Persistence dynamics of regional tourism demand in Spain

Abstract

This study examines the evolution of persistence in regional tourism demand across Spain following the COVID-19 pandemic. The analysis estimates fractional integration models with trends and seasonal components using monthly hotel arrivals from 1999 to 2025. Pre-pandemic tourism exhibited moderate persistence, with shocks ultimately mean-reverting across most regions. In contrast, estimates for the extended sample through August 2025 indicate systematically higher values of the fractional differencing parameter (d), particularly for non-resident tourism, implying slower mean reversion and more prolonged shock effects. Island and northern coastal regions register the largest increases in persistence, whereas domestic tourism remains comparatively stable. Overall, the results suggest that the inclusion of the COVID-19 period is associated with changes in the persistence and adjustment dynamics of regional tourism demand. The observed patterns are consistent with longer-lasting shock effects in some regions and visitor segments, especially in non-resident tourism flows.

Keywords

tourism persistence Spain fractional integration COVID-19 regional tourism C22

Get full access to this article

View all access options for this article.

References

Agarwal

(2002) Restructuring seaside tourism: the resort lifecyle. Annals of Tourism Research 29(1): 25–55.

Alegre

Cladera

(2006) Repeat visitation in mature sun and sand holiday destinations. Journal of Travel Research 44(3): 288–297. https://doi.org/10.1177/0047287505279005

Arteche

Robinson

(2000) Semiparametric inference in seasonal and cyclical long memory processes. Journal of Time Series Analysis 21(1): 1–25. https://doi.org/10.1111/1467-9892.00170

Arthur

(1989) Competing technologies, increasing returns, and lock-in by historical events. The Economic Journal 99(394): 116–131. https://doi.org/10.2307/2234208

Assaf

Tsionas

(2018) The estimation and decomposition of tourism productivity. Tourism Management 65: 131–142. https://doi.org/10.1016/j.tourman.2017.09.004

Assaf

Pestana Barros

Gil-Alana

(2011) Persistence in the short-and long-term tourist arrivals to Australia. Journal of Travel Research 50(2): 213–229. https://doi.org/10.1177/0047287510362787

Assaker

Hallak

(2013) Moderating effects of tourists’ novelty-seeking tendencies on destination image, visitor satisfaction, and short-and long-term revisit intentions. Journal of Travel Research 52(5): 600–613. https://doi.org/10.1177/0047287513478497

Baillie

(1996) Long memory processes and fractional integration in econometrics. Journal of Econometrics 73(1): 5–59. https://doi.org/10.1016/0304-4076(95)01732-1

Biggs

Hall

Stoeckl

(2012) The resilience of formal and informal tourism enterprises to disasters: Reef tourism in Phuket, Thailand. Journal of Sustainable Tourism 20(5): 645–665. https://doi.org/10.1080/09669582.2011.630080

10.

Brouder

(2020) Reset redux: possible evolutionary pathways towards the transformation of tourism in a COVID-19 world. Tourism Geographies 22(3): 484–490. https://doi.org/10.1080/14616688.2020.1760928

11.

Butler

(1980) The concept of a tourist area cycle of evolution: implications for management of resources. Canadian Geographer 24: 5–12. https://doi.org/10.1111/j.1541-0064.1980.tb00970.x

12.

Butler

(2025) Tourism destination development: the tourism area life cycle model. Tourism Geographies 27(3–4): 599–607. https://doi.org/10.1080/14616688.2024.2325932

13.

Caporale

Gil-Alana

(2002) Fractional integration and mean reversion in stock prices. The Quarterly Review of Economics and Finance 42(3): 599–609. https://doi.org/10.1016/s1062-9769(00)00085-5

14.

Caporale

Gil-Alana

Imeri

(2023) Tourism persistence in the Southeastern European countries: the impact of covid-19. Cogent Economics & Finance 11(2): 2280349. https://doi.org/10.1080/23322039.2023.2280349

15.

