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Thanchanok Khamkaew

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First Name:Thanchanok
Middle Name:
Last Name:Khamkaew
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RePEc Short-ID:pkh249
Terminal Degree:2011 Faculty of Economics; Chiang Mai University (from RePEc Genealogy)

Research output

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Jump to: Working papers

Working papers

  1. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010. "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development," CIRJE F-Series CIRJE-F-732, CIRJE, Faculty of Economics, University of Tokyo.
  2. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010. "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," CIRJE F-Series CIRJE-F-735, CIRJE, Faculty of Economics, University of Tokyo.
  3. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010. "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," KIER Working Papers 719, Kyoto University, Institute of Economic Research.
  4. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010. "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," Working Papers in Economics 10/38, University of Canterbury, Department of Economics and Finance.
  5. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2009. "A Panel Threshold Model of Tourism Specialization and Economic Development," CIRJE F-Series CIRJE-F-685, CIRJE, Faculty of Economics, University of Tokyo.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010. "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development," CIRJE F-Series CIRJE-F-732, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Rainer Andergassen & Guido Candela & Paolo Figini, 2017. "The management of tourism destinations," Tourism Economics, , vol. 23(1), pages 49-65, February.
    2. Chang, Chia-Lin & Hsu, Hui-Kuang, 2013. "Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan," MPRA Paper 45691, University Library of Munich, Germany.
    3. Juan Gabriel Brida & Bibiana Lanzilotta & Fiorella Pizzolon, 2016. "Dynamic relationship between tourism and economic growth in MERCOSUR countries: a nonlinear approach based on asymmetric time series models," Economics Bulletin, AccessEcon, vol. 36(2), pages 879-894.
    4. Fang Wang & Ming-Hua Tian & Zhong-Hua Yin, 2021. "Modern urbanization and industrial upgrading in China: evidence from panel data," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(2), pages 661-681, April.
    5. Balsalobre-Lorente, Daniel & Driha, Oana M. & Sinha, Avik, 2020. "The dynamic effects of globalization process in analysing N-shaped tourism led growth hypothesis," MPRA Paper 100078, University Library of Munich, Germany.
    6. Aistov, Andrey & Nikolaeva, Tatiana, 2019. "Tourism-led growth hypothesis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 56, pages 5-24.
    7. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2013. "The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry," Tinbergen Institute Discussion Papers 13-118/III, Tinbergen Institute.
    8. Bernini, Cristina & Galli, Federica, 2023. "Innovation, productivity and spillover effects in the Italian accommodation industry," Economic Modelling, Elsevier, vol. 119(C).
    9. Antonakakis, Nikolaos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2016. "Tourism and economic growth: Does democracy matter?," Annals of Tourism Research, Elsevier, vol. 61(C), pages 258-264.
    10. Ramzi Nekhili & Saad Darwish & Marwan Mohamed Abdeldayem, 2019. "Impact of Education Tourism on Bahrain¡¯s Economic Growth: A Perspective," International Journal of Learning and Development, Macrothink Institute, vol. 9(2), pages 116-133, June.
    11. Ronald Kumar, 2014. "Exploring the role of technology, tourism and financial development: an empirical study of Vietnam," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(5), pages 2881-2898, September.
    12. Shahbaz, Muhammad & Kumar, Ronald Ravinesh & Ivanov, Stanislav & Loganathan, Nanthakumar, 2015. "Nexus between Tourism demand and output per capita with relative importance of trade and financial development: A study of Malaysia," MPRA Paper 67226, University Library of Munich, Germany, revised 11 Oct 2015.
    13. Abdulkarim K. Alhowaish, 2016. "Is Tourism Development a Sustainable Economic Growth Strategy in the Long Run? Evidence from GCC Countries," Sustainability, MDPI, vol. 8(7), pages 1-10, June.
    14. Roberto Balado-Naves & David Boto-García & José Francisco Baños-Pino, 2024. "A multisector growth model for testing the Tourism-Led Growth versus the Beach Disease hypotheses," Efficiency Series Papers 2024/01, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    15. Salah Eddine Sari Hassoun & Khayereddine Salim Adda & Asma Hadjira Sebbane, 2021. "Examining the connection among national tourism expenditure and economic growth in Algeria," Future Business Journal, Springer, vol. 7(1), pages 1-9, December.
    16. Antonakakis, Nikos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2015. "Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach," MPRA Paper 67419, University Library of Munich, Germany.
