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Exchange Rate Volatility and Cointegration in Tourism Demand
14 references·12 citing·29 second hop
Exchange Rate Volatility and Cointegration in Tourism Demand (2001)Exchange Rate Volatility and Cointegratio…Forecasting tourism demand: A review of empirical research (1995)Forecasting tourism demand: A…The Study of International Tourism Demand: A Review of Findings (1994)The Study of International To…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Exchange Rate Economics: A Survey (1991)Exchange Rate Economics: A Su…Testing for Unit Roots in Time Series Data (1989)Testing for Unit Roots in Tim…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…Unit Roots in Time Series Models: Tests and Implications (1986)Unit Roots in Time Series Mod…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Determinants of demand for international tourist flows to Turkey (1984)Determinants of demand for in…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Decomposition Methods for Tourism Demand Forecasting: A Comparative Study (2021)Decomposition Methods for Tou…A novel BEMD-based method for forecasting tourist volume with search engine data (2020)A novel BEMD-based method for…The spillover effects of tourism receipts, political risk, real exchange rate, and trade indicators in Turkey (2019)The spillover effects of tour…Fine-grained tourism prediction: Impact of social and environmental features (2019)Fine-grained tourism predicti…Global trends in length of stay: implications for destination management and climate change (2018)Global trends in length of st…Destination Satisfaction and Revisit Intention of Tourists: Does the Quality of Airport Services Matter? (2018)Destination Satisfaction and …Does security matter in tourism demand? (2016)Does security matter in touri…International arrivals forecasting for Australian airports and the impact of tourism marketing expenditure (2015)International arrivals foreca…The long-run impact of exchange rate regimes on international tourism flows (2014)The long-run impact of exchan…Computing airfare elasticities or opening Pandora's box (2009)Computing airfare elasticitie…Time Series Analyses of UK Outbound Travel by Air (2006)Time Series Analyses of UK Ou…Tourism and Trade: Cointegration and Granger Causality Tests (2005)Tourism and Trade: Cointegrat…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)International R&D spillovers (1995)Theory and Measurement (1984)A Simple Nonparametric Test of Predictive Performance (1992)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)The role of transport infrastructure in international tourism development: A gravity model approach (2007)Revisiting the tourism-led-growth hypothesis for Turkey using the bounds test and Johansen approach for cointegration (2008)Tourism supply chain management: A new research agenda (2009)Time Series Analysis: Forecasting and Control (1977)Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests (1994)The Impact of Public Information on the Stock Market (1994)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Macroeconomics and Reality (1980)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Critical Values for Cointegration Tests (2010)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1995Forecasting tourism demand: A review of empirical research896 cited
  • 1986Unit Roots in Time Series Models: Tests and Implications460 cited
  • 1994The Study of International Tourism Demand: A Review of Findings455 cited
  • 1991Exchange Rate Economics: A Survey397 cited
  • 1989Testing for Unit Roots in Time Series Data350 cited
  • 1984Determinants of demand for international tourist flows to Turkey201 cited

Cited by

  • 2018Destination Satisfaction and Revisit Intention of Tourists: Does the Quality of Airport Services Matter?

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179 cited
  • 2018Global trends in length of stay: implications for destination management and climate change176 cited
  • 2014The long-run impact of exchange rate regimes on international tourism flows140 cited
  • 2005Tourism and Trade: Cointegration and Granger Causality Tests120 cited
  • 2016Does security matter in tourism demand?118 cited
  • 2019The spillover effects of tourism receipts, political risk, real exchange rate, and trade indicators in Turkey67 cited
  • 2020A novel BEMD-based method for forecasting tourist volume with search engine data43 cited
  • 2019Fine-grained tourism prediction: Impact of social and environmental features40 cited
  • 2015International arrivals forecasting for Australian airports and the impact of tourism marketing expenditure37 cited
  • 2021Decomposition Methods for Tourism Demand Forecasting: A Comparative Study37 cited
  • 2006Time Series Analyses of UK Outbound Travel by Air37 cited
  • 2009Computing airfare elasticities or opening Pandora's box22 cited