2010
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| Keywords | 時空間計量モデル / マルコフ連鎖モンテカルロ法 |
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| Research Abstract |
This research considers the properties of the parameters in spatio-temporal models and applied to the economic data extending the models. We examined electricity demand, crime, business cycle and so on. From the results of the properties of the parameters, we can confirm the importance of incorporating spatial interaction in the econometric models. From the empirical results, we find that the spatial interactions play important roles in economic activities.
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