    17. Ngozi Helen Oguchi & Fen Luo, 2021. "Estimating the Nexus of Tourism on Sustainable Development Goals in Nigeria," Technium Social Sciences Journal, Technium Science, vol. 20(1), pages 751-771, June.
    18. Taotao Deng & Mulan Ma & Shuai Shao, 2014. "Research Note: Has International Tourism Promoted Economic Growth in China? A Panel Threshold Regression Approach," Tourism Economics, , vol. 20(4), pages 911-917, August.
    19. Mulan Ma & Weishu Zhao & Guanxu Wan & Taotao Deng & Yi Yang, 2023. "Specialization versus diversity: The role of city size in tourist cities," Tourism Economics, , vol. 29(8), pages 2081-2102, December.
    20. Ronald Kumar, 2014. "Exploring the nexus between tourism, remittances and growth in Kenya," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1573-1588, May.
    21. Andrew Phiri, 2016. "Tourism and Economic Growth in South Africa: Evidence from Linear and Nonlinear Cointegration Frameworks," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 14(1 (Spring), pages 31-53.
    22. Mahalia Jackman, 2014. "Output Volatility and Tourism Specialization in Small Island Developing States," Tourism Economics, , vol. 20(3), pages 527-544, June.
    23. Muhammad Shahbaz & Ronald Ravinesh Kumar & Stanislav Ivanov & Nanthakumar Loganathan, 2017. "The nexus between tourism demand and output per capita with the relative importance of trade openness and financial development," Tourism Economics, , vol. 23(1), pages 168-186, February.
    24. Taha Chaiechi & Josephine Pryce & Abhishek Bhati, 2015. "Research Note: Macroeconomic Impacts of the Tourism Industry and the Contemporaneous Feedback Effect — An Australian Case Study," Tourism Economics, , vol. 21(3), pages 685-696, June.
    25. Liang Zhu & Lingxue Zhan & Shaobo (Kevin) Li, 2021. "Is sustainable development reasonable for tourism destinations? An empirical study of the relationship between environmental competitiveness and tourism growth," Sustainable Development, John Wiley & Sons, Ltd., vol. 29(1), pages 66-78, January.
    26. Jun Zhang & Li Cheng, 2019. "Threshold Effect of Tourism Development on Economic Growth Following a Disaster Shock: Evidence from the Wenchuan Earthquake, P.R. China," Sustainability, MDPI, vol. 11(2), pages 1-22, January.
    27. Victor Moutinho, 2015. "Is there Convergence and Causality between the Drivers of Energy-Related Carbon Dioxide Emissions among the Portuguese Tourism Industry?," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 828-840.
    28. Ronald Kumar & Nanthakumar Loganathan & Arvind Patel & Radika Kumar, 2015. "Nexus between tourism earnings and economic growth: a study of Malaysia," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(3), pages 1101-1120, May.
    29. David Perrain & Philippe Jean-Pierre, 2019. "The smart destination strategy, a key factor for changes in vulnerable tourist destinations? [La stratégie de destination intelligente, facteur clé des mutations des destinations touristiques vulné," Post-Print hal-02144769, HAL.
    30. Darko B. Vuković & Moinak Maiti & Marko D. Petrović, 2023. "Tourism Employment and Economic Growth: Dynamic Panel Threshold Analysis," Mathematics, MDPI, vol. 11(5), pages 1-14, February.
    31. Geng-Nan Chiang & Wei-Ying Sung & Wen-Guu Lei, 2017. "Regime-Switching Effect of Tourism Specialization on Economic Growth in Asia Pacific Countries," Economies, MDPI, vol. 5(3), pages 1-14, June.
    32. Célia M.Q. Ramos & Paulo M.M. Rodrigues, 2013. "Research Note: The Importance of Online Tourism Demand," Tourism Economics, , vol. 19(6), pages 1443-1447, December.
    33. Herman Sahni & Christian Nsiah & Bichaka Fayissa, 2021. "The African economic growth experience and tourism receipts: A threshold analysis and quantile regression approach," Tourism Economics, , vol. 27(5), pages 915-932, August.
    34. Dogan, Ergun & Zhang, Xibin, 2023. "A nonparametric panel data model for examining the contribution of tourism to economic growth," Economic Modelling, Elsevier, vol. 128(C).
    35. Paravee Maneejuk & Woraphon Yamaka & Wilawan Srichaikul, 2022. "Tourism Development and Economic Growth in Southeast Asian Countries under the Presence of Structural Break: Panel Kink with GME Estimator," Mathematics, MDPI, vol. 10(5), pages 1-17, February.
    36. Ronald Ravinesh Kumar & Peter Josef Stauvermann & Nikeel Kumar & Syed Jawad Hussain Shahzad, 2019. "Exploring the effect of ICT and tourism on economic growth: a study of Israel," Economic Change and Restructuring, Springer, vol. 52(3), pages 221-254, August.
    37. Wu, Po-Chin & Liu, Shiao-Yen & Hsiao, Juei-Ming & Huang, Tsai-Yuan, 2016. "Nonlinear and time-varying growth-tourism causality," Annals of Tourism Research, Elsevier, vol. 59(C), pages 45-59.
    38. Abdulahi, Mohamued Elyas & Shu, Yang & Khan, Muhammad Asif, 2019. "Resource rents, economic growth, and the role of institutional quality: A panel threshold analysis," Resources Policy, Elsevier, vol. 61(C), pages 293-303.

