• Title/Summary/Keyword: 패널분석모형

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An Estimation of Price Elasticity of Electricity Demand with Panel Model (패널모형을 이용한 국내 전력수요의 가격탄력성 추정에 관한 연구)

  • Lee, Jae-Bong;Yoon, Yong-Beum;Ku, Ja-Yeol;Kim, Su-Duk
    • Proceedings of the KIEE Conference
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    • 2011.07a
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    • pp.642-643
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    • 2011
  • 스마트그리드 구현에 실시간요금제 적용이 핵심으로 등장하고 있다. 실시간요금제 적용 시 전력수요의 변동을 시뮬레이션하기 위하여 2005년부터 2009년의 전자식전력량계 계량데이터를 이용하여 전력 수요의 가격탄력성을 구하였다. 가격탄력성을 산출하기 위하여 시계열 분석과 횡단면 분석을 동시에 수행할 수 있는 패널모형 분석을 적용하였으며, 국내 전기요금에 대하여 계약종별, 산업분류별 가격탄력성을 실시간 요금제에 대비하여 1시간 단위로 구하였다. 국내 전력수요의 가격탄력성은 계약종별 및 산업분류별로 대부분의 경우 -0.1 이내로 산출되어 가격탄력성이 매우 낮게 나타났다. 산업분류별로 가격탄력성을 산출함으로써 통계적 유의수준이 높게 나타났다.

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A Study on the Efficiency and Determinants of Static and Dynamic in Korean property casualty insurance Company (국내 손해보험회사의 효율성 및 결정요인에 대한 Static and Dynamic 분석)

  • Kim, Tae-Hyuk;Park, Chun-Gwang;Kim, Byeong-Chul
    • The Korean Journal of Financial Management
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    • v.25 no.4
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    • pp.183-212
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    • 2008
  • The purpose of this paper is to analyze the efficiency change and determinants of the korean non-life insurance companies. we use DEA (Data Envelopment Analysis) model to measure company efficiency change and use GLS, Tobit model, FIixed effect model, Random effect model, GMM to measure efficiency determinants. we utilize ten non-life insurance companies in korea and the panel data for five from 2001 to 2005. The empirical results show the following findings. First, technical efficiency shows that approximately 15.5% of inefficiency exists on the non-life insurance companies and it reveals that the cause for technical inefficiency is due to scale inefficiency. Second, Dea Window results show that the stable dissimilarity by standard deviation, LDP of CCR. Third, the results of efficiency determinants show that increase efficiency is depend on the premium income and real estates.

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The determinants of the youth employment rate using panel tobit model (패널 토빗모형을 이용한 청년채용비율 결정요인 분석)

  • Park, Sungik;Ryu, Jangsoo;Kim, Jonghan;Cho, Jangsik
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.853-862
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    • 2017
  • In this study, we analyse the determinants of the youth employment rate of public agencies and local public enterprises. On the other hand the youth employment rate contains information of the youth employment rate and the size of the youth employment. We use pooled tobit model and panel tobit model since dependent variable is a censored form observed only in a certain area. The results of the analysis are summarized as follows. First, the panel tobit model is more statistically significant as compared to the combined tobit model. Second, the youth employment rate is more statistically significantly higher in 2014 and 2015 than in 2011. Third, the youth employment rate in public enterprises is more statistically significantly higher than that in local public agencies. Finally, the higher the average wage is, the lower the youth employment ratio is.

Analysis of the Relationship between House Price, Income Inequality and Macroeconomic Variables (주택가격, 소득불평등 및 거시경제변수간의 관계분석)

  • Kwon, Sun-Hee;Hyun, Seong-Min
    • Journal of Digital Convergence
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    • v.17 no.1
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    • pp.55-62
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    • 2019
  • This study analyzed the relationship between housing price, purchase price, Gini coefficient, interest rate, and the employment, considering that the change in housing price was an important factor influencing macroeconomic variables and income inequality. The panel VAR model was constructed considering the panel data, and the Granger causality, Impulse response and Variance dispersion analysis were performed. As a result, when compared to before and after the global financial crisis, it was shown that the rent price had an effect on income inequality, but in the following period, both the rent price and the selling price affected the income inequality. And that it has a large impact on inequality. In addition, the causality between income inequality and employment rate, interest rate, and tax rate was confirmed. Therefore, it is expected that it will be a desirable policy to mitigate income inequality considering the influence of policy variables for economic activation including government real estate policy.

