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Panel data and tourism demand. The case of Tenerife

  • F. J. Ledesma-Rodríguez
  • M. Navarro-Ibánez
  • J. V. Pérez-Rodríguez

En este trabajo se hace un estudio de la demanda de servicios turísticos de la isla de Tenerife. Para ello, se llevan a cabo diversas estimaciones aplicando la técnica de panel de datos tanto a modelos de carácter estático como de naturaleza dinámica. En general, los resultados reflejan una reducida sensibilidad del número de turistas alojados frente al tipo de cambio y al coste del viaje. La elasticidad demanda-renta muestra la naturaleza de bien de lujo del producto turístico. Además, los gastos de promoción y en infraestructuras aparecen como significativos, aunque su influencia es reducida. Por último, se realizan diversos ejercicios de simulación y predicción.

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File URL: http://documentos.fedea.net/pubs/dt/1999/dt-1999-17.pdf
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Paper provided by FEDEA in its series Working Papers with number 99-17.

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Handle: RePEc:fda:fdaddt:99-17
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  1. Hausman, Jerry A. & Taylor, William E., 1981. "Panel data and unobservable individual effects," Journal of Econometrics, Elsevier, vol. 16(1), pages 155-155, May.
  2. Quah, D., 1993. "Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data," Papers 549, Stockholm - International Economic Studies.
  3. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Wiley Blackwell, vol. 58(2), pages 277-97, April.
  4. Paul Krugman, 1990. "Increasing Returns and Economic Geography," NBER Working Papers 3275, National Bureau of Economic Research, Inc.
  5. Lee A. Lillard & Robert J. Willis, 1976. "Dynamic Aspects of Earnings Mobility," NBER Working Papers 0150, National Bureau of Economic Research, Inc.
  6. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
  7. Harris, Richard D. F. & Tzavalis, Elias, 1999. "Inference for unit roots in dynamic panels where the time dimension is fixed," Journal of Econometrics, Elsevier, vol. 91(2), pages 201-226, August.
  8. Ahn, Seung C. & Schmidt, Peter, 1995. "Efficient estimation of models for dynamic panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 5-27, July.
  9. Wallace, T D & Hussain, Ashiq, 1969. "The Use of Error Components Models in Combining Cross Section with Time Series Data," Econometrica, Econometric Society, vol. 37(1), pages 55-72, January.
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