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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2013.12
- 수록면
- 517 - 553 (37page)
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This paper examines the dynamic relations between the country spread and macroeconomic fluctuations in Korea using a structural vector autoregressive (SVAR) model as well as a calibrated equilibrium model due to Uribe and Yue (2006). Our empirical analysis shows that the country spread has a small but significant influence on the short-run macroeconomic activities of the Korean economy. We also find that the U.S. and Japanese interest rate shocks have quite different effects on the real activities in Korea. Finally, the calibrated model produces results that are largely consistent with the results from the SVAR model, although there are some gaps to be explained.
목차
1. INTRODUCTION
2. EMPIRICAL ANALYSIS
3. THEORETICAL EXPLANATION
4. CONCLUSION
REFERENCES
참고문헌 (18)
참고문헌 신청
1. [학술대회논문] - Abel, A. B. / 1990 / Asset Prices under Habit Formation and Catching up with the Joneses / American Economic Review Papers and Proceedings 80 (1) : 38 ~ 42
2. [학술지(정기간행물)] - Agénor, P.-R. / 2000 / Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts / The World Bank Economic Review 14 (2) : 251 ~ 285
3. [보고서] - Ahn, H. D. / 2003 / Dynamics of Open Economy Business Cycle Models: The Case of Korea
4. [학술지(정기간행물)] - Boldrin, M. / 2001 / Asset Pricing Lessons for Modeling Business Cycles / American Economic Review 91 (1) : 149 ~ 166
5. [학술지(정기간행물)] - Batbayar Buyangerel / 2013 / The Effects of Macroeconomics Shocks on Exchange Rate and Trade Balances in Korea / Korea and the World Economy 14 (1) : 91 ~ 119
2. [학술지(정기간행물)] - Agénor, P.-R. / 2000 / Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts / The World Bank Economic Review 14 (2) : 251 ~ 285
3. [보고서] - Ahn, H. D. / 2003 / Dynamics of Open Economy Business Cycle Models: The Case of Korea
4. [학술지(정기간행물)] - Boldrin, M. / 2001 / Asset Pricing Lessons for Modeling Business Cycles / American Economic Review 91 (1) : 149 ~ 166
5. [학술지(정기간행물)] - Batbayar Buyangerel / 2013 / The Effects of Macroeconomics Shocks on Exchange Rate and Trade Balances in Korea / Korea and the World Economy 14 (1) : 91 ~ 119
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UCI(KEPA) : I410-ECN-0101-2015-300-001017016