土耳其旅游需求的决定因素：恐怖威胁重要吗？一种马尔可夫机制切换VAR方法

IF 0.7 4区经济学 Q3 ECONOMICS

Acta Oeconomica Pub Date : 2021-12-08 DOI:10.1556/032.2021.00041

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引用次数: 2

摘要

本文通过1999年至2017年对月度数据的马尔可夫制度转换向量自回归（MS-VAR）估计，研究了土耳其旅游需求的潜在决定因素的影响。决定因素是收入水平、汇率和恐怖事件的威胁。根据2017年全球恐怖主义指数（GTI）报告，恐怖变量由作者为土耳其计算。本研究采用两个独立的MS-VAR模型来观察旅游功能需求的相关参数标志。两个MS-VAR模型都显示，收入水平和汇率对旅游业有积极影响，而恐怖威胁对土耳其旅游业有负面影响。恐怖在短期内对旅游业的需求产生了不利影响，而恐怖在最近的一段时间内（即一个月前）发生过。MS-VAR模型还得出，恐怖对旅游活动的类似负面影响不会在更长的时间内出现。

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The determinants of demand for tourism in Turkey: Does terror-threat matter? A Markov Regime Switching-VAR approach

This paper investigates the impacts of potential determinants of demand for tourism in Turkey through Markov Regime Switching-Vector Auto Regression (MS-VAR) estimations from 1999 to 2017 on monthly data. The determinants are income level, exchange rates and the threat of terror incidences. The terror variable, following the Global Terrorism Index (GTI) 2017 report, is calculated for Turkey by the author. This research has conducted two separate MS-VAR models to observe the relevant parameters’ signs of the demand for tourism function. Both MS-VAR models revealed that income level and exchange rates have positive influences on tourism while the terror threat has a negative impact on tourism in Turkey. Terror adversely affects the demand for tourism in the short-term in which terror has occurred in the nearest past (i.e., a month ago). The MS-VAR models also yield that a similar negative impact of terror on tourism activities does not appear over the longer periods.

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来源期刊

Acta Oeconomica ECONOMICS-

CiteScore

1.40

自引率

25.00%

发文量

期刊介绍： Acta Oeconomica publishes articles on Eastern European and Hungarian economic transition, theoretical and general issues of the transition process, economic policy, econometrics and mathematical economics. Space is also devoted to international economics, European integration, labour economics, industrial organisation, finance and business economics.Publishes book reviews and advertisements.