Demanda turística internacional e taxa de câmbio

modelagem de dependência baseada no modelo copula-GARCH

Autores

DOI:

https://doi.org/10.7784/rbtur.v16.2263

Palavras-chave:

Turismo, Cópulas, Taxas de Câmbio.

Resumo

A taxa de câmbio pode ser um fator determinante na demanda turística e alterar a competitividade da oferta do trade turístico. O objetivo deste estudo é mensurar a dependência entre a demanda turística internacional e a taxa de câmbio no Brasil. Investigações empíricas dessa relação, pesquisadas há décadas, são relativamente recentes com o uso de modelos cópula-GARCH, na literatura mundial. Este estudo é realizado com dados mensais das taxas de câmbio e do número de chegadas internacionais da Argentina, Estados Unidos e Alemanha, entre 1999 e 2018. Os dados passam por um processo inicial de modelagam de suas distribuições marginais, por meio de modelos ARMA-GARCH, devido sua dependência temporal, e posteriormente, seus os resíduos são utilizados no processo de estimação das cópulas, de onde são extraídas as medidas de associação. Os resultados indicam que a variação da taxa de câmbio não está diretamente associada ao número de chegadas de turistas vindos da Alemanha e dos Estados Unidos. Entretanto, para a Argentina, o resultado da medida de correlação foi negativo e estatisticamente significativo, indicando uma fraca associação entre as variáveis. Esse sinal indica que quando a moeda local se desvaloriza em relação à moeda brasileira, o número de chegadas diminui. As conclusões deste estudo podem ajudar gestores de organizações turísticas a compreender a relação entre câmbio e demanda turística internacional no Brasil.

Biografia do Autor

Bruno Vitor Luna Gouveia, Universidade Federal de Viçosa (UFV), Viçosa, MG, Brasil.

Formou-se em Economia pela Universidade Federal de Pernambuco, em 2018. Atualmente, é mestre em Economia pelo Programa de Pós-Graduação em Economia da Universidade Federal de Viçosa, Minas Gerais, Brasil. Seus interesses de pesquisa incluem Análise Envoltória de Dados, Economia do Turismo e Econometria Financeira.

 

Mariana de Freitas Coelho, Universidade Federal de Viçosa (UFV), Viçosa, MG, Brasil.

Professora de Marketing da Universidade Federal de Viçosa, Minas Gerais, Brasil. Doutora e Mestre em Administração pela Universidade Federal de Minas Gerais, Brasil e bacharel em Turismo pela mesma universidade. Participou dos principais eventos de Turismo de âmbito nacional e internacional, tendo mais de 40 artigos publicados em periódicos acadêmicos. Tem interesse nos seguintes temas de pesquisa: Experiência Turística, Economia do Turismo, Comportamento do Consumidor e Marketing.

Júlio César Araújo da Silva Júnior, Universidade Federal de Viçosa (UFV), Viçosa, MG, Brasil.

Doutor em Economia pela Universidade Federal do Rio Grande do Sul, Brasil e bacharel em Economia pela Universidade Federal do Rio Grande. Publicou em periódicos acadêmicos como o International Journal of Economics and Finance, Environment, Development and Sustainability, entre muitos outros. Está interessado nos seguintes temas de pesquisa: Finanças Aplicadas, Economia Aplicada e Econometria de Séries de Tempo.

étricas.

Maurício Silva Lacerda, Universidade Federal de Viçosa (UFV), Viçosa, MG, Brasil.

Graduação em matemática pela Universidade Federal de Viçosa (2014). Mestre em Estatística Aplicada e Biometria pela Universidade Federal de Viçosa (2017). Atualmente é doutorando em Estatística Aplicada e Biometria pela Universidade Federal de Viçosa com pesquisa na área de Estatística e Economia, com análise do preço de algumas commodities que disputam a terra em sua produção (2017-2020). Tem experiência como professor de matemática no Estado de Minas Gerais (2016).

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Publicado

2022-01-11

Edição

Seção

Artigos - Gestão do Turismo