• Title/Summary/Keyword: 계량경제모형

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탄소세 부과의 경제적 효과 - 에너지 계량경제모형을 이용한 분석 -

  • Lee, Man-Gi;Kim, Seung-Su;Mun, Gi-Hwan
    • Environmental and Resource Economics Review
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    • v.7 no.2
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    • pp.137-169
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    • 1998
  • 본 연구는 탄소세 부과가 우리 나라의 에너지 및 국민 경제에 미치는 충격의 영향분석을 목적으로 하고 있다. 이를 위해 에너지-경제 연계 계량경제모형을 수립하였는데 본 모형은 기존의 거시경제모형을 수정한 후 에너지 모형과의 연계를 통해 에너지 부문의 충격이 경제부문에 미치는 효과를 정량적으로 파악이 가능하도록 하였다. 본 연구에서는 탄소배출량에 대한 규제가 탄소세 부과를 도입하도록 유도하고 에너지가격의 상승과 에너지수요를 감소시킴으로써 경제부문의 생산을 위축시키는 흐름도를 가정하고 있다. 분석의 과정에서 탄소세 부과가 에너지 및 국민경제 부문에 미치는 효과의 측정은 에너지가격 및 수요변화, 국내총생산액의 변화 등을 통하여 수행되었다. 분석 결과를 요약하면 탄소 배출량의 안정화를 도모하기 위해서는 탄소세가 상당히 높게 부과되어야 하며 전력가격 및 에너지가격의 상승에 미치는 효과와 국내총생산액 등 주요 경제 변수에 미치는 충격이 매우 심각한 것으로 나타났다. 본 연구에서 개발된 계량경제모형을 통하여 여러 가지 정책수단에 대한 시뮬레이션이 가능하게 됨으로써 정책의 효과분석 및 동 분야의 향후 연구에도 많은 도움이 될 것으로 판단된다.

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A Study on Estimation of Economic Effects on Mining Products Import Substitution Using Macroeconometric Input-Output Model (거시계량투입산출 모형을 이용한 광산품 수입대체의 경제적 효과 추정 연구)

  • Kim, Ji-Whan;Lee, Kyung-Han;Kim, Yoon Kyung
    • Economic and Environmental Geology
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    • v.47 no.3
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    • pp.237-246
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    • 2014
  • In this study, it is estimated how many changes of macroeconomic variables are happened under the proposition of import substitution of mining products 1% using macroeconometric input-output model. For this, used macroeconometric input-output model is composed of 141 behavioral equations representing the macroeconomy structure. In general, macroeconometrics models are constructed mainly on the side of the expenditure then it is not easy to estimate the effects of the shocks occurred from industry level. To mitigate that, this study tries to construct a macroeconometric input-output model. Macroeconometrics model which is useful to estimate the effects of macroeconomic shocks, economic policy and more, in this study, is linked with input-output table through the NDI(national disposable income) derived from compensation of employee. And this paper presents the estimation results of import substitution effects of mining products on Korean economy. As a results, GDP is increased 0.00073%, gross labor employed 0.00029%, current balanace 0.00010% and unemployment rate is mitigated 0.00233%.

The Development of Econometric Model for Air Transportation Demand Based on Stationarity in Time-series (시계열 자료의 안정성을 고려한 항공수요 계량경제모형 개발)

  • PARK, Jeasung;KIM, Byung Jong;KIM, Wonkyu;JANG, Eunhyuk
    • Journal of Korean Society of Transportation
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    • v.34 no.1
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    • pp.95-106
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    • 2016
  • Air transportation demand is consistently increasing in Korea due to economic growth and low cost carriers. For this reason, airport expansion plans are being discussed in Korea. Therefore, it is essential to forecast reliable air transportation demand with adequate methods. However, most of the air transportation demand models in Korea has been developed by simple regression analysis with several dummy variables. Simple regression analysis without considering stationarity of time-series data can bring spurious outputs when a direct causal relationship between explanatory variables and dependent variable does not exist. In this paper, econometric model were developed for air transportation demand based on stationarity in time-series data. Unit root test and co-integration test are used for testing hypothesis of stationarity.

