지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
초록· 키워드
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This article examines the mutual influence among export volume, oil price and exchangerate in Korea. For this purpose, we employ vector-autoregression, impulse response functionand variance decomposition, Granger causality test using monthly data on the export volume,oil price and exchange rate in Korea. The sample period covers from March 31, 1999 toApril 30, 2014.
Results from basic statistic analysis shows that, export volume, oil price and exchange ratein Korea have unit roots. In addition, there is at least one cointegration among them. Lastly,we find that export volume, oil price and exchange rate change in Korea Granger Causeexport volume, oil price and exchange rate in Korea.
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참고문헌 (36)
참고문헌 신청
Ceglowski, J. / 1989 / Dollar depreciation and U. S. industry performance / Journal of International Money and Finance ( ) : 233 ~ 251
Chiu, A. K. / 2010 / The Role of Exchange Rates in a Popular Model of International Trade : Does the Marshall-Lerner Condition Hold? / Journal of International Economics 30
Dickey, D. A. / 1979 / Distribution for the Estimates for Auto Regressive Time Series with a Unit Root / Journal of the American Statistical Association 74 : 427 ~ 431
Dickey, D. A. / 1981 / Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root / Econometrica 49 : 1057 ~ 1072
Eckaus, Richard. S. / 2004 / Should China Apperciate the Yuan / Massachusetts Institute of Technology Department of Economics
Chiu, A. K. / 2010 / The Role of Exchange Rates in a Popular Model of International Trade : Does the Marshall-Lerner Condition Hold? / Journal of International Economics 30
Dickey, D. A. / 1979 / Distribution for the Estimates for Auto Regressive Time Series with a Unit Root / Journal of the American Statistical Association 74 : 427 ~ 431
Dickey, D. A. / 1981 / Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root / Econometrica 49 : 1057 ~ 1072
Eckaus, Richard. S. / 2004 / Should China Apperciate the Yuan / Massachusetts Institute of Technology Department of Economics
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