| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w3291 |
| 来源ID | Working Paper 3291 |
| Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share | |
| Scott J. Brown; N. Edward Coulson; Robert F. Engle | |
| 发表日期 | 1990-03-01 |
| 出版年 | 1990 |
| 语种 | 英语 |
| 摘要 | This paper tests for cointegration between regional output of an industry and national output of the same industry. An equilibrium economic theory is presented to argue for the plausibility of cointegration, however, regional economic forecasting using the shift and share framework often acts as if cointegration does not exist. Data analysis on broad industrial sectors for 20 states finds very little evidence for cointegration. Forecasting models with and without imposing cointegration are than constructed and used to forecast out of sample. The simplest, non-cointegrating models are the best. |
| 主题 | Public Economics |
| URL | https://www.nber.org/papers/w3291 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/560579 |
| 推荐引用方式 GB/T 7714 | Scott J. Brown,N. Edward Coulson,Robert F. Engle. Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share. 1990. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w3291.pdf（263KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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