Claudio-Quiroga

de Villanueva

Gil-Alana

(2024) Tourism and covid-19 in three European cities. Change in persistence. Cogent Social Sciences 10(1): 2358159. https://doi.org/10.1080/23311886.2024.2358159

16.

Cuestas

Gil-Alana

(2016) Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials. Studies in Nonlinear Dynamics & Econometrics 20(1): 57–74. https://doi.org/10.1515/snde-2014-0005

17.

Cuñado

Gil-Alana

de Gracia

(2008) Persistence in international monthly arrivals in the Canary Islands. Tourism Economics 14(1): 123–129. https://doi.org/10.5367/000000008783554811

18.

Dickey

Hasza

Fuller

(1984) Testing for unit roots in seasonal time series. Journal of the American Statistical Association 79(386): 355–367. https://doi.org/10.1080/01621459.1984.10478057

19.

Dutta

Mishra

Uddin

, et al. (2021) Brexit uncertainty and volatility persistence in tourism demand. Current Issues in Tourism 24(16): 2225–2232. https://doi.org/10.1080/13683500.2020.1822300

20.

Getz

(1992) Tourism planning and destination life cycle. Annals of Tourism Research 19(4): 752–770. https://doi.org/10.1016/0160-7383(92)90065-w

21.

Geweke

Porter‐Hudak

(1983) The estimation and application of long memory time series models. Journal of Time Series Analysis 4(4): 221–238. https://doi.org/10.1111/j.1467-9892.1983.tb00371.x

22.

Gil-Alana

(2005) Modelling international monthly arrivals using seasonal univariate long-memory processes. Tourism Management 26(6): 867–878. https://doi.org/10.1016/j.tourman.2004.05.003

23.

Gil-Alana

Huijbens

(2018) Tourism in Iceland: persistence and seasonality. Annals of Tourism Research 68: 20–29. https://doi.org/10.1016/j.annals.2017.11.002

24.

Gil-Alana

Poza

(2022) The impact of COVID-19 on the Spanish tourism sector. Tourism Economics 28(3): 646–653. https://doi.org/10.1177/1354816620959914

25.

Gil-Alana

Robinson

(1997) Testing of unit root and other nonstationary hypotheses in macroeconomic time series. Journal of Econometrics 80(2): 241–268. https://doi.org/10.1016/s0304-4076(97)00038-9

26.

Gil-Alana

Ruiz-Alba

Ayestarán

(2020) UK tourism arrivals and departures: seasonality, persistence and time trends. Applied Economics 52(46): 5077–5087. https://doi.org/10.1080/00036846.2020.1752904

27.

Gil‐Alana

Robinson

(2001) Testing of seasonal fractional integration in UK and Japanese consumption and income. Journal of Applied Econometrics 16(2): 95–114. https://doi.org/10.1002/jae.597

28.

Gössling

Scott

Hall

(2020) Pandemics, tourism and global change: a rapid assessment of COVID-19. Journal of Sustainable Tourism 29(1): 1–20. https://doi.org/10.1080/09669582.2020.1758708

29.

Grabher

(1993) The weakness of strong ties: the lock-in of regional development in the Ruhr area. In: Grabher

(ed) The Embedded Firm: On the Socioeconomics of Industrial Networks. Routledge.

30.

Granger

CWJ

Joyeux

(1980) An introduction to long‐memory time series models and fractional differencing. Journal of Time Series Analysis 1(1): 15–29. https://doi.org/10.1111/j.1467-9892.1980.tb00297.x

31.

Hylleberg

Engle

Granger

CWJ

, et al. (1990) Seasonal integration and cointegration. Journal of Econometrics 44(1–2): 215–238. https://doi.org/10.1016/0304-4076(90)90080-d

32.

INE (2022) Número de visitantes según tipología. In: Movimientos Turísticos en Fronteras. https://www.ine.es/jaxiT3/Tabla.htm?t=10821&L=0

33.

INE (2024) Contribution of tourism to the Spanish economy - year 2023: In: Spanish Tourism Satellite Account. https://www.ine.es/dyngs/INEbase/en/operacion.htm?c=Estadistica_C&cid=1254736169169&menu=ultiDatos&idp=1254735576581

34.