  2. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010. "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," KIER Working Papers 719, Kyoto University, Institute of Economic Research.

    Cited by:

    1. Ngene, Geoffrey & Post, Jordin A. & Mungai, Ann N., 2018. "Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 181-198.
    2. Mohamed Fakhfekh & Ahmed Ghorbel & Nadhem Selmi & Nejib Hachicha, 2017. "Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness," Journal of Asset Management, Palgrave Macmillan, vol. 18(1), pages 29-48, January.
    3. Nguyen, Quang Hai, 2024. "Modeling the volatility of international air freight: A case study of Singapore using the SARIMAX-EGARCH model," Journal of Air Transport Management, Elsevier, vol. 117(C).
    4. Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "Risk Spillovers in Returns for Chinese and International Tourists to Taiwan," Tinbergen Institute Discussion Papers 18-031/III, Tinbergen Institute.
    5. Michael McAleer, 2015. "The Fundamental Equation in Tourism Finance," JRFM, MDPI, vol. 8(4), pages 1-6, December.
    6. Manuela, Wilfred S. & de Vera, Manuel J., 2015. "The impact of government failure on tourism in the Philippines," Transport Policy, Elsevier, vol. 43(C), pages 11-22.
    7. Lin, Boqiang & Wesseh, Presley K. & Appiah, Michael Owusu, 2014. "Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness," Energy Economics, Elsevier, vol. 42(C), pages 172-182.
    8. Taotao Deng & Yukun Hu, 2019. "Modelling China’s outbound tourist flow to the ‘Silk Road’: A spatial econometric approach," Tourism Economics, , vol. 25(8), pages 1167-1181, December.
    9. Arouri, Mohamed El Hedi & Jouini, Jamel & Nguyen, Duc Khuong, 2012. "On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness," Energy Economics, Elsevier, vol. 34(2), pages 611-617.
    10. Zhou Bo & Yang Bi & Li Hengyun & Qu Hailin, 2017. "The spillover effect of attractions," Tourism Economics, , vol. 23(4), pages 731-743, June.
    11. Agya Atabani Adi, 2017. "Returns Effect, Shocks and Volatility Transmission between Foreign Exchange-Stock Markets in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(1), pages 29-38, March.
    12. Cao, Zheng & Li, Gang & Song, Haiyan, 2017. "Modelling the interdependence of tourism demand: The global vector autoregressive approach," Annals of Tourism Research, Elsevier, vol. 67(C), pages 1-13.
    13. Jie Yin & Yahua Bi & Yingchao Ji, 2020. "Structure and Formation Mechanism of China-ASEAN Tourism Cooperation," Sustainability, MDPI, vol. 12(13), pages 1-19, July.
    14. Chhorn, Theara & Chaiboonsri, Chukiat, 2017. "Modelling and Forecasting Tourist Arrivals to Cambodia: An Application of ARIMA-GARCH Approach," MPRA Paper 83942, University Library of Munich, Germany, revised 27 Dec 2017.
    15. Balli, Hatice Ozer & Tsui, Wai Hong Kan & Balli, Faruk, 2019. "Modelling the volatility of international visitor arrivals to New Zealand," Journal of Air Transport Management, Elsevier, vol. 75(C), pages 204-214.

