On Random and Gibbsian Particle Motions for Point Processes Evolving in Space and Time

This article presents an analysis of space-time interdependencies of spatial point processes considering random and deterministic Gibbsian point motions caused by repulsion effects between particles. Two deterministic models of Gibbsian motions are considered by formulating a constant (i.e., Strauss-like) and a linear interaction motion functions. Given that theoretical development of continuous space-time stochastic processes are mathematically intractable, we have mainly based our analysis on numerical simulations. Our results suggest that to fully understand such complex dynamics, the analysis of purely spatial patterns should be combined with their interactions in the space-time domain. Otherwise, analysis of pure spacial patterns may not fully explain the real mechanism generating such dynamical configurations. We highlight that adding movement to sedentary points opens new areas of application and research to study biological phenomena, where particles not only evolve through time but also can change spatial positions in terms of their neighbor locations.     

US and them: Job quality differences between natives and immigrants in Europe

Using microdata from the European Union Labour Force Survey (EU-LFS) and aggregate indicators of labour market institutions, this article compares the job quality of native and non-native workers across European countries and analyses the impact of the institutional settings on the job quality differential between both groups. The LFS is used to measure a job quality index for the period 2005–2017. We find that some immigrant groups fare worse than natives, the contribution of the “composition effect” to explain this differential is large, and the institutional framework affects the immigration gap in job quality. In particular, some labour market institutions (more centralized wage bargaining, stricter employment protection legislation) tend to be detrimental for immigrants relative to natives, while integration policies seem to work well in reducing these differences.     

Consistent Testing of Cointegrating Relationships

In this paper we investigate methods for testing the existence of a cointegration relationship among the components of a nonstationary fractionally integrated (NFI) vector time series. Our framework generalizes previous studies restricted to unit root integrated processes and permits simultaneous analysis of spurious and cointegrated NFI vectors. We propose a modified F‐statistic, based on a particular studentization, which converges weakly under both hypotheses, despite the fact that OLS estimates are only consistent under cointegration. This statistic leads to a Wald‐type test of cointegration when combined with a narrow band GLS‐type estimate. Our semiparametric methodology allows consistent testing of the spurious regression hypothesis against the alternative of fractional cointegration without prior knowledge on the memory of the original series, their short run properties, the cointegrating vector, or the degree of cointegration. This semiparametric aspect of the modelization does not lead to an asymptotic loss of power, permitting the Wald statistic to diverge faster under the alternative of cointegration than when testing for a hypothesized cointegration vector. In our simulations we show that the method has comparable power to customary procedures under the unit root cointegration setup, and maintains good properties in a general framework where other methods may fail. We illustrate our method testing the cointegration hypothesis of nominal GNP and simple‐sum (M1, M2, M3) monetary aggregates.     

Transnational social protection infrastructures: African migrants in Mexico

In the past years, increasingly restrictive migration policies have pushed many migrants to seek new and more risky migration routes. Many studies have investigated aspects of social protection for migrants from the Global South in industrialized countries of the Global North, with powerful welfare states. Yet, such focus has failed to understand the complexities during the migration process, where people often spend uncertain periods of time in transit countries and the state is frequently absent. In these contexts, social protection is predominantly provided by the third sector (TS) and informal networks both nationally and transnationally. Based on ethnographic fieldwork conducted with African migrants and TS organizations in Mexico, this paper explores the different and often semi-formal relationships between the TS, the state, and the migrants that result in complex transnational social protection infrastructures to cover the migrants' basic social protection needs.