Many theoretical and empirical studies have analyzed the relationship between the economic cycle and tobacco consumption using the GDP and unemployment rates as the key variables for measuring economic phases. However, few studies focus on the pathways that cause tobacco consumption to be linked with the economic cycle, and there are no studies analyzing the heterogeneous effects underlying this relationship across nations and regions. This article explores the relationship and its pathways in 16 Spanish regions for the period 1989–2018. To this end, we apply a Granger causality analysis based on the augmented vector autoregressive (VAR) model in levels and extra lags. This method provides more efficient and robust results than the standard VAR model, which can lead to biased results with limited samples, especially in a region-by-region analysis. The empirical results suggest that the impact of the business cycle on tobacco consumption is heterogeneous and specific to each region. In addition, although recession phases cause a decline in tobacco consumption in Spain, in line with the literature, this procyclical relationship does not occur for expansion phases in all regions. One of the main findings of this article is that in expansion phases, tobacco consumption is sensitive to GDP, while in recession phases, tobacco consumption is affected by unemployment. National and regional governments should consider these results when they develop smoking control policies because homogeneous strategies can lead to heterogeneous results. Thus, the results can be useful for policymakers dealing with tobacco control strategies.

中文翻译：

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整个商业周期中西班牙烟草消费的不对称行为：长期区域分析

许多理论和实证研究都使用 GDP 和失业率作为衡量经济阶段的关键变量，分析了经济周期与烟草消费之间的关系。然而，很少有研究关注导致烟草消费与经济周期相关的途径，也没有研究分析这种关系在不同国家和地区之间的异质性影响。本文探讨了 1989 年至 2018 年期间西班牙 16 个地区的关系及其途径。为此，我们在水平和额外滞后中应用基于增强向量自回归 (VAR) 模型的格兰杰因果关系分析。这种方法提供了比标准 VAR 模型更有效和更稳健的结果，这可能会导致样本有限的结果有偏差，尤其是在逐个区域的分析中。实证结果表明，商业周期对烟草消费的影响是异质的，并且因每个地区而异。此外，尽管经济衰退阶段导致西班牙烟草消费量下降，但与文献一致，但并非所有地区的扩张阶段都出现这种顺周期关系。本文的主要发现之一是，在扩张阶段，烟草消费对 GDP 敏感，而在衰退阶段，烟草消费受失业影响。国家和地区政府在制定控烟政策时应考虑这些结果，因为同质的策略会导致不同的结果。因此，结果对处理烟草控制策略的决策者很有用。