SPATIAL AUTOCORRELATION IN BRITISH UNEMPLOYMENT
回顾了英美地方失业率文献，估计了与文献一致的英国模型，运用空间计量技术检验并细化模型，发现地方需求冲击的调整存在显著溢出效应，且溢出在滞后时最强，反映了移民行为；同时发现高度本地化的空间互动，与通勤调整一致。纳入这些效应后残差的空间自相关消失。模拟展示了供需冲击对模型解的影响。
ABSTRACT. The recent literature on local unemployment in Britain and the U.S. is reviewed, and a model estimated for Britain which is consistent with the findings of that literature. Spatial econometric techniques are applied to test and elaborate on that model. The results indmte the presence of significant spillovers in adjustments to local demand shocks. These spillovers occur over a wide spatial field and are strongest after a lag, suggesting that they reflect migration behavior. In addition, highly localized spatial interactions are found, consistent with commuting adjustments in response to shocks. Incorporating these effects eliminates spatial autocorrelation from the residuals. A simulation exercise is undertaken to demonstrate the effects of supply‐ and demand‐side shocks on the model solution.