Publicação
Persistence change in tourism data
| Resumo: | In this paper we apply recently proposed persistence change tests to evaluate whether the properties of inbound tourism series have changed over time. The degree of persistence may reáect the extent to which the shocks a§ecting the series are themselves persistent or may be a consequence of diverse structural factors in the economy. Hence, the main objective of this paper is to investigate whether tourism series display both stationary and nonstationary features within the sample period considered. |
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| Autores principais: | Andraz, Jorge Miguel |
| Outros Autores: | Rodrigues, Paulo M. M. |
| Assunto: | Persistence change Nonstationarity Tourism demand Stationarity |
| Ano: | 2009 |
| País: | Portugal |
| Tipo de documento: | documento de conferência |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade do Algarve |
| Idioma: | inglês |
| Origem: | Sapientia - Universidade do Algarve |
| Resumo: | In this paper we apply recently proposed persistence change tests to evaluate whether the properties of inbound tourism series have changed over time. The degree of persistence may reáect the extent to which the shocks a§ecting the series are themselves persistent or may be a consequence of diverse structural factors in the economy. Hence, the main objective of this paper is to investigate whether tourism series display both stationary and nonstationary features within the sample period considered. |
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