Analysing the dynamic co-movement between tourism and expected economic growth considering extreme events
Year of publication: |
2024
|
---|---|
Authors: | Liu, Jianxu ; Ramos, Vicente ; Yang, Bing ; Wang, Mengjiao ; Songsak Sriboonchitta |
Subject: | tourism | term structure of interest rate | nonlinearity | COVID-19 | copula nonlinear Granger causality | dynamic copula-based GJR-GARCH | Tourismus | Tourism | Zinsstruktur | Yield curve | Kausalanalyse | Causality analysis | Multivariate Verteilung | Multivariate distribution | Wirtschaftswachstum | Economic growth | Coronavirus | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
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