The Effect analysis on Non-electrical Machinery and Equipment of Macroeconomic variables

거시경제변수와 일반기계산업 간의 연관성 분석

  • Published : 2006.04.01

Abstract

According to Granger causality test, yield of Cooperate Bond and export amount of Machinery have a meaning at statistical Confidence level of 10%. In case of index of the unit cost of export and export amount of Machinery, they have an interactive Granger cause. In yen dollar exchange rate and export amount of Machinery, former variable gives an unilateral Granger cause to latter that. Also, call rate gives an unilateral Granger cause to export amount of Machinery. In case of $M_3$ & export amount of Machinery, former variable have an influence on latter that at 5% Confidence level.

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