Cross-country convergence in a general Lotka–Volterra model

Jan Ditzen*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

21 Citations (Scopus)
224 Downloads (Pure)


This paper uses a general Lotka–Volterra model to estimate convergence for 93 countries over the period 1960–2007. It employs an equation with a spatial time lag and common factors. The spatial lag controls for spatial dependence, while the common factors control for strong cross-sectional dependence. As spatial weights matrices, the shares of high-skilled migrants, trade shares and foreign direct investments are used. A simultaneous least squares estimator and a dynamic common correlated effects (DCCE) estimator are employed. The DCCE estimator finds conditional convergence. The paper highlights the importance of controlling for both types of cross-sectional dependence.

Original languageEnglish
Pages (from-to)1-21
Number of pages21
JournalSpatial Economic Analysis
Early online date7 Dec 2017
Publication statusE-pub ahead of print - 7 Dec 2017


  • convergence
  • economic growth
  • growth empirics
  • Lotka–Volterra
  • spatial econometrics

ASJC Scopus subject areas

  • Geography, Planning and Development
  • Economics, Econometrics and Finance(all)
  • Statistics, Probability and Uncertainty
  • Earth and Planetary Sciences (miscellaneous)


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