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An Econometric Analysis of Aggregate Outbound Tourism Demand of Turkey

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Author Info
Halicioglu, Ferda

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Abstract

This study attempts to examine empirically aggregate tourism outflows in the case of Turkey using the time series data for the period 1970-2005. As far as this article is concerned, there exists no previous empirical work dealing with the tourist outflows from Turkey. The previous tourism studies in the case of Turkey, by and large, focus on the inbound tourism demand analyses. As a developing country and an important tourism destination, Turkey has also been a significant source for generating a substantial number of tourists in recent years. Therefore, the tourist outflows from Turkey deserve to be analysed empirically too. The total tourist outflows from Turkey are related to real income and relative prices. The bounds testing to cointegration procedure proposed by Pesaran et al. (2001) is employed to compute the short and long-run elasticities of income and relative prices. An augmented form of Granger causality analysis is conducted amongst the variables of outbound tourist flows, income and relative prices to determine the direction of causality. In the long-run, causality runs interactively through the error correction term from income and relative prices to outbound tourist flows. However, in the short-run, causality runs only from income to outbound tourism flows. The aggregate tourism outflows equation is also checked for the parameter stability via the tests of cumulative sum (CUSUM) and cumulative sum of the squares (CUSUMSQ). The empirical results suggest that income is the most significant variable in explaining the total tourist outflows from Turkey and there exists a stable outbound tourism demand function. The results also provide important policy recommendations.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 6765.

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Date of creation: 2008
Date of revision: 2008
Handle: RePEc:pra:mprapa:6765

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Related research
Keywords: outbound tourism demand cointegration Granger causality stability tests Turkey.

Find related papers by JEL classification:
E0 - Macroeconomics and Monetary Economics - - General
O5 - Economic Development, Technological Change, and Growth - - Economywide Country Studies
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General

This paper has been announced in the following NEP Reports:

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  1. Song, Haiyan & Romilly, Peter & Liu, Xiaming, 2000. "An Empirical Study of Outbound Tourism Demand in the UK," Applied Economics, Taylor and Francis Journals, vol. 32(5), pages 611-24, April. [Downloadable!] (restricted)
  2. M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326. [Downloadable!]
  3. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March. [Downloadable!] (restricted)
  4. Henrik Hansen & Søren Johansen, 1992. "Recursive Estimation in Cointegrated VAR-Models," Discussion Papers 92-13, University of Copenhagen. Department of Economics.
  5. Ferda Halicioglu, 2005. "An Ardl Model Of Aggregate Tourism Demand For Turkey," International Trade 0503005, EconWPA. [Downloadable!]
  6. Song, Haiyan & Witt, Stephen F. & Jensen, Thomas C., 2003. "Tourism forecasting: accuracy of alternative econometric models," International Journal of Forecasting, Elsevier, vol. 19(1), pages 123-141. [Downloadable!] (restricted)
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