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http://bura.brunel.ac.uk/handle/2438/17105| Title: | UK overseas visitors: seasonality and persistence |
| Authors: | Caporale, GM Gil-Alana, L |
| Keywords: | UK overseas visitors;Seasonality;Persistence;Long memory |
| Issue Date: | 2018 |
| Publisher: | SAGE Publications |
| Citation: | Tourism Economics, 2018 |
| Abstract: | This paper analyses seasonality and persistence in the number of UK overseas visitors applying a fractional integration framework to (monthly and quarterly) data from 1986 to 2017. The results indicate that long memory is present in the series and the degree of persistence is higher for seasonally adjusted data, with shocks having transitory but long-lasting effects. |
| URI: | http://bura.brunel.ac.uk/handle/2438/17105 |
| ISSN: | 1354-8166 |
| Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Fulltext.pdf | 181.21 kB | Adobe PDF | View/Open |
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