Unveiling endogeneity and temporal dependence between tourism revenues/expenditures and macroeconomic variables in Brazil : a stochastic hidden Markov model approach
Peter Wanke, Otávio Henrique dos Santos Figueiredo, Jorge Junio Moreira Antunes
| Year of publication: |
2019
|
|---|---|
| Authors: | Wanke, Peter ; Figueiredo, Otávio ; Antunes, Jorge Junio Moreira |
| Published in: |
Tourism economics : the business and finance of tourism and recreation. - London : Sage Publishing, ISSN 2044-0375, ZDB-ID 2026139-1. - Vol. 25.2019, 1, p. 3-21
|
| Subject: | bootstrapped VAR models | feedback processes | macroeconomic variables | stochastic HMM | tourism activity | Markov-Kette | Markov chain | Tourismus | Tourism | Brasilien | Brazil | VAR-Modell | VAR model | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/1354816618787578 [DOI] 10.1177/1354816619838413 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011985749