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Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting

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  • Li, Gang
  • Song, Haiyan
  • Witt, Stephen F.

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Bibliographic Info

Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 22 (2006)
Issue (Month): 1 ()
Pages: 57-71

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Handle: RePEc:eee:intfor:v:22:y:2006:i:1:p:57-71

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Web page: http://www.elsevier.com/locate/ijforecast

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References

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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  1. Durbin, James & Koopman, Siem Jan, 2001. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780198523543, October.
  2. Alston, Julian M & Foster, Kenneth A & Green, Richard D, 1994. "Estimating Elasticities with the Linear Approximate Almost Ideal Demand System: Some Monte Carlo Results," The Review of Economics and Statistics, MIT Press, vol. 76(2), pages 351-56, May.
  3. Giannis Karagiannis & Kostas Velentzas, 1997. "Explaining Food Consumption Patterns In Greece," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1-3), pages 83-92.
  4. Duffy, Martyn, 2003. "Advertising and food, drink and tobacco consumption in the United Kingdom: a dynamic demand system," Agricultural Economics, Blackwell, Blackwell, vol. 28(1), pages 51-70, January.
  5. Greenslade, Jennifer V. & Hall, Stephen G., 1996. "Modelling economies subject to structural change: The case of Germany," Economic Modelling, Elsevier, vol. 13(4), pages 545-559, October.
  6. Anderson, Gordon & Blundell, Richard, 1983. "Testing Restrictions in a Flexible Dynamic Demand System: An Application to Consumers' Expenditure in Canada," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 50(3), pages 397-410, July.
  7. Song, Haiyan & Witt, Stephen F. & Jensen, Thomas C., 2003. "Tourism forecasting: accuracy of alternative econometric models," International Journal of Forecasting, Elsevier, Elsevier, vol. 19(1), pages 123-141.
  8. Ray, Ranjan, 1985. "Specification and time series estimation of dynamic Gorman Polar Form demand systems," European Economic Review, Elsevier, vol. 27(3), pages 357-374.
  9. David A. Belsley & Edwin Kuti, 1973. "Time-Varying Parameter Structures: An Overview," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 375-379 National Bureau of Economic Research, Inc.
  10. Andreas Papatheodorou, 1999. "The demand for international tourism in the Mediterranean region," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 31(5), pages 619-630.
  11. Maria De Mello & Alan Pack & M. Thea Sinclair, 2002. "A system of equations model of UK tourism demand in neighbouring countries," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 34(4), pages 509-521.
  12. Balcombe, K.G. & Davis, J.R., 1996. "An application of cointegration theory in the estimation of the Almost Ideal Demand system for food consumption in Bulgaria," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 15(1), September.
  13. Chambers, Marcus J., 1990. "Forecasting with demand systems : A comparative study," Journal of Econometrics, Elsevier, vol. 44(3), pages 363-376, June.
  14. Karagiannis, G. & Katranidis, S. & Velentzas, K., 2000. "An error correction almost ideal demand system for meat in Greece," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 22(1), January.
  15. Tucci, Marco P., 1995. "Time-varying parameters: a critical introduction," Structural Change and Economic Dynamics, Elsevier, Elsevier, vol. 6(2), pages 237-260, June.
  16. Karagiannis, G. & Katranidis, S. & Velentzas, K., 2000. "An error correction almost ideal demand system for meat in Greece," Agricultural Economics, Blackwell, Blackwell, vol. 22(1), pages 29-35, January.
  17. David A. Belsley, 1973. "On The Determination of Systematic Parameter Variation in The Linear Regression Model," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 484-491 National Bureau of Economic Research, Inc.
  18. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, Elsevier, vol. 1(1), pages 19-46, January.
  19. Doran, Howard E. & Rambaldi, Alicia N., 1997. "Applying linear time-varying constraints to econometric models: With an application to demand systems," Journal of Econometrics, Elsevier, vol. 79(1), pages 83-95, July.
  20. Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-26, June.
  21. Attfield, C. L. F., 1997. "Estimating a cointegrating demand system," European Economic Review, Elsevier, vol. 41(1), pages 61-73, January.
  22. Marcus Chambers & K. Ben Nowman, 1997. "Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 29(7), pages 935-943.
  23. Karagiannis, G. & Mergos, G. J., 2002. "Estimating theoretically consistent demand systems using cointegration techniques with application to Greek food data," Economics Letters, Elsevier, vol. 74(2), pages 137-143, January.
  24. Cooley, Thomas F & Prescott, Edward C, 1976. "Estimation in the Presence of Stochastic Parameter Variation," Econometrica, Econometric Society, Econometric Society, vol. 44(1), pages 167-84, January.
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Citations

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Cited by:
  1. Haiyan Song & Egon Smeral & Gang Li & Jason L. Chen, 2008. "Tourism Forecasting: Accuracy of Alternative Econometric Models Revisited," WIFO Working Papers, WIFO 326, WIFO.
  2. Ya-Ling Huang & Chin-Tsai Lin, 2011. "Developing an interval forecasting method to predict undulated demand," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(3), pages 513-524, April.
  3. Manabu Asai & Massimiliano Caporin & Michael McAleer, 2013. "Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers 13-073/III, Tinbergen Institute.
  4. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010. "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," KIER Working Papers 725, Kyoto University, Institute of Economic Research.
  5. Song, Haiyan & Gao, Bastian Z. & Lin, Vera S., 2013. "Combining statistical and judgmental forecasts via a web-based tourism demand forecasting system," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(2), pages 295-310.
  6. Mauricio Calani & J. Rodrigo Fuentes & Klaus Schmidt-Hebbel, 2008. "A Systemic Approach to Money Demand Modeling," Working Papers Central Bank of Chile, Central Bank of Chile 512, Central Bank of Chile.
  7. Fildes, Robert & Wei, Yingqi & Ismail, Suzilah, 2011. "Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures," International Journal of Forecasting, Elsevier, Elsevier, vol. 27(3), pages 902-922, July.
  8. Claveria, Oscar & Torra, Salvador, 2014. "Forecasting tourism demand to Catalonia: Neural networks vs. time series models," Economic Modelling, Elsevier, vol. 36(C), pages 220-228.
  9. Cang, Shuang & Yu, Hongnian, 2014. "A combination selection algorithm on forecasting," European Journal of Operational Research, Elsevier, vol. 234(1), pages 127-139.
  10. Brida, Juan Gabriel & Pereyra, Juan Sebastián & Such, María Jesús & Pulina, Manuela, 2011. "Causalidad entre turismo y crecimiento económico de largo plazo: una revisión crítica de la literatura econométrica
    [Causality between tourism and long-term economic growth: a critical review of th
    ," MPRA Paper 37332, University Library of Munich, Germany, revised 2011.

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