Modelling international monthly tourist in Spain

  1. Cuñado Eizaguirre, Juncal
  2. Gil Alaña, Luis Alberiko
  3. Pérez de Gracia Hidalgo, Fernando
Revista:
Estudios de economía aplicada

ISSN: 1133-3197,  1697-5731

Año de publicación: 2011

Título del ejemplar: Economía del Turismo

Volumen: 29

Número: 3

Páginas: 723-736

Tipo: Artículo

DOI: 10.25115/EEA.V29I3.4411 DIALNET GOOGLE SCHOLAR lock_openDialnet editor

Otras publicaciones en: Estudios de economía aplicada

Resumen

Este trabajo investiga el grado de persistencia en las llegadas internacionales de turistas a España empleando técnicas de integración fraccional. Los resultados que se obtienen son los siguientes. Los resultados sugieren que las hipótesis de I(0) e I(1) se rechazan y que la serie de llegada de turistas a España se puede modelizar como una serie I(d) donde d toma valores en el intervalo (0.421, 0.780) implicando un proceso de memora larga y con reversion a la media. Sin embargo, teniendo en cuenta la existencia de un cambio estructural, este ocurre en Mayo del 2007, y las dos submuestras son entonces integradas fraccionalmente con un parámetro de integración superior a 1 en ambas submuestras, y rechazando por tanto la hipótesis de reversión a la media.

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