Persistence change in tourism data

Andraz, Jorge Miguel; Rodrigues, Paulo M. M.

http://hdl.handle.net/10400.1/4708

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Authors

Andraz, Jorge Miguel

Rodrigues, Paulo M. M.

Abstract(s)

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.