Martin

(2012) Regional economic resilience, hysteresis and recessionary shocks. Journal of Economic Geography 12(1): 1–32. https://doi.org/10.1093/jeg/lbr019

35.

Martin

Sunley

(2006) Path dependence and regional economic evolution. Journal of Economic Geography 6(4): 395–437. https://doi.org/10.1093/jeg/lbl012

36.

Muštra

Perić

BŠ

Pivčević

(2023) Cultural heritage sites, tourism and regional economic resilience. Papers in Regional Science 102(3): 465–483. https://doi.org/10.1111/pirs.12731

37.

Nelson

Plosser

(1982) Trends and random walks in macroeconmic time series: some evidence and implications. Journal of Monetary Economics 10(2): 139–162. https://doi.org/10.1016/0304-3932(82)90012-5

38.

Neuburger

Egger

(2021) Travel risk perception and travel behaviour during the COVID-19 pandemic 2020: a case study of the DACH region. Current Issues in Tourism 24(7): 1003–1016. https://doi.org/10.1080/13683500.2020.1803807

39.

Nguyen

(2021) Tourism demand elasticities by income and prices of international market regions: evidence using Vietnam’s data. Economies 10(1): 1. https://doi.org/10.3390/economies10010001

40.

Payne

Gil-Alana

Mervar

, et al. (2023) Tourist arrivals and overnight stays along the Croatian Adriatic Coast: changes in persistence and seasonality from the COVID-19 disruption. Tourism Economics 29(6): 1679–1693. https://doi.org/10.1177/13548166221110528

41.

Perron

(1989) The great crash, the oil price shock, and the unit root hypothesis. Econometrica: Journal of the Econometric Society 57: 1361–1401. https://doi.org/10.2307/1913712

42.

Reisen

Rodrigues

Palma

(2006) Estimation of seasonal fractionally integrated processes. Computational Statistics & Data Analysis 50(2): 568–582. https://doi.org/10.1016/j.csda.2004.08.004

43.

Robinson

(1994) Efficient tests of nonstationary hypotheses. Journal of the American Statistical Association 89(428): 1420–1437. https://doi.org/10.1080/01621459.1994.10476881

44.

Simmie

Martin

(2010) The economic resilience of regions: towards an evolutionary approach. Cambridge Journal of Regions, Economy and Society 3(1): 27–43. https://doi.org/10.1093/cjres/rsp029

45.

Solarin

Claudio-Quiroga

Gil-Alana

(2024) Persistence in Australian tourism employment industries. Current Issues in Tourism 27(5): 754–767. https://doi.org/10.1080/13683500.2023.2181149

46.

Solarin

Claudio-Quiroga

Gil-Alana

(2026) Persistence of tourism electronic card transaction expenditure: implications for policy interventions. Journal of Policy Research in Tourism, Leisure and Events: 1–13. https://doi.org/10.1080/19407963.2025.2612279

47.

Song

Witt

(2006) Forecasting international tourist flows to Macau. Tourism Management 27(2): 214–224. https://doi.org/10.1016/j.tourman.2004.09.004

48.

Song

Dwyer

, et al. (2012) Tourism economics research: a review and assessment. Annals of Tourism Research 39(3): 1653–1682. https://doi.org/10.1016/j.annals.2012.05.023

49.

Sowell

(1992) Maximum likelihood estimation of stationary univariate fractionally integrated time series models. Journal of Econometrics 53(1–3): 165–188. https://doi.org/10.1016/0304-4076(92)90084-5

50.

Stotten

Schermer

Wilson

(2021) Lock-ins and community resilience: two contrasting development pathways in the Austrian Alps. Journal of Rural Studies 84: 124–133. https://doi.org/10.1016/j.jrurstud.2021.04.001

51.

Sun

Wandelt

Zhang

(2020) How did COVID-19 impact air transportation? A first peek through the lens of complex networks. Journal of Air Transport Management 89: 101928. https://doi.org/10.1016/j.jairtraman.2020.101928