• Journal of the Korean Data and Information Science Society
• /
• v.20 no.4
• /
• pp.655-660
• /
• 2009

As the global economic crisis, the Korean foreign exchange market appears unstable with large fluctuations in exchange rate. Inevitably, there is growing attention on price variables such as exchange rate and interest rates and also on corelation between the factors. This is an empirical study on the causality of fluctuation between exchange rate and interest rate in the Korean market under global economic crisis. The fluctuations in won/dollar exchange rate and call rate are described and followed by analysis of lead-lag relationship between the two variables using Cross-correlation function and Granger causality test.

• KEPCO Journal on Electric Power and Energy
• /
• v.3 no.1
• /
• pp.65-72
• /
• 2017

This study analyzed causal relationship between electricity consumption and economic output (GDP) for Korea from 2001 to 2014 employing the vector error-correction model estimation by manufacturing sector. The results of unit-roots tests show that all sectoral GDP and electricity consumptions were not stationary. And cointegration tests show that processed foods, Wood Pulp Paper, electricity apparatus, Precision Medical sectors had a linear combinations in the long run between electricity consumptions and economic growth. With respect to the direction of causality, manufacturing sector has a uni-directional running from economic output (GDP) to electricity consumption in short term. The results of study show that sectoral causal relation were different each other in short term and long term. These findings imply that electricity demand management policy focusing on efficiency improvement is necessary to minimize negative impacts on economic growth and to adopt suitable structural policies can induce energy conservation.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
• /
• 2013.06a
• /
• pp.477-479
• /
• 2013

지금까지 해양사고 관련 조사보고서와 연구결과를 살펴보면 선박승무원의 피로가 업무수행능력에 밀접하게 영향을 미쳐서 인간과실을 유발하게하고 결국 각종 해양사고가 발생한다는 사실을 확인할 수 있다. 본 논문에서는 해양사고와 선박승무원의 피로도와 인과관계를 파악하고 분석하기위한 국내외 관련 연구동향 및 그 결과들에 대한 고찰을 하고자 하였다. 이를 기반으로 향후 선박승무원의 피로도를 관리하고 완하할 수 있는 체계적이고 합리적인 방안을 마련하고 최종적으로 충돌, 좌초 등과 같은 각종 해양사고를 예방하는데 기여하고자 한다.

• Journal of Korea Port Economic Association
• /
• v.32 no.4
• /
• pp.165-182
• /
• 2016

This study examines the competitiveness and cooperativeness among the container ports in East Asia by analyzing their monthly dynamics in eight years (2008-2015). Time series data on container throughput divided into origin and destination (O/D), such as the top six Chinese ports and the transshipment (T/S) ports such as Hong Kong, Busan, and Singapore, are computed with two methods based on the Vector Error Correction Model (VECM). The first Granger causality test results show that Busan T/S has significant bilateral relations with three Chinese O/D ports; and significant unidirectional relations with three other O/D ports. Shenzhen port has significant bilateral relations with Singapore, and has a significant unidirectional relation with Hong Kong port. Co-integrating test results showed that Busan holds negative co-integration with all Chinese O/D ports. Impulse response function (IRF) results show an opposite direction between paired ports. The ratios of the impulse from T/S ports are significantly high to one another in the short-run, but its power declines as time passes. The ratio of the impulse from the Chinese ports to T/S ports is less significant in the short-run period, however, it becomes more significant as time passes. The significance of most shocks was high in the second period, but was diluted after the sixth period.

• KDI Journal of Economic Policy
• /
• v.13 no.3
• /
• pp.55-74
• /
• 1991

토지문제(土地問題)의 심각성에 대한 사회적(社會的) 합의(合意)에도 불구하고 정부의 개입으로 시정되어야 할 구체적인 정책목표(政策目標)가 무엇인가에 대한 검토(檢討)는 부족한 설정이며, 이를 위해 지가상승(地價上昇)의 원인과 결과에 대한 실증분석(實證分析)을 시도한 예도 찾아보기 힘들다. 본고는 지가상승률(地價上昇率)과 일단의 거시경제변수(巨視經濟變數) 변화율(變化率) 사이에 Granger 개념의 인과관계(因果關係)가 존재하는가를 검증하고 그 현실적인 의미를 살펴보고 있다. 지가상승추세(地價上昇趨勢)를 변화시킬 수 있는 거시변수(巨視變數)는 통화량(通貨量), 민간건설생산(民間建設生産), 주가지수(株價指數)의 변화 등이며, 지가상승이 영향을 미치는 변수(變數)들은 주가지수(株價指數), 실질생산(實質生産) 및 민간건설생산(民間建設生産)의 변화(變化), 사채이자율(私債利子率)로 나타났다. 여기서 포착된 경험적 증거들은 인과관계(因果關係)의 작동경로를 설명하는 이론과 결합되어 발전되어야 할 것이나 우리의 분석결과로부터도 몇가지 정책적(政策的) 시사점(示唆點)을 끌어 낼 수 있다. 무엇보다도, 지가상승(地價上昇)을 거시경제현상(巨視經濟現像)으로 파악하는 것이 필요하며, 거시경제환경이 불안정한 경우 토지조세(土地租稅)와 같은 미시적(微視的) 정책수단(政策手段)이 지가안정 등의 정책목표(政策目標)를 달성하는 데는 뚜렷한 한계가 있다는 것이다. 지가상승(地價上昇)이 물가상승(物價上昇)을 가속화한다는 것도 중요한 점인데 통화긴축(通貨緊縮)과 같은 정책수단이 물가(物價)와 지가(地價)를 모두 안정시킬 수 있다는 점은 다행한 일이다. 또한, 건설생산액(建設生産額) 변화와 지가상승(地價上昇)간의 관계는 적극적인 개발투자(開發投資)가 장기적인 지가안정(地價安定)에도 도움을 준다는 쪽이므로 사회간접자본(社會間接資本)의 확충(擴充), 민간건설(民間建設)의 확대(擴大)가 지속적으로 이루어지도록 해야 할 것이다.

