A Spatial Modelling Approach to Contagion Among Emerging Economies

By Harry H. Kelejian, George S. Tavlas, G. Hondroyiannis. 2006

117 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e21b9cb1b37321842f00b655b72e51190f780c6a

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In Economics and Econometrics

Citations in the corpus

A spatial analysis of international stock market linkages (2013, background): “A number of researchers have noted that SAR models require a special interpretation of the 𝜷-parameters associated with these explanatory variables (see e.g. Anselin and Le Gallo 2006; Kelejian et al. 2006).”
Spatial Growth Regressions: Model Specification, Estimation and Interpretation (2008, background): “This type of limited analysis can be found in a number of papers, e.g. Anselin & Le Gallo (2006), Kelejian et al. (2006), and Dall’erba & Le Gallo (2007).”
Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model (2010, background): “See also Kelejian et al. (2006, 2008) for some applications.”
Cross-Border Interbank Networks, Banking Risk and Contagion (2015, background): “Kelejian et al. (2006) focus on spillovers among emerging markets during currency crises.”
Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes (2014, background): “Both the Mukerji (2009), and the Kelejian et al. (2006) studies recognized the endogeneity of the weighting matrix but they were applied, and did not contain formal estimation, or Monte Carlo results.”
How to Interpret the Coefficients of Spatial Models: Spillovers, Direct and Indirect Effects (2016, background): “…de governos (Seldadyo et al, 2009); em análises sobre a interdependência nos preços de bens em diferentes países emergentes em tempos de crise (Kelejian et al, 2006); em modelos hedónicos discutindo como que a qualidade do ar impactava no preço de casas na Califórnia (Anselin e Le Gallo,…”
Spatial Spillovers in the Development of Institutions (2013, unknown): “14 A complete set of formal assumptions is given in Kelejian and Prucha (2010). they describe how a fundamental in one country affects the dependent variables of all of the other countries (Kelejian et al., 2006).”
Comparing Implementations of Estimation Methods for Spatial Econometrics (2015, methodology): “Before concluding, we compare the provision of functions for calculating emanating eﬀects (Kelejian, Tavlas, and Hondroyiannis 2006), also known as impacts (LeSage and Fischer 2008; LeSage and Pace 2009), simultaneous spatial reaction function/reduced form (Anselin and Lozano-Gracia 2008),…”
Interpreting dynamic space-time panel data models (2012, background): “A slightly different terminology has been developed in Kelejian et al. (2006) who replace indirect effects by emanating effects and direct effects by own-spillover effects.”
A Spatial Cliff-Ord-Type Model with Heteroskedastic Innovations: Small and Large Sample Results (2009, result): “This is in contrast to the estimators developed in this paper. market—see, respectively, Rey and Dev (2006), Vigil (1998), Baltagi, Egger, and Pfaffermayr (2007), and Kelejian, Tavlas, and Hondroyiannis (2006).”