  3. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010. "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," Working Papers in Economics 10/38, University of Canterbury, Department of Economics and Finance.

    Cited by:

    1. Chi-Wei Su & Lu Liu & Ran Tao & Oana-Ramona Lobonţ, 2019. "Do natural rubber price bubbles occur?," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 65(2), pages 67-73.
    2. Kentaro Iwatsubo & Clinton Watkins, 2018. "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers 1830, Graduate School of Economics, Kobe University.
    3. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CIRJE F-Series CIRJE-F-640, CIRJE, Faculty of Economics, University of Tokyo.
    4. Tao, Juan & Green, Christopher J., 2012. "Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 26-37.
    5. R. Khalfaoui & M. Boutahar, 2012. "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers halshs-00793068, HAL.
    6. Yen-Hsien Lee & Hao Fang & Wei-Fan SU, 2014. "Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(4), pages 296-311, September.
    7. Yen-Hsien Lee, 2014. "An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(2), pages 165-180, May.
    8. Konstantinos N. Baltas & Robert Mann & Nicholaos C. Baltas, 2024. "The COVID-19 Pandemic and Unsustainable PPE Materials: A Correlation and Causality Analysis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(6), pages 1651-1671, June.

  4. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2009. "A Panel Threshold Model of Tourism Specialization and Economic Development," CIRJE F-Series CIRJE-F-685, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Chang, Chia-Lin & Hsu, Hui-Kuang, 2013. "Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan," MPRA Paper 45691, University Library of Munich, Germany.
    2. Seda Karagozzeren, 2018. "A Determination of number of arriving tourists and night spent in accommodation relations with economic growth: The case of Turkey," Prizren Social Science Journal, SHIKS, vol. 2(2), pages 210-224, December.
    3. Balsalobre-Lorente, Daniel & Driha, Oana M. & Sinha, Avik, 2020. "The dynamic effects of globalization process in analysing N-shaped tourism led growth hypothesis," MPRA Paper 100078, University Library of Munich, Germany.
    4. Aistov, Andrey & Nikolaeva, Tatiana, 2019. "Tourism-led growth hypothesis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 56, pages 5-24.
    5. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2013. "The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry," Tinbergen Institute Discussion Papers 13-118/III, Tinbergen Institute.
    6. Antonakakis, Nikolaos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2016. "Tourism and economic growth: Does democracy matter?," Annals of Tourism Research, Elsevier, vol. 61(C), pages 258-264.
    7. Suhel & Abdul Bashir, 2018. "The role of tourism toward economic growth in the local economy," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 10(1), pages 32-39, April.
    8. Younesse El Menyari, 2017. "International tourism and long-term economic growth: Analysis by heterogeneous dynamic panel data," Tourism Research Institute, Journal of Tourism Research, vol. 18(1), pages 134-147, November.
    9. Ronald Kumar, 2014. "Exploring the role of technology, tourism and financial development: an empirical study of Vietnam," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(5), pages 2881-2898, September.
