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Forecasting tourism demand: The Hamilton filter

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  • Bosupeng, Mpho

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  • Bosupeng, Mpho, 2019. "Forecasting tourism demand: The Hamilton filter," Annals of Tourism Research, Elsevier, vol. 79(C).
    • Handle: RePEc:eee:anture:v:79:y:2019:i:c:s016073831930180x
    DOI: 10.1016/j.annals.2019.102823
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    References listed on IDEAS

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    1. Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
    2. James D. Hamilton, 2018. "Why You Should Never Use the Hodrick-Prescott Filter," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 831-843, December.
    3. Song, Haiyan & Qiu, Richard T.R. & Park, Jinah, 2019. "A review of research on tourism demand forecasting," Annals of Tourism Research, Elsevier, vol. 75(C), pages 338-362.
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