• Title/Summary/Keyword: 잠재 원인

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유로커런시시장과 외환시장에서의 초과수익률의 모형화

  • Kim, Eung-Gyu
    • The Korean Journal of Financial Studies
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    • v.6 no.1
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    • pp.223-247
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    • 2000
  • 본 연구에서는 유로커런시와 외환시장의 초과수익률을 설명하는 여러 가지 모형을 검증하였다. 비록 Campbell-Clarida(1987)와 Lewis(1990,1991)는 이 시장에서 3개월물의 초과수익률에 대한 단일잠재변수모형을 기각할 수 없었지만 본 연구에서는 이 모형이 여러 포트폴리오에 대하여 기각되고 있음을 보여준다. 그러나 이 모형의 검증은 결합가정을 필요로 하기 때문에 모형의 기각원인을 찾는다는 것은 어려운 일이다. 기각의 가능성으로 세계 경제에 하나 이상의 위험요인이 존재할 수 있다는 것이 될 수도 있고 불안정한 상수가 원인일 수가 있다. 상수의 안정성검증에서 1979년 12월을 전후한 기간에 상수가 변하지 않는다는 귀무가설이 모든 포트폴리오에서 기각되었다. 따라서 양기간에 단일잠재변수모형과 두잠재변수모형을 검증하였다. 모든 포트폴리오에 대하여 1979년 12월 이전에는 단일변수모형이 기각되지 않았지만, 1979년 이후에는 체계적으로 기각되었다. 한편 두잠재변수모형은 양기간 모두에서 기각되지 않았다 따라서 위험요인에 변화를 주는 연방준비은행의 운영절차의 변화가 단일변수모형의 기각의 원인일 수 있다고 유추할 수 있다. 마지막으로 시간 가변적인 베타가 단일변수모형의 기각의 원인이 될 수 있는지를 검증하기 위하여 Harvey(1989,1991)에 의해서 개발된 모형을 적용해 보았지만 모형이 기각되었다. 따라서 유로커런시와 외화자산의 3개월물의 초과수익률에 두 잠재변수모형이 자료를 비교적 잘 설명한다고 볼 수 있다. 그러나 잠재변수모형의 검증은 자산가격결정의 일반균형이론의 검증도 아니고 검증력도 강하지 않기 때문에, 위험프리미엄을 설명해주는 단순한 실증분석으로 보아야 한다.

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Comparison of potential food resources by barn swallow habitat type (제비 서식지 유형에 따른 잠재적 먹이원 비교)

  • Sung Hoon Choi;Seon-Deok Jin;Tehan Kang;Eun-Jung Kim;Joohyuk Yoon;Hong-Shik Oh
    • Korean Journal of Environmental Biology
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    • v.40 no.4
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    • pp.604-614
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    • 2022
  • This study analyzed habitat status of barn swallows within 800 m and changes in potential food resource occurrence for 63 nests (Seocheon 23, Sejong 40) where barn swallows breeding was confirmed in Seocheon and Sejong in 2019 and 2020. As a result of checking habitat compositions of barn swallows in the study area, Sejong showed more varieties of habitat types than Seocheon, showing a larger number of dominant groups. Such large number of dominant groups was found to be an advantageous habitat factor for producing flying insects as potential food resources for barn swallows. As for the production of potential food resources, Seocheon had the highest production in dwelling and stream and Sejong had the highest production in the stream. The production of potential food resources differed in production season by habitat type. This study analyzed compositions of the habitat around the breeding site of swallows. It provides basic data necessary for protecting barn swallow habitats by comparing the production timing and production volume of potential food resources occurring in the habitat.

Estimating Average Causal Effect in Latent Class Analysis (잠재범주분석을 이용한 원인적 영향력 추론에 관한 연구)

  • Park, Gayoung;Chung, Hwan
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1077-1095
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    • 2014
  • Unlike randomized trial, statistical strategies for inferring the unbiased causal relationship are required in the observational studies. Recently, new methods for the causal inference in the observational studies have been proposed such as the matching with the propensity score or the inverse probability treatment weighting. They have focused on how to control the confounders and how to evaluate the effect of the treatment on the result variable. However, these conventional methods are valid only when the treatment variable is categorical and both of the treatment and the result variables are directly observable. Research on the causal inference can be challenging in part because it may not be possible to directly observe the treatment and/or the result variable. To address this difficulty, we propose a method for estimating the average causal effect when both of the treatment and the result variables are latent. The latent class analysis has been applied to calculate the propensity score for the latent treatment variable in order to estimate the causal effect on the latent result variable. In this work, we investigate the causal effect of adolescents delinquency on their substance use using data from the 'National Longitudinal Study of Adolescent Health'.