    10. Shahbaz, Muhammad & Kumar, Ronald Ravinesh & Ivanov, Stanislav & Loganathan, Nanthakumar, 2015. "Nexus between Tourism demand and output per capita with relative importance of trade and financial development: A study of Malaysia," MPRA Paper 67226, University Library of Munich, Germany, revised 11 Oct 2015.
    11. Antonakakis, Nikos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2015. "Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach," MPRA Paper 67419, University Library of Munich, Germany.
    12. Taotao Deng & Mulan Ma & Shuai Shao, 2014. "Research Note: Has International Tourism Promoted Economic Growth in China? A Panel Threshold Regression Approach," Tourism Economics, , vol. 20(4), pages 911-917, August.
    13. Ronald Kumar, 2014. "Exploring the nexus between tourism, remittances and growth in Kenya," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1573-1588, May.
    14. Andrew Phiri, 2016. "Tourism and Economic Growth in South Africa: Evidence from Linear and Nonlinear Cointegration Frameworks," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 14(1 (Spring), pages 31-53.
    15. Mahalia Jackman, 2014. "Output Volatility and Tourism Specialization in Small Island Developing States," Tourism Economics, , vol. 20(3), pages 527-544, June.
    16. Taha Chaiechi & Josephine Pryce & Abhishek Bhati, 2015. "Research Note: Macroeconomic Impacts of the Tourism Industry and the Contemporaneous Feedback Effect — An Australian Case Study," Tourism Economics, , vol. 21(3), pages 685-696, June.
    17. Jun Zhang & Li Cheng, 2019. "Threshold Effect of Tourism Development on Economic Growth Following a Disaster Shock: Evidence from the Wenchuan Earthquake, P.R. China," Sustainability, MDPI, vol. 11(2), pages 1-22, January.
    18. Victor Moutinho, 2015. "Is there Convergence and Causality between the Drivers of Energy-Related Carbon Dioxide Emissions among the Portuguese Tourism Industry?," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 828-840.
    19. Ronald Kumar & Nanthakumar Loganathan & Arvind Patel & Radika Kumar, 2015. "Nexus between tourism earnings and economic growth: a study of Malaysia," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(3), pages 1101-1120, May.
    20. Wu, Rongxin & Lin, Boqiang, 2021. "Does industrial agglomeration improve effective energy service: An empirical study of China’s iron and steel industry," Applied Energy, Elsevier, vol. 295(C).
    21. Célia M.Q. Ramos & Paulo M.M. Rodrigues, 2013. "Research Note: The Importance of Online Tourism Demand," Tourism Economics, , vol. 19(6), pages 1443-1447, December.
    22. Ronald Ravinesh Kumar & Peter Josef Stauvermann & Nikeel Kumar & Syed Jawad Hussain Shahzad, 2019. "Exploring the effect of ICT and tourism on economic growth: a study of Israel," Economic Change and Restructuring, Springer, vol. 52(3), pages 221-254, August.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-TUR: Tourism Economics (13) 2009-11-27 2009-11-27 2009-12-11 2010-04-11 2010-04-17 2010-05-02 2010-05-02 2010-05-29 2010-08-14 2010-09-11 2010-09-18 2010-10-02 2012-03-28. Author is listed
  2. NEP-SEA: South East Asia (10) 2009-11-27 2009-12-11 2009-12-11 2010-05-02 2010-05-29 2010-06-18 2010-09-11 2010-10-02 2010-10-02 2012-03-28. Author is listed
  3. NEP-DEV: Development (1) 2009-11-27

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