• Korean Journal of Culture and Social Issue
• /
• v.16 no.4
• /
• pp.447-468
• /
• 2010

The purpose of this study was to attain a clearer understanding of the reciprocal effects of deviant self-concept and delinquent behaviors by applying a latent state-trait autoregressive modeling approach. Although traditional autoregressive cross-lagged (ARCL) modeling has been widely applied to test the longitudinal reciprocal relationship between the two constructs, it could produce misspecified findings if there were trait-like processes involved in this relationship. The latent state-trait autoregressive(LST-AR) modeling was applied to control trait effects of deviant self-concept and to examine the reciprocal causal relations between the two constructs. Data were taken from a sample of 3,449 eighth graders who were followed annually for 5 years from the Korea Youth Panel Study. The combining LST-AR model with ARCL model substantiated the reciprocal effects of deviant self-concept and delinquent behaviors, even after the stable trait component of deviant self-concept was taken into account. The present findings shed lights on the reciprocal effects of behaviors (i.e., delinquency) and self concepts (i.e., deviant self-concept). Not only did behaviors change corresponding self-concept, but the ways adolescents perceived themselves influenced their behaviors.

• Journal of the Korean Geographical Society
• /
• v.44 no.6
• /
• pp.797-812
• /
• 2009

The purpose of this study is to analyze cause-and-effect relationships between patterns of the road network and socio-economic factors such as population, industry, and land use of Seoul during the period of 1970~2000. In this study, Structural Equation Model (SEM) is used to estimate simultaneously the cause-and-effect relationships between many independent variables and dependent variables. For the observed variables, variables related to population, industry, land price, land use, and road variables were included; these variables were classified by exploratory factor analysis. The analysis using the SEM showed that the structure of the model changed around the 1980's. In general, socio-economic factors such as population, industry, and land use affected construction of the road network of the city during the 1970's and the 1980's. Especially, it was analyzed that the industrial development had the greatest impact on formation of the road network. In the 1990's, the effect that the road network exerts on socio-economic factors proved to be more appropriate than the other way round. At that time, the road-related factors had the greatest effect on the land price and industrial development, and that tendency has continued until now.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
• /
• v.12 no.3
• /
• pp.192-200
• /
• 2019

This paper is analyzed causality using cointegration test and impact response after deriving a causality between direct overseas purchasing and sale and macroeconomic variables. The model used for the empirical analysis is the vector error correlation model. The model is used the macroeconomic variables such as the consumer price index and the GDP, and e-commerce variables such as direct overseas purchasing, direct overseas sales and online shopping amount. According to empirical analysis, the direct overseas purchasing has the causality with the consumer price index, and GDP has the causality with direct overseas purchasing and online. According to the impact response analysis of the VECM, the direct overseas purchasing has a positive effect on the CPI and GDP, but the direct overseas sales has a negative effect on the CPI and GDP. In addition, both direct overseas purchasing and sales have a negative effect on online shopping, but it has been shown that the direct overseas purchasing has a bigger negative effect on online shopping.

• Korean Journal of Social Welfare
• /
• v.64 no.4
• /
• pp.285-310
• /
• 2012

This study examined the causal relationship of between stressors and depression using the wave 1~4 of Korean Welfare Panel Study by social stress theory. According to the result, the level of depression and depressed group was decreased in the course of time. As a panel regression analysis, Factors affecting the reduction of depression was upward of the income hierarchy, increase the satisfaction of family and social relationships, and residential satisfaction. Based on the results, the author suggested that social work policies and intervention direction should decrease social stress factors with causality to depression of the men in baby boom generation.

• Asia Marketing Journal
• /
• v.5 no.3
• /
• pp.1-34
• /
• 2003

서비스마케팅문헌을 살펴보면 지각된 서비스품질 및 이에 대한 고객반응에 초점을 맞추어 이루어진 연구들이 많이 있다. 그러나 본 연구에서는 지각된 서비스품질이 실질적으로 서비스 구매자인 소비자의 재구매 행위와 어떤 인과관계가 있고 또한 로열티와는 어떤 인과성을 갖는지를 규명하는데 주력하였다. 아울러 이러한 인과성이 조절변수인 라이프스타일에 따라 어떤 차이가 발생하는지를 규명하고자 하였다. 지각된 서비스품질을 측정하는 있어서는 기존 SERVQUAL방식의 측정개념이 아닌 Johnson, Tsiros & Lancioni(1995)가 적용한 일반적 시스템 접근법(투입, 과정, 성과변수로 측정)을 활용하여 새롭게 접근하고자 노력하였다. 연구결과 지각된 서비스품질은 이를 구성하는 선행변수(투입요소와 과정 및 성과요소)와 긍정적인 정(+)의 인과관계를 나타내고 있으며, 특히 성과요소에 의해 서비스품질이 지각되는 경향이 매우 큰 것으로 분석되었다. 또한 지각된 서비스품질은 재구매 의사와 로열티에 긍정적인 영향을 미치고 있는 것으로 검증되었으며 이러한 모든 인과관계는 소비자들의 라이프스타일 유형에 따라 다르게 나타나고 있었다. 따라서 서비스산업에 있어 마케팅전략을 수립하는데 있어서도 유형적 제품과 마찬가지로 라이프스타일을 이용한 시장세분화 전략을 활용할 필요가 있다.