旅游需求、油价波动、汇率与经济增长:来自ARDL模型和滚动窗格兰杰因果关系的证据

Q3 Social Sciences

Nigerian Journal of Economic and Social Studies Pub Date : 2017-04-01 DOI:10.14706/JECOSS17712

A. Dhaoui, Habib Sekrafi, Mohamed Ghandri

{"title":"旅游需求、油价波动、汇率与经济增长:来自ARDL模型和滚动窗格兰杰因果关系的证据","authors":"A. Dhaoui, Habib Sekrafi, Mohamed Ghandri","doi":"10.14706/JECOSS17712","DOIUrl":null,"url":null,"abstract":"Abstract : \nThe paper examines the relationship between tourism demand and its macroeconomic determinants (GDP, oil price, exchange rate) with an aim to test the dynamic interdependence between them in the case of Tunisia. Using yearly data from 1971 to 2014, the output of the ARDL model and the more recent Bootstrap rolling window Granger causality tests show important results with great economic implications for researchers, regulators, investors, … The results substantiate, especially, the following causal relationships, i.e. i) tourism-demand induces substantial increase in both economic growth and oil price, ii) economic growth led tourism demand, iii) increase in oil price affects negatively the tourism demand, iv) tourism demand and exchange rate are not significantly associated. \n \nKeywords: Tourism demand, GDP, Oil price, ARDL, Bootstrap Rolling window. \nJEL classification: O40, L83, P1.","PeriodicalId":52427,"journal":{"name":"Nigerian Journal of Economic and Social Studies","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2017-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Tourism Demand, Oil Price Fluctuation, Exchange Rate and Economic Growth: Evidence from ARDL Model and Rolling Window Granger Causality for Tunisia\",\"authors\":\"A. Dhaoui, Habib Sekrafi, Mohamed Ghandri\",\"doi\":\"10.14706/JECOSS17712\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract : \\nThe paper examines the relationship between tourism demand and its macroeconomic determinants (GDP, oil price, exchange rate) with an aim to test the dynamic interdependence between them in the case of Tunisia. Using yearly data from 1971 to 2014, the output of the ARDL model and the more recent Bootstrap rolling window Granger causality tests show important results with great economic implications for researchers, regulators, investors, … The results substantiate, especially, the following causal relationships, i.e. i) tourism-demand induces substantial increase in both economic growth and oil price, ii) economic growth led tourism demand, iii) increase in oil price affects negatively the tourism demand, iv) tourism demand and exchange rate are not significantly associated. \\n \\nKeywords: Tourism demand, GDP, Oil price, ARDL, Bootstrap Rolling window. \\nJEL classification: O40, L83, P1.\",\"PeriodicalId\":52427,\"journal\":{\"name\":\"Nigerian Journal of Economic and Social Studies\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-04-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Nigerian Journal of Economic and Social Studies\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.14706/JECOSS17712\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Social Sciences\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Nigerian Journal of Economic and Social Studies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.14706/JECOSS17712","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Social Sciences","Score":null,"Total":0}

引用次数: 2

摘要

摘要:本文考察了旅游需求与其宏观经济决定因素(GDP、油价、汇率)之间的关系，目的是在突尼斯的情况下检验它们之间的动态相互依存关系。使用1971 - 2014年的年度数据，ARDL模型的输出和最近的Bootstrap滚动窗口格兰杰因果检验显示了对研究人员、监管机构和投资者具有重大经济意义的重要结果……结果证实了以下因果关系，即i)旅游需求导致经济增长和油价的大幅增长，ii)经济增长导致旅游需求。(3)油价上涨对旅游需求产生负向影响;(4)旅游需求与汇率关系不显著。关键词:旅游需求，GDP，油价，ARDL, Bootstrap滚动窗口。JEL分类:O40, L83, P1。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Tourism Demand, Oil Price Fluctuation, Exchange Rate and Economic Growth: Evidence from ARDL Model and Rolling Window Granger Causality for Tunisia

Abstract : The paper examines the relationship between tourism demand and its macroeconomic determinants (GDP, oil price, exchange rate) with an aim to test the dynamic interdependence between them in the case of Tunisia. Using yearly data from 1971 to 2014, the output of the ARDL model and the more recent Bootstrap rolling window Granger causality tests show important results with great economic implications for researchers, regulators, investors, … The results substantiate, especially, the following causal relationships, i.e. i) tourism-demand induces substantial increase in both economic growth and oil price, ii) economic growth led tourism demand, iii) increase in oil price affects negatively the tourism demand, iv) tourism demand and exchange rate are not significantly associated. Keywords: Tourism demand, GDP, Oil price, ARDL, Bootstrap Rolling window. JEL classification: O40, L83, P1.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Nigerian Journal of Economic and Social Studies Social Sciences-Social Sciences (miscellaneous)

CiteScore

0.50

自引率

0.00%

发文量