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Testing Alternative Dynamic Systems for Modelling Tourism Demand

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Author Info
Maria M. De Mello () (CETE, Faculdade de Economia, Universidade do Porto)
Natércia Fortuna () (CEMPRE, Faculdade de Economia, Universidade do Porto)
Abstract

The goals in this paper are to contribute an empirical study of tourism demand dynamics, and to point out areas where the scrutiny of relationships between theoretical and empirical considerations are likely to produce new insights in this area of research. A flexible general form of a Dynamic Almost Ideal Demand System (DAIDS) is derived to analyse the UK tourism demand for its geographically proximate neighbours Portugal, Spain and France, in the period 1969-1997. Nested within the general dynamic structure are Deaton and Muellbauer’s static AIDS model itself, the partial adjustment model and the auto-regressive distributed lag model, which are tested against the general dynamic alternative. The empirical results obtained show that DAIDS is a data coherent and theoretically consistent model, providing evidence of the robustness of this methodology to conduct tourism demand analysis in a temporal context. Moreover, the dynamic model offers statistically strong evidence on the inadequacy of the orthodox static AIDS and the other restricted models to reconcile consistently data and theory within their formulations. Estimates for tourism price and expenditure elasticities are obtained, permitting a comparative analysis of the relative magnitudes and statistical relevance of long and short run sensitivity of the UK tourism demand to changes in its determinants.

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Paper provided by Universidade do Porto, Faculdade de Economia do Porto in its series CETE Discussion Papers with number 0501.

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Length: 16 pages
Date of creation: Feb 2005
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Handle: RePEc:por:cetedp:0501

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Related research
Keywords: Tourism Demand dynamic almost ideal system partial adjustment system autoregressive distributed lag system.

Find related papers by JEL classification:
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis

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References listed on IDEAS
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  1. Panayiota Lyssiotou, 2000. "Dynamic analysis of British demand for tourism abroad," Empirical Economics, Springer, vol. 25(3), pages 421-436. [Downloadable!] (restricted)
  2. Syriopoulos, Theodore C & Sinclair, M Thea, 1993. "An Econometric Study of Tourism Demand: The AIDS Model of U.S. and European Tourism in Mediterranean Countries," Applied Economics, Taylor and Francis Journals, vol. 25(12), pages 1541-52, December.
  3. Maria De Mello & Kevin Nell, 2005. "The forecasting ability of a cointegrated VAR system of the UK tourism demand for France, Spain and Portugal," Empirical Economics, Springer, vol. 30(2), pages 277-308, 09. [Downloadable!] (restricted)
  4. Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-26, June. [Downloadable!] (restricted)
  5. De Mello, Maria & Pack, Alan & Sinclair, M Thea, 2002. "A System of Equations Model of UK Tourism Demand in Neighbouring Countries," Applied Economics, Taylor and Francis Journals, vol. 34(4), pages 509-21, March. [Downloadable!] (restricted)
  6. Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996. "The Econometric Analysis of Economic Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 573-600, November.
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