• KDI Journal of Economic Policy
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• v.29 no.2
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• pp.117-133
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• 2007

This paper evaluates the efficiency of monetary policy in Korea within the framework of interest rate feedback rules. For this, a small open macroeconomic model is constructed in a similar fashion to Ball (1999). The model is shown to capture key features of the Korean economy well. Using this estimated model, optimal instrument rules are derived for a set of different monetary policy objectives. Empirical results find that the actual monetary policy in the class of instrument rules was not very effective in stabilizing the output gap relative to inflation. However, seemingly successful inflation stabilization observed in the data are not consistent with the policy rules as the reaction of the interest rate to inflation is very low. It also appears that the central bank did not react right to movements in the real exchange rate. This paper offers some suggestions for the conduct of monetary policy in Korea.

• Journal of the Earthquake Engineering Society of Korea
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• v.1 no.2
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• pp.1-15
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• 1997

This paper presents substructural identification methods for the assessment of local damages in complex and large structural systems. For this purpose, an auto-regressive and moving average with stochastic input (ARMAX) model is derived for a substructure to process the measurement data impaired by noises. Using the substructural methods, the number of unknown parameters for each identification can be significantly reduced, hence the convergence and accuracy of estimation can be improved. Secondly, the damage index is defined as the ratio of the current stiffness to the baseline value at each element for the damage assessment. The indirect estimation method was performed using the estimated results from the identification of the system matrices from the substructural identification. To demonstrate the proposed techniques, several simulation and experimental example analyses are carried out for structural models of a 2-span truss structure, a 3-span continuous beam model and 3-story building model. The results indicate that the present substructural identification method and damage estimation methods are effective and efficient for local damage estimation of complex structures.

• Proceedings of the Korea Society for Simulation Conference
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• 2004.05a
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• pp.41-47
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• 2004

중심합성계획(central composite design: ccd)은 반응 표면이 곡면적인 특성을 나타낼때 반응 공간을 추정하기 위해 사용되는 실험계획이다. 반응공간이 2차 회귀모형으로 나타나는 경우에 반응곡면의 변화량을 알기 위해서는 변수의 수준이 3이상이 되어야하는데 ccd는 적은 횟수의 실험으로 곡면을 효과적으로 추정하기 위해 2$^{k}$ 요인실험에 추가적으로 중심점(central point)과 축점(axial point)을 표본점에 포함시키는 계획이다. 본 연구에서는 시뮬레이션 실험에서 반응변수가 2차 회귀모형으로 근사되는 경우에 cod를 이용하여 관심 성과치의 반응표면을 추정하고자 한다. 일반적인 실험에서와는 달리 시뮬레이션 실험에서는 두개의 표본점(인자 수준의 조합)에서 분석자가 공통 난수계열(common random number series)을 부여하여 시뮬레이션 시스템 요소의 변화과정을 유사하게 통제할 수 있다. 일반적으로 공통난수법(common random number method)에 의해 얻어지는 두 표본점에서의 반응변수는 서로 양의 상관관계를 가지며 대조 난수(antithetic random number)에 의한 두 반응변수는 음의 상관성을 가지는 것으로 알려졌다. 본 연구는 ccd의 표본점에 공통난수와 대조난수 법을 이용하여 회귀모형의 파라미터를 효과적으로 추정하는 방법을 조사하고 이를 (s, S) 재고관리 모형에 적용하여 그 효율성을 평가하고자 한다.

• The Korean Journal of Applied Statistics
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• v.16 no.1
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• pp.33-44
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• 2003

Typically, it should be use auxiliary variable for calibrating the survey nonreponse in census or sampling survey. Where, if the dimension of auxiliary information is large, then it nay be spend a lot of computing time, and difficult to handle data set. Also because the variance estimator depends on the dimension of auxiliary variables, the variance estimator becomes underestimator. To deal with this problem, we propose the variable selection methods for calibration estimation procedure in unit nonreponse situation and we compare the efficiency by simulation study.

