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.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2008.1
- 수록면
- 303 - 324 (22page)
이용수
초록· 키워드
오류제보하기
This paper analyzes the role of the exchange rate in Korean economic fluctuations based on a structural vector autoregression model. We employ sign restrictions to identify structural shocks of the VAR model, and examine whether the exchange rate works as a shock absorber or a source of shocks in Korea. We find that nominal shocks play a major role in explaining the real exchange rate fluctuations, especially after the currency crisis. This implies that the exchange rate seems to be a source of destabilization rather than a shock absorber in Korea.
목차
등록된 정보가 없습니다.
참고문헌 (25)
참고문헌 신청
Artis, M. / 2006 / The exchange rate ? A shock-absorberor source of shocks? A study of four open economies / Journal ofInternational Money and Finance 25 : 874 ~ 93
Bernanke, B. / 1986 / Alternative explanation of the money-income correla-tion / Carnegie-Rochester Conference Series on Public Policy 25 : 49 ~ 100
Blanchard, O. / 1986 / Are business cycles all alike? in : The American Business Cycle: Continuity andChange / Univ. of Chicago Press : 123 ~ 156
Blanchard, O. / 1989 / The dynamic ects of aggregate demandand supply disturbances / American Economic Review 79 : 655 ~ 673
Canova, F. / 2002 / Monetary disturbances matterfor business ctuations in G-7 / Journal of Monetary Economics 49 : 1131 ~ 1159
Bernanke, B. / 1986 / Alternative explanation of the money-income correla-tion / Carnegie-Rochester Conference Series on Public Policy 25 : 49 ~ 100
Blanchard, O. / 1986 / Are business cycles all alike? in : The American Business Cycle: Continuity andChange / Univ. of Chicago Press : 123 ~ 156
Blanchard, O. / 1989 / The dynamic ects of aggregate demandand supply disturbances / American Economic Review 79 : 655 ~ 673
Canova, F. / 2002 / Monetary disturbances matterfor business ctuations in G-7 / Journal of Monetary Economics 49 : 1131 ~ 1159
함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
What Are Sources of Real Exchange Rate Fluctuations?
Korea and the World Economy
2016 .12
-
International Macroeconomic Fluctuations in Korea
Seoul Journal of Economics
2011 .01
-
Exchange Rate Volatility, Trade, Export Price and Exchange Rate Pass-Through in Korea
Korea and the World Economy
2007 .05
-
동아시아 국가의 무역수지와 거시경제 충격
무역학회지
2008 .11
-
新興市場國家의 適正 換率制度에 관한 硏究
무역학회지
2004 .02
-
Sources of Fluctuations of the Real Exchange Rate of Korea and Equilibrium Real Exchange Rate by a Long-Run Restriction VAR Model
[BOK] Economic Papers
2004 .07
-
The Effects of Macroeconomics Shocks on Exchange Rate and Trade Balances in Korea
Korea and the World Economy
2013 .04
-
Sources of Housing Price Fluctuations : An Analysis Using Sign-restricted VAR
Korea and the World Economy
2012 .08
-
마크업 충격과 금융 충격이한국의 수출입에 미치는 영향: 동태 거시 일반균형 모형을 통한 분석
무역연구
2014 .01
-
Analyses of the Relationship between Exchange Rates and Employment in Korea
Journal of Economic Development
2005 .01
-
Exchange Rate Pass-through on Disaggregated Korean Export Prices : A Structural VAR Approach
Korea and the World Economy
2007 .11
-
Effects of U.S. Macroeconomic Shocks on International Commodity Prices
Korea and the World Economy
2014 .04
-
국내 신용카드사 수익성에 미치는 정책·경영변수들의 차별적 영향력
신용카드리뷰
2018 .01
-
경기순환 충격의 분해와 중소기업 부도율
선물연구
2019 .01
-
한국경제에 대한 요인별 유가충격의 효과 분석 : 부호제약 구조적 벡터자기회귀모형을 중심으로
한국경제연구
2013 .06
이 논문의 저자 정보
최근 본 자료
댓글(0)
0