This paper sur?:cys some recent developments in time series econometrics an
d examines to what degree they might have useful analogs in spatial econome
trics. Spatial analogs of stationary vector autoregression models might be
useful in modeling groups of spatial series, but the literature on non-stat
ionarity and cointegration does not have a useful purely spatial analog. Wi
th the exception of some special cases, pure spatial series cannot be integ
rated processes. However, cointegration might apply to space-time processes
. Space-time cointegration and Granger causality methods are developed and
applied to explaining reductions in sulfur emissions in Europe.