• 지역과문화
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• v.6 no.2
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• pp.77-104
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• 2019

This study examines the efficiency of using local cultural resources in local governments. The study does so by DEA(Data Envelope Analysis) using data from the year 2017 for 17 local governments in Korea. In addition, this study tries to estimate environmental efficiency of local cultural resources. For this, the 'Total Efficiency' including the output variables related to the local cultural resource environment was analyzed. After than It compared the 'Total Efficiency' with the 'Utilization Efficiency', to estimate the 'Environmental Efficiency' of local cultural resources. The followings are results which are significant statistically. Firstly, it was evaluated that five of the 17 local governments utilized the local cultural resources efficiently. Secondly, it was result that the inefficiency of the other local governments was relatively influenced by the economies of scale than PTE(Pure Technical Efficiency). Thirdly, It has been confirmed that environmental aspects such as cultural properties and cultural infrastructure have a considerable impact on the increase or decrease of efficiency in local governments. The difference in the efficiency of local governments are influenced by the population density. In order to improve the efficiency in the future, it is necessary to adjust the appropriate level of input according to the local population estimate, which is a major consumer of the local cultural resource utilization. In addition, the local festivals and village festivals held by local governments should be checked to improve in quality by eliminating inefficiencies. Also, it should be considered of environmental factors together, when analyzing the efficiency of the local cultural resource in local governments.

• Computational Structural Engineering
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• v.5 no.3
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• pp.119-126
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• 1992

Most civil engineering structures such as bridges, power plants, and offshore platforms are apt to suffer structural damages over their service lives caused by adverse loadings, such as earthquakes, wind and wave forces. Accumulation of structural damages over a long period of time might cause catastrophic structural failure. Therefore, a methodology for monitoring the structural integrity is essential for assuring the safety of the existing structures. A method for the damage assessment of structures by the second order inverse modal perturbation technique is presented in this paper. Perturbation equation consists of a matrix equation involving matrices of structural changes(stiffness and mass matrix changes) and matrices of modal property changes(natural frequency and mode shape changes). The damages of a structure are represented as changes in the stiffness matrix. In this study, a second order perturbation equation is formulated for the damage assessment of structures, and solved by an iterative procedure. The effectiveness of the proposed method has been investigated through a series of example analysis. The estimated results for the structural damage indicated that the present method yields resonable estimates for the structural changes.

• Proceedings of the Korea Technology Innovation Society Conference
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• 2005.10a
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• pp.521-532
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• 2005

IT 기업의 기술적 효율성의 정도를 추정하고, 그 결정요인을 알아보기 위해 Coelli(1995)의 확률적프론티어(Stochastic Frontier model) 중 초월대수 변경생산함수(translog stochastic frontier production function)를 설정한다. 분석견과 연구개발투자, 기업의 재무구조, 설비투자효율, 노동소득분배율 등은 기업의 비효율을 감소시키는 역할을 하는 반면, 기업규모, 재고자산증가율, 자기자본증가율 등은 기업의 비효율성을 더 높여주는 것으로 나타났다. 1990년부터 2004년까지 국내 제조업 전체의 생산의 기술적 효율성은 평균 0.5311로 이는 생산효율성이 $53.11\%$임을 의미하고, 비효율성은 $46.89\%$에 달한다고 볼 수 있다. IT 기업의 기술적 효율성은 0.5337회 제조업과 비슷하지만, IT 대기업은 0.61, IT 중소기업은 0.511로 대기업과 중소기업의 격차가 크게 발생하고 있다.

• Journal of Korean Society of Transportation
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• v.23 no.4 s.82
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• pp.57-69
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• 2005

The goal of this paper is to develop freeway Origin-Destination (OD) demand estimation model using real-time traffic data collected from Freeway Traffic Management System (FTMS). In existing research, the micro-simulation models had been used to get a link distribution proportion by time process. Because of hi-level problem between the traffic flow model and the optimal OD solution algorithm, it is difficult for the existing models to be loaded at FTMS. The formulation of methodology proposed in this paper includes traffic flow technique to be able to remove the bi-level problem and optimal solution algorithm using a genetic algorithm. The proposed methodology is evaluated by using the real-time data of SOHAEAN freeway, South Korea.

• Communications for Statistical Applications and Methods
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• v.16 no.2
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• pp.265-275
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• 2009

This paper considers a linear regression model with a spatial autoregressive disturbance with ill-posed data and proposes the generalized maximum entropy(GME) estimator of regression coefficients. The performance of this estimator is investigated via Monte Carlo experiments. The results show that the GME estimator provides efficient and robust estimate for the unknown parameter.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.24 no.8
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• pp.84-93
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• 2010

This paper describes a method of visualization and fast estimation of parameter in continuous time signal. The parameter estimation method of this paper directly estimate the parameters on the basis of the discrete Fourier transform. Also, this paper present to efficient visualization method of dominant parameters obtained in continuous time signal. The proposed methods are applied to test functions with three dominant modes. The results show that the proposed methods are highly applicable to parameter estimation and visualization in continuous time signal.