Determinants of Local Newspapers' Crisis: Portion of Local News (지역신문의 지역 관련 보도 비중에 미치는 요인)

  • Cho, Young-Shin
    • Korean journal of communication and information
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    • v.41
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    • pp.181-199
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    • 2008
  • Many studies analyzing local newspapers' crisis overlooked what a dominant determinant was. Local Newspaper promotion policy might not be effective due to lack of such studies. This study divided main determinants into four; centralization of administrative power, potential advertising market, potential subscribers market, and competition within local newspapers. The results regressing above four determinants on local news portion showed that only two determinants - potential advertising market and competition within local newspapers are statistically significant but the direction is opposite; potential ads market is negative but competition is positive. It can be understood that the market with enough ads market for survival of local newspapers drives them to compete national newspapers by lowering local news.

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Greenhouse Gas Emission and Abatement Potential Analysis for the Korean Horticulture Energy Sector Using Bottom-Up Approach (상향식 접근법에 의한 국내 시설재배 에너지부분의 온실가스 배출량 및 감축 잠재량 분석)

  • Paik, Chunhyun;Chung, Yongjoo
    • Journal of Energy Engineering
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    • v.24 no.4
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    • pp.146-158
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    • 2015
  • A bottom-up approach has been conducted to estimate greenhouse gas (GHG) emission and to analyze the marginal abatement cost for the Korean horticulture energy sector. With the systematically derived activity and energy balance data, the BAUs have been estimated, along with the marginal abatement cost over the period 2010 through 2030. The result from the marginal abatement cost analysis may provide general guidelines and procedures for the establishment of GHG abatement polices.

A Study on the Relation of Bottleneck and Satisfaction Factors in Korean Succession Companies (우리나라 승계기업의 애로사항과 만족도의 관계에 관한 연구)

  • Rho, Hyung-Jin;Han, Sang-Do;Jang, Doc-Sung
    • Journal of the Korea Society of Computer and Information
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    • v.12 no.1 s.45
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    • pp.231-242
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    • 2007
  • This study was conducted to identify the relation of bottleneck and satisfaction factors in Korean succession companies. The final goal of this paper is finding some strategies and supporting system for Korean succession companies. According to the results of the study, we found four latent variables of the cause variables and two latent variables of the result variables. Three latent variables of the cause variables have an direct effect on two latent variables of the result variables.

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유럽의 '가축사료 안전한 이용을 위한 가이드 라인'

  • 정완태
    • Feed Journal
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    • v.3 no.4 s.20
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    • pp.101-103
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    • 2005
  • 가축사료가 인간의 건강 위해의 잠재적 원인의 하나라고 생각되지 않았던 것이, 치근 다양한 식품안전 위기로부터 사료도 식품안전과 관련이 있다는 것이 명백하게 되었다. 소해면상뇌증(일명 광우병)의 발생이 반추동물에 포유동물 육골분사료 급여와 관련되어 인간의 CJD 와의 관련가능성, 1998년 citrus pulp의 다이옥신 오염사례, 2001년의 사료의 다이옥신 오염과 농장에 영향을 미친 가축사료의 호르몬(MPA) 오염 등이 가축사료 안전성과 관련된 사례가 유럽 도처에 있었다. 이러한 사건의 모두는 가축사료의 안전에 대한 주의를 필요로 하고 있다. 이러한 특정의 문제 외에 가축사료와 관련하는 잠재적 위해를 주는 것은 마이코톡신(사료원료의 곰팡이 생성으로 인한)을 포함하여 살모넬라균속과 같은 전염성 물질, 제초제, 살균제등의 농약잔류 및 산업/환경 등에 의한 다른 외부 오염물(수은, PCB, 납, 카드뮴) 등이 있다. 가축과 인간의 건강에 잠재적인 영향과 사료품질은 농장에서 사료 원인 작물의 성장에서부터 곡물 수확 시까지 모든 단계에서 좋은 상황에서 이루어져야 하고, 농장에서부터 철저하게 관리하는 사료의 안전한 이용을 위한 가이드라인이 설정되어 있다.

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Estimation of Pesticide Leaching Potential Using GUS, RF and AF Index in Cheju Citrus Orchard Soils (제주도 감귤원 토양에서 GUS, RF, AF 지수를 이용한 농약의 용탈잠재성 평가)