R&D and Environmental Kuznets Curve Hypothesis: CO2 Case (R&D 투자와 환경쿠즈네츠 곡선 가설: CO2 사례 분석)

  • Kang, Heechan;Hwang, Sangyeon
    • Environmental and Resource Economics Review
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    • v.25 no.1
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    • pp.89-112
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    • 2016
  • In this paper, as a determining factor of the Environment Kuznets Curve hypothesis, we analyzed the impact of technological innovation. In this paper, in order to empirically validate the role of technological innovation to an inverted U-shaped Environments Kuznets Curve hypothesis, we utilize the 2SLS considering relationship between R&D and the GDP per capita. Also, using the Panel VAR (Panel Vector Auto Regression) model to analyze with what time lag R&D per capita has impact on the emissions of greenhouse gases per capita. Empirical results show that R&D per capita(proxy of innovation) is a important factor to explain Environmental Kuznets Curve hypothesis, and that the external shock such as R&D per capita reduces greenhouse gas emissions per capita with about 3 time lag.

패널자료를 이용한 노년기 거주형태 변화분석

  • Kim, Jeong-Seok
    • Korea journal of population studies
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    • v.30 no.1
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    • pp.1-24
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    • 2007
  • 인구고령화의 진전과 함께 노인들의 거주형태에 대한 사회적. 정책적 관심이 증기하고 있으며, 그에 대한 논의와 연구들 또한 많이 늘어나고 있다. 그러나 이들 연구 대부분이 횡단적 자료(단일 시점이든 여러 시점이든)와 분석에 의존함으로써 노인지 거주형태가 생애주기를 따라 변하는 모습을 충분히 보여주지 못하고 있다. 이 연구는 한국노동연구원의 제1차 및 제6차 노동패널자료를 이용해 노년기 거주형태의 유동성을 경험적으로 제시하려는 목적을 가진다. 이들 위해 거주형태의 출현율(prevalence rate)과 전이율(transition rate)을 개념적으로 구분하고 자녀동거여부에 대한 분석을 실시하였다. 두 시점에 대한 횡단폭 분석결과는 노인들의 사회인구학적 특성에 따른 자녀별거경향의 차이를 보여주더라도 생애주기에 따른 역동성을 보여주기에는 한계가 많음이 확인되었다. 두 시점 간의 거주형태 변화에 대한 패널분석에서는 다수 노인들의 거주형태가 주어진 기간 동안 안정적으로 나타났다. 그러나 거주형태의 변화를 경험하는 데에는 연령증가와 배우자 상태변화 등이 중요한 요인임이 확인되었다. 이러한 생애주기적 변화의 효과는 대부분의 계량적 연구에서 유추되는 수준이거나 질적 연구에서만 보고되어 왔던 것이다. 이 연구결과는 노년기 거주형태의 지속성을 보여주는 한편 변화 가능성과 요인을 파악함으로써 노년기 거주형태에 대한 개념적 이해론 공고히 할 것으로 기대된다. 또한 이 연구에서 제시된 방법론적 논의와 접근방식은 생애주기별 변화에 초점을 두고자 하는 다른 연구영역에서도 적용 가능할 것이라 기대된다.

Analysis on the Effects of Renewable Policies in OECD Countries Using Dynamic Panel Model (동적 패널 모형을 이용한 재생에너지 정책의 OECD 국가 재생에너지 보급 효과 분석)

  • Kim, Eunsung;Heo, Eunnyeong
    • Environmental and Resource Economics Review
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    • v.25 no.2
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    • pp.229-253
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    • 2016
  • To achieve the socially optimum level of renewable generation, governments should design renewable policies to induce renewable technologies competitive with conventional generation technologies. And to do that, it is needed to understand how each policy has been effective in promoting renewables for power sector. In most of the literatures, there are two key limitations that they did not considered autocorrelation problem using the amount of generation from renewables as a dependent variable and technology innovation which needs to be preceded technology adoption. In this study, I try to overcome these two problems by using dynamic panel model and adding an additional variable for technology innovation. According to the result, FIT has been effective rather than RPS in promoting renewables for generation and I found the possibility that the counterintuitive results which commonly appeared in existing studies might be due to the two limitations mentioned above.

