UK overseas visitors: Seasonality and persistence
This article analyses seasonality and persistence in the number of UK overseas visitors applying a fractional integration framework to (monthly and quarterly) data from 1986 to 2017. The results indicate that long memory is present in the series and the degree of persistence is higher for seasonally...
| Authors: | , |
|---|---|
| Format: | article |
| Publication Date: | 2019 |
| Country: | España |
| Institution: | Universidad de Navarra |
| Repository: | Dadun. Depósito Académico Digital de la Universidad de Navarra |
| Language: | English |
| OAI Identifier: | oai:dadun.unav.edu:10171/62905 |
| Online Access: | https://hdl.handle.net/10171/62905 |
| Access Level: | Open access |
| Keyword: | Long memory Persistence Seasonality UK overseas visitors |
| Summary: | This article analyses seasonality and persistence in the number of UK overseas visitors applying a fractional integration framework to (monthly and quarterly) data from 1986 to 2017. The results indicate that long memory is present in the series and the degree of persistence is higher for seasonally adjusted data, with shocks having transitory but long-lasting effects. |
|---|