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Please use this identifier to cite or link to this item: http://hdl.handle.net/10400.5/2334

Title: Tourism in Azores islands: persistence in the monthly arrivals
Authors: Barros, Carlos Pestana
Gil-Alana, Luis A.
Santos, Carlos M.
Keywords: Monthly arrivals
Seasonal fractional integration
Persistence
Azores Islands
Issue Date: 2008
Publisher: ISEG – Departamento de Economia
Citation: Barros, Carlos Pestana, Luis A. Gil-Alana e Carlos M. Santos. 2008. "Tourism in Azores islands: persistence in the monthly arrivals". Instituto Superior de Economia e Gestão - DE Working papers nº 9-2008/DE/UECE
Series/Report no.: DE Working papers;nº 9-2008/DE/UECE
Abstract: This study analyses the persistence in the international monthly arrivals to the Azores Islands using a model based on fractional integration and seasonal autoregressions. The estimated fractional differencing parameter gives an indication of the long run evolution of the series. We use both aggregate data and disaggregate monthly data by location of origin and island destination. The results show that the aggregate series corresponding to the total number of arrivals is a nonstationary I(d) process with d above 1, and the most persistent ones are those travelling to Sao Miguel, especially from Holland, Finland, Norway, Germany, Denmark and the UK.
URI: http://hdl.handle.net/10400.5/2334
ISSN: 0874-4548
Publisher version: https://aquila1.iseg.utl.pt/aquila/getFile.do?method=getFile&fileId=26511
Appears in Collections:UECE - Documentos de Trabalho / UECE - Working Papers
DE - Documentos de trabalho / Working Papers

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