An Empirical Analysis on the Employment Effect of Korean Exporting using the DPD model (동태패널모형을 활용한 수출의 고용효과 분석)

  • Cin, Beom-Cheol
    • International Area Studies Review
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    • v.13 no.3
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    • pp.213-238
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    • 2009
  • This paper empirically examines effects of exporting on employment over the period 2000-2007 for Korean listed and non-listed manufacturing firms. The paper employs the dynamic panel model of labor demand and controls for simultaneity of the exports and real wages using a two step random effect Tobit-DPD (Dynamic Panel Data) procedure. Our empirical results suggest that surprisingly, there is no robust evidence for employment effects of exporting of Korea's large firms and small-medium sized firms during the sample period after Korean financial crisis. This implies that Korean exporting patterns have been changed in a way that exporting highly capital intensive goods leads to importing more intermediate goods and thus to countervailing the employment effects of exporting. This suggests that expansion of exporting by lowering exporting prices through the bilateral FTA might not be helpful to enhancing employment in Korea.

Analysis of Determinants of Civilian City Gas Demand Considering Spatial Correlation (공간적 상관성을 고려한 민수용 도시가스 수요결정 요인 분석)

  • Eunbi Park;DooHwan Won
    • Environmental and Resource Economics Review
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    • v.33 no.1
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    • pp.59-86
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    • 2024
  • Recently, research on city gas demand is increasing by reflecting the characteristics of each region. The similarity of the social structure of the adjacent region and the density of the supply infrastructure induce spatial correlation with the clustering that has a microscopic relationship between regions. Accordingly, as a result of analyzing the spatial correlation after dividing the demand for city gas for civilian use into a total of 54 regions based on the jurisdiction of 34 city gas companies, it was confirmed that there was a positive spatial correlation from a global and local perspective. In this study, the demand for city gas for civilian use for 54 regions from January 2014 to December 2022 was composed of panel data, and the spatial panel regression analysis and the general panel regression analysis were compared, and it was found that the spatial error model (SEM) was the most suitable model. This presents policy and practical implications by confirming that the demand for city gas for civilian use in one region has a significant relationship with the adjacent region.

The Impact of Bilateral Free Trade Agreements on International Trade Volume of Bulk Shipment at the Port of Korea: Focusing on Korea's FTA with Singapore, India, and United States (한·단일국가 FTA체결에 따른 우리나라 벌크물동량 영향분석 : 싱가포르, 인도, 미국을 중심으로)

  • Lee, Kyong-Han;Choi, Nayoung-Hwan
    • Journal of Navigation and Port Research
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    • v.40 no.6
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    • pp.485-494
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    • 2016
  • The primary purpose of this study is to analyze the impact and determinants of bilateral Free Trade Agreements on international total bulk shipment trade volume at the port of Korea using the Panel Gravity Model. The model estimates the aggregated panel data of exports and imports (excluding transshipment) as a dependent variable during the period from 1996 to 2015. GDP, GDP per capita, distances between bilateral countries, and FTA dummies are included as independent variables. And the economic integration of FTAs including ASEAN+3 and NAFTA3 countries were used as dummy variables. Study results show that GDP and GDP per capita have positive impacts on bulk shipment trade volume at the port of Korea. In addition, Korea's bilateral FTAs with Singapore, India and the United States have positive effects on total bulk trade volume in Korea. This is the so called trade creation effect. On the other hand, ASEAN+3 and NAFTA have negative effects on the total bulk trade. This is the so called trade diversion effect. Also, the distance between Korea and its trade partners has a negative impact. These findings provide insights for: further academic research, site operators who work in related trade and maritime sectors, and policy makers engaged in port and maritime operations. The results can be used to develop strategies for maximizing bulk port throughput.