주택가격(住宅價格)에 내재(內在)된 대기질(大氣質)의 가격측정(價格測定) - 공간계량경제모형(空間計量經濟模型)을 이용한 접근(接近) -

  • Kim, Jong-Won
    • Environmental and Resource Economics Review
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    • v.7 no.1
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    • pp.61-84
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    • 1997
  • 본 연구는 기존의 특성가격기법(特性價格技法)(hedonic price technique)에 공간(空間)개념을 도입한 계량경제모형을 이용하여 분석하였다. 이 공간시차모형은 기존의 모형과 달리 특성변수의 변화에 따른 직(直) 간접효과(間接效果)를 동시에 포착할 수 있는 장점을 가지고 있다. 또한 공간시차모형의 회귀진단 및 가설검정 결과는 공간시차모형이 적합한 것으로 나타났다. 이 경우 공간시차를 고려하지 않은 OLS 회귀분석 결과의 계수들은 편기추정(biased)된 동시에 효율적(efficiency)이지 못하다는 것이다. 회귀분석 결과는 주택에 자본화된 대기오염에 대한 잠재가격(潛在價格)(marginal implicit price)은 주택평균가격의 약 1.5% 정도인 것으로 추정된다.

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Comparison of Stochastic Frontier Models in Application to Analysis on R&D and Production Efficiency (R&D와 생산효율성 관계에 관한 계량모형 비교연구: 확률적 생산변경모형을 중심으로)

  • Lee, Young Hoon
    • Economic Analysis
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    • v.17 no.1
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    • pp.103-130
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    • 2011
  • This paper intends to provide applied economists which study the effects of research and development with valuable information on econometric model selection. It includes extensive discussion on econometric models which have been applied for the study on the relationship between research and development and productivity. In particular, it compares various stochastic production frontier models which have been developed recently. The discussion decomposes them into models with scaling property and the ones with nonscaling property as well as models with monotonic and nonmonotonic relationships between research and development and productivity. Finally, this paper applies the models to two different panel data sets (firm level data and country level data) and compare estimation results from competing econometric models.

A Comparative Study on the Forecasting Accuracy of Econometric Models :Domestic Total Freight Volume in South Korea (계량경제모형간 국내 총화물물동량 예측정확도 비교 연구)

  • Chung, Sung Hwan;Kang, Kyung Woo
    • Journal of Korean Society of Transportation
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    • v.33 no.1
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    • pp.61-69
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    • 2015
  • This study compares the forecasting accuracy of five econometric models on domestic total freight volume in South Korea. Applied five models are as follows: Ordinary Least Square model, Partial Adjustment model, Reduced Autoregressive Distributed Lag model, Vector Autoregressive model, Time Varying Parameter model. Estimating models and forecasting are carried out based on annual data of domestic freight volume and an index of industrial production during 1970~2011. 1-year, 3-year, and 5-year ahead forecasting performance of five models was compared using the recursive forecasting method. Additionally, two forecasting periods were set to compare forecasting accuracy according to the size of future volatility. As a result, the Time Varying Parameter model showed the best accuracy for forecasting periods having fluctuations, whereas the Vector Autoregressive model showed better performance for forecasting periods with gradual changes.

미시(微視)-거시연계모형(巨視連繫模型)과 정책효과(政策效果) 분석(分析)