  • Oh, Sang-Sil;Moon, Doo-Khil;Chung, Jong-Bae;Hyun, Hae-Nam
    • Korean Journal of Environmental Agriculture
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    • v.21 no.1
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    • pp.7-16
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    • 2002
  • Contamination of groundwater by agrochemicals used in the regional-scale Is now a major environmental problem, and this is especially true for Cheju island where virtually all potable water is from groundwater. The objective of this study was to assess leaching potential of eight pesticides in soils of citrus orchards using groundwater ubiquity score (GUS), retardation factor (RF) and attenuation factor (AF). Considering GUS estimated in 30 citrus orchard soils, metribuzin and metolachlor were classified as leacher, alachlor in volcanic ash soils and linuron in non-volcanic soils were classified as leacher, but chlorothalonil and chlorpyrifos were classified as non-leacher. For RF values, metribuzin was classified to be mobile in soils of low organic carbon, metolachlor and alachlor were classified to be moderately immobile in most soils, but linuron, diuron, diniconazole, chlorothalonil and chlorpyrifos were all classified to be very immobile. For AF values, diniconazole, chlorothalonil, and chlorpyrifos were classified to be very unlikely leachable in all of the soils, metribuzin was classified to be likely leachable, and metolahclor, alachlor, linuron and diuron were classified to be leachable only in non-volcanic soils. Although there were some variations in the relative potential of teachability of pesticides estimated with the three different indices, the ranking was essentially determined on the base of the intrinsic properties of the chemicals and environmental properties. Among the eight pesticides, metribuzin, metolachlor, and alachlor, which have high water solubility and low $K_{oc}$ values, have a significant leaching potential especially in non-volcanic ash soils of low organic carbon. But diniconazole, chlorothalonil, and chlorpyrifos, which have low water solubility and high $K_{oc}$ values, were classified to be very immobile in all of the soils. Therefore, to lower the possibility of pesticide contamination of the groundwater in Cheju island, those pesticides which have high water solubility and low $K_{oc}$ values should be used with care in soils of low organic carbon including non-volcanic ash soils.

An Analysis of Teacher's Job Stress: Differences in Teacher-Student Relationship and Parental Involvement (잠재프로파일 분석을 통한 초등학교 교사의 직무스트레스 유형 분류 및 영향 요인 검증: 교사-아동 관계, 학부모 교육 참여 차이)

  • Choi, Hyo-Sik;Yeon, Eun Mo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.22 no.6
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    • pp.431-440
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    • 2021
  • The purpose of this study was to classify the latent profiles of elementary school teachers' job stress and to explore the effects of the relative variables to determine these classifications. In addition, the differences in the teacher-student relationship and parental involvement in school based on the classification were discussed. Data from 709 elementary school teachers who participated in the 11th wave of the Panel Study on Korean Children in 2018 were analyzed by Latent Profile Analysis (LPA). The findings can be summarized as follows. First, four subgroups could be defined according to the elementary school teachers' job stress: low-level job stress group, mid-level job stress group, mid-level administrative work stress group, and mid-level relationship and guidance stress group. Second, the final education and average time to work were significant determinants of the latent groups. Third, teacher-student conflict and parental involvement in school showed differences between the subgroups. Specifically, the mid-level relationship and guidance stress group reported the highest conflict level with children and the lowest parental involvement in school. These findings suggest promoting relief and preventative training programs for elementary school teachers to overcome various job stress.

Surrogate Model for Potential Evapotranspiration Using a difference in Maximum and Minimum Temperature within a Hargreaves Modeling Framework (온도인자를 활용한 Hargreaves 모형 기반의 잠재증발산량 대체 모형 개발)

  • Kim, Ho Jun;Kim, Tae-Jeong;Lee, Kang Wook;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.184-184
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    • 2020
  • 수자원 계획 및 관리 시 증발산량의 정량적 분석은 필수적으로 고려되는 사항 중 하나이다. 일단위 이하의 잠재증발산량 산정은 세계식량기구(FAO)가 Penman-Monteith 방법을 기반으로 개발한 FAO56 PM 방법을 주로 활용하며, 이는 다른 방법에 비하여 높은 정확성과 적용성이 뛰어나다. 그러나 FAO56 PM 방법의 입력 매개변수는 다양한 기상자료이며, 장기간의 신뢰성 높은 자료를 구축하는 것은 어려운 실정이다. 이에 본 연구에서는 증발산량 공식인 Hargreaves 공식을 활용하여 FAO56 PM 방법으로 산정된 잠재증발산량과 기온차 사이의 시계열 관계를 재구성한 회귀분석 기법을 개발하였다. 개발된 모형에 유역면적을 적용하여 유역면적별 잠재증발산량을 산정하였으며, 이를 기존의 잠재증발산량과의 비교를 통해 모형의 적합성을 평가하였다. 결과적으로, 복잡한 잠재증발산량식을 단순한 대체모형(surrogate model)으로 제시함으로써 효율적인 증발산량 정량적 평가와 제한적인 기상자료 조건에 보편적 활용이 가능하다. 향후 연구에서는 회귀분석방법에 Bayesian 추론기법을 활용하여 구성함으로 잠재증발산량의 불확실성을 정량적으로 표현하고자 한다.

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