Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.1/4715
Título: Persistence change in tourism data
Autor: Andraz, Jorge Miguel
Rodrigues, Paulo M. M.
Palavras-chave: Non-stationarity
Tourism demand
Stationarity
Persistence change
Data: 2010
Editora: IP Publishing
Citação: Andraz, Jorge Miguel Lopo Gonçalves; Rodrigues, Paulo M. M.Persistence Change in Tourism Data, Tourism Economics, 16, 2, 303-319, 2010
Resumo: The authors apply recently proposed persistence change tests to inbound tourism series in order to evaluate whether their properties have changed over time. By using quarterly series of the number of overnight stays in hotel accommodation and similar establishments in the Algarve, from 1987:01 to 2008:03, they gathered evidence of persistence change in all series. In particular, a change from I(1) to I(0) was detected for some countries, while for others the direction change was not clear-cut. These results have implications from a policy perspective and shed light on the generally accepted conviction that policy decision processes should not ignore the fact that, in general, tourism inbound series display mean reverting behaviour, being only temporarily affected by external shocks.
Peer review: yes
URI: http://hdl.handle.net/10400.1/4715
ISSN: 1354-8166
Versão do Editor: http://www.ippublishing.com/te.htm
Aparece nas colecções:FEC2-Artigos (em revistas ou actas indexadas)

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