TY  - RPRT
AU  - Chang, Chia-Lin
AU  - Hsu, Hui-Kuang
AU  - McAleer, Michael
PY  - 2014
UR  - https://hdl.handle.net/20.500.14352/41543
AB  - This paper uses monthly data from April 2005 to August 2013 for Taiwan to propose a novel tourism indicator, namely the Tourism Conditions Index (TCI). TCI accounts for the spillover weights based on the Granger causality test and estimates of the...
LA  - eng
KW  - Monetary Conditions Index (MCI)
KW  - Financial Conditions Index (FCI)
KW  - Tourism Conditions Index (TCI)
KW  - BEKK
KW  - Spillovers
KW  - Granger causality.
TI  - A Tourism Conditions Index
TY  - technical report
VL  - 2014
ER  -