  • Lee, Hong-Gu;Lee, Jae-Yeong
    • KDI Journal of Economic Policy
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    • v.16 no.1
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    • pp.3-92
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    • 1994
  • 경제정책(經濟政策) 변화(變化)의 효과(效果)를 실증분석(實證分析)할 때, 거시경제(巨視經濟) 변동(變動)에 관심이 있는 경우 거시계량모형(巨視計量模型)을 활용하고, 상대가격구조(相對價格構造) 변동(變動)에 대한 소비자(消費者) 및 생산자(生産者)의 반응에 관심이 있는 경우 일반균형연산모형(一般均衡演算模型)을 사용한다. 그런데 대체로 정책변수(政策變數)는 경제구조(經濟構造)(미시적(微視的) 효과(效果))와 경기순환(景氣循環)(거시적(巨視的) 효과(效果))에 동시적 영향을 주기 때문에, 위의 두 모형(模型) 중 어느 하나만으로는 미시행태와 거시현상을 연계 분석하거 어렵다. 본고(本稿)에서는 정책변수(政策變數)의 변화(變化)가 경제주체(經濟主體)의 개별적 최적화(最適化) 행태(行態)와 집합적(集合的) 행태(行態)에 미치는 영향을 동시에 파악하기 위해 이 두 모형(模型)을 결합한 미시(微視)-거시통합모형(巨視統合模型)을 개발하였다. 통합모형(統合模型)의 결과에 의하면, 일반균형모형(一般均衡模型)에 편입(編入)된 거시계량모형(巨視計量模型)과 동태화(動態化)된 일반균형연산모형(一般均衡演算模型)을 결합하여 단기(短期) 경기순환(景氣循環) 및 중장기(中長期)에 걸친 구조조정(構造調整) 문제(問題)를 동시에 분석 가능한 실증분석(實證分析) 도구(道具)를 개발할 수 있었다. 설제로 본고(本稿)에서는 정책대안효과(政策代案效果)의 정량적(定量的) 평가(評價)를 위하여 통합모형(統合模型)을 가상적인 석탄가격(石炭價格) 자율화(自律化)와 보조금(補助金) 지원제도(支援制度) 변화(變化)의 효과분석에 활용하여 보았다. 이러한 모의실험(模擬實驗)은 다른 정책효과분석(政策效果分析)에도 활용(活用)될 수 있을 것이다.

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Goodwin's Growth Cycle Model and Functional Income Distribution in the Information Age of Korea: 1981~2016 (정보화 시대 한국의 기능적 소득분배와 Goodwin 성장순환모형: 1981~2016)

  • Jeong, Seungpil;Kwon, Oh-Bum
    • The Journal of Society for e-Business Studies
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    • v.25 no.3
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    • pp.63-76
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    • 2020
  • In the 21st century, informatization is playing a huge role in people's lives. Korea is experiencing the tremendous changes in social structure and lifestyle caused by informatization. This paper focuses on economic phenomena rather than discussion on social structure due to informatization. We check whether the Goodwin model, which can comprehensively express economic growth, economic cycle, and income distribution, is suitable for the Korean economy in the information age. This model is simulated by selecting a quantitative economic methodology that estimates coefficients from time series data of the Korean economy. The simulation results confirmed that the Goodwin model is suitable for analyzing functional income distribution in Korea.

The Analysis on the Determinants of Energy Efficiency Changes in the Industrial Sector (산업부분 에너지 효율 변화요인 분석)

  • Na, In-Gang;Lee, Sung-Keun
    • Environmental and Resource Economics Review
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    • v.17 no.2
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    • pp.255-286
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    • 2008
  • In this paper, it is tried to combine the decomposition method and econometric analysis for the extension of the decomposition method. Since two approaches approach the energy efficiency problem in the different perspectives, it is believed that it is hard to reconcile the results of two approaches. In the results of energy intensity effect analysis with the econometric method, it is found that the increase in the energy price results in the improvement of energy intensity effect. In enconometric analysis of energy efficiency, the coefficient of a time trend measured as a proxy of energy efficiency is significant and has a negative effect on the energy consumption. This finding implies the energy efficiency improves very slowly over time. In addition, the directions of energy efficiency improvement in the decomposition method are consistent with those in the econometric analysis in four industries. This finding indicates that two methods may be in complementary cooperation for the analysis of energy efficiency. Therefore, it is needed the efforts to seek the complementarity between two methods for the enhancement of academic and policy implications.

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Substitute or Complementary among Types of Special Interest Tourism and A Causal Relationship between Total Individual Tourism Demand and Each Types -Application of Correlation Analysis and Econometrics Models- (특수목적관광 유형 간의 대체보완 및 총 관광수요와의 영향관계 -상관관계분석 및 계량경제모형의 활용-)

  • Gwak, Gang-Hee
    • The Journal of the Korea Contents Association
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    • v.11 no.8
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    • pp.409-418
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    • 2011
  • An aims of this study is to examine substitute or complementary among types of special interest tourism and a causal relationship between total individual tourism demand and each types. Of 500 surveyed respondents in Seoul, 348 was valid to analyse. As statistical analysis method, correlation analysis was utilized for substitute or complementary and Econometrics models were applied for causal relationship. The results of this study demonstrate that agro tourism and ocean tourism lie on substitute which means competitive. Also, ocean tourism has had more impacted on total individual tourism demand than any other types of special interest tourism.