우리나라 해외관광수요의 예측은 가능한가? = Can We Predict the Demand for Outbound Tourism in Korea?

다국어 초록 (Multilingual Abstract)

The aim of this paper is to compare the forecasting performance of the structural model of outbound tourists with that of the random walk model. The RMSE indicates that the random walk model outperforms the short-run structural model in all forecasting steps for all countries concerned. The mean errors for short-run structural models are large in magnitude relative to the MAE’s. This fact indicates a systematic bias in short-run forecasting. We found a long-run relationship for the tourism model. This finding of the cointegrating vector indicates that the structural model can be interpreted as having long-run validity. We, hence, proceeded by estimating the error-correction model and compared the forecasting performance of the model. The results of the long-run forecasts were markedly different from those of the short-run model. The error-correction models outperformed the random walk at all steps for the three criteria and seven countries. The results of the study suggest that while the structural tourism models provide poorer performance than the random walk for short-run forecasting, they outperform the random walk model in the long-run forecasting.핵심용어(Key words):예측, 관광수요, 예측오류

참고문헌 (Reference)

1 모수원, "한국인 해외관광객의 추정과 예측" 25 (25): 117-134, 2001

2 허향진, "시계열 모형을 이용한 제주지역 관광객 수요예측 : 개입모형을 중심으로" 25 (25): 27-42, 2001

3 유광훈, "방한외래관광객 예측 : 지수평활법의 적용을 중심으로" 19 (19): 247-259, 1995

4 최영문, "단변량 시계열 관광수요 예측모형의 적정성 비교평가 : 내국인 해외관광객수 실측치와 예측치의 비교" 21 (21): 111-128, 1998

5 "http://www.knto.or.kr"

6 "http://kosis.nso.go.kr"

7 Chen, S.L., "Long-Run Money Demand Revisited : Evidence from a Non-Linear Approach" 24 : 19-37, 2005

8 Akal, M., "Forecasting Turkey’s Tourism Revenues by ARMAX Model" 25 : 565-580, 2004

9 Chu, F. L., "Forecasting Tourism Arrivals : A Combined Approach" 19 : 515-520, 1998

10 Tuner, L. W., "Factor Influencing Demand for International Tourism: Tourism Demand Analysis Using Structural Equation Modelling, Revisited" 7 : 21-38, 2001

11 Doyle, E., "Exchange Rate Volatility and Irish-UK Trade, 1979-1992" 33 : 249-265, 2001

12 Engle, R. F., "Cointegration and Error Correction: Representation, Estimation and Testing" 55 : 251-276, 1987

13 Dritsakis, N., "An Econometric Model of Tourist Demand : The Case of Greece" 2 : 39-49, 2000

14 Mello, M. D., "A System of Equations Model of UK Tourism Demand in Neighboring Countries" 34 : 509-521, 2002