• 기술경영경제학회:학술대회논문집
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• 기술경영경제학회 1999년도 제16회 동계학술발표회 논문집
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• pp.181-196
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• 1999

• 대한임상약리학회:학술대회논문집
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• 대한임상약리학회 2002년도 제11차 추계학술대회
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• pp.11-11
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• 2002

• 자원ㆍ환경경제연구
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• 제12권4호
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• pp.687-708
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• 2003

VAR(벡터자기회귀)에서 모형의 식별가정에 관한 주된 비판은 변수의 나열순서에 따라 결과가 달라진다는 것이다. 본 논문은 Swanson and Granger (1997) 이후 시계열 분석에 활발히 적용되기 시작한 그래프이론이 이와 같은 임의식별 문제를 해결함으로써, 자원가격의 가격발현과정을 이해하는데 유용한 수단임을 보여준다. 모형이 이론적 방법론을 소개한 후, 미국 대두의 지역 베이시스를 이용한 실증추정 결과를 제시한다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.468-472
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• 2003

The lifting technique is a standard control procedure that is commonly applied to dual-rate systems, where a critical difficulty is that care must be taken so that the resulting equivalent system preserves the causality constraint between the control signal and the measured output. To overcome this difficulty, the most attractive result has been suggested by defining control time sequences as the union of sample and hold time sequences. However, the sacrifice of regular control period scheme results in some serious disadvantages; restrictions on the implementation to hardware and the corresponding inefficient control scheme. On the contrary, this paper proposes a novel dual-rate control technique, which redescribes the system as a control-rate-based system having regular control period and designs the controller, with no causality constraint, through Linear Matrix Inequality (LMI) formulation.

• 대한교통학회지
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• 제20권1호
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• pp.101-110
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• 2002

본 연구는 통행배분 모형과 네트워크 로딩의 일반적인 원리 및 그 관계를 규명하고. 시간을 고려한 네트워크 로딩방법 즉, 동적네트워크 로딩 방법을 소개한다. 우선 본 연구에서는, 동적 네트워크 로딩을 올바로 구현하기 위해 인과성 (causality), FIFO(First-In-First-Out), 교통량전파(flow propagation), 교통류보존(flow conservation) 등의 조건이 만족되어야 함을 제기한다. 그리고, 구체적인 동적 네트워크 로딩 방법을 알고리즘 형식으로 설명하였으며, 이후 링크 비용함수로써 결정적 대기행렬모형을 도입하여 가상 네트워크 속에서 동적 네트워크 로딩이 어떻게 이루어지는지를 수치적으로 보여준다.

• 통상정보연구
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• 제8권2호
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• pp.299-312
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• 2006

This study examines the relations among wage differentials, trade, and productivity in Korea, using the methodology of Granger causality and vector error correction modelling. Cointegration test results over the 1975-2004 period indicate that all the test variables are cointegrated. Therefore, wage differentials, trade, and productivity are all related in the long run. We found some evidence on long-run relationship, while there is no short-run relationship between three test variables. First, trade and wage differentials have positively and bi-directionally Granger causality in the long-run. Second, productivity Granger causes negatively wage differentials in the long-run. Finally, productivity Granger causes positively trade in the long-run. These results explain partially the current theoretical predictions for wage inequality as well as supports the productivity-led growth hypothesis in the Korean economy.

• 한국국방경영분석학회지
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• 제30권1호
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• pp.135-152
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• 2004

Ever since Benoit's(1973, 1978) study, the relationship between defense spending and economic growth has been the subject of extensive empirical works. While a number of studies have reported that higher defense expenditure stimulate economic growth, many other studies have reported that an increase in military burden may hinder economic growth. To the extent that countries differ substantially in socioeconomic structures, the effects of defense spending cannot be generalized across countries. In this paper, Granger causality tests are performed between Korean defense expenditure and economic growth, consumption, investment, inflation and unemployment rate during the period from 1970 to 2002. The results show that Korean defense expenditure did not affect economic growth and unemployment rate. However, Korean defense expenditure caused consumption and inflation to decrease and investment to increase. On the other hand Korean defense expenditure was not Granger-caused by economic growth, consumption, investment, inflation and unemployment rate. In conclusion, the opportunity cost of Korean defense expenditure seemed to be relatively moderate considering Korean security environment. Even if it was not statistically significant, Korean defense burden at least did not bother economic growth.

• 건축역사연구
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• 제18권4호
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• pp.25-41
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• 2009

Louis I. Kahn is cleary one of 20th century great architects. The character of his philosophy of architecture can be condensed as simple words; Architectural Essence, because the very nature of his work based on historicity is so fundamental. Some contemporary architects and architectural critics regard it as a symbol of Post-Modern Architecture era expressing relative multiplicity or an expression of Heideggerian existentialism, but others do as the attribute of fundamentalist like absolute Plato's Idea. Comparing the former, studies of the latter theme have been executed superficially and somewhat biasedly for last decades. In the context, this paper attempt to reanalyze Kahn's idea of 'Architectural Essence' with the deep view of Platonist focused on the concept of binary opposition and causality.

• 재무관리논총
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• 제9권1호
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• pp.221-244
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• 2003

This study is aimed to investigate the effects of foreign exchange rates on stock market returns. For the United States, the United Kingdom, Germany, Japan and Korea, the cross-correlation precedence of foreign exchange rate on stock market is found in the case of Germany and Korea. But that of stock market is not observed in any case. We performed three kinds of causality and exogeneity test of Granger test, Sims test and Geweke-Meese-Dent test. The analyses on the full period show the time-lag causal, exogeneous relation of foreign exchange rates with Granger, Sims and GMD test for Korea. The United Kingdom presents the significance with Granger and Sims test while Germany reveals the time-lag relation with Granger and GMD test. When we divide the period into two parts with the Louvre Accord, the first part give the less degree of time-lag relation. But in the second period the three kinds of causality and exogeneity test propose consistent time-lag relation with foreign exchange rates on stock markets for the United Kingdom and Korea with the three test methods. And Granger's test prove German foreign exchange market have a time-lag relation on stock market.

• 한국경영과학회지
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• 제28권1호
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• pp.11-23
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• 2003

This study Investigates the short and long-run dynamic relationships between the domestic and U.S. stock markets for the period of declining stock prices. It Is well known that the domestic stock market variations are largely caused by the U.S. stock market movements. Multivariate causal tty test Is utilized to examine the lead-lag relationships among four stock prices of KOSPI and KOSDAQ In the domestic part and DOWJONES and NASDAQ In the U.S. part. When the stock prices tend to decrease In the long run, It Is found that both KOSPI and KOSDAQ have closer relations with NASDAQ than DOWJONES. When both of domestic stock markets are severely fluctuate, bidirectional causal relationships appear to exist between NASDAQ and each of KOSPI and KOSDAQ. On the other hand. when the domestic stock markets are relatively stable, unidirectional causality Is found to exist between NASDAQ and each of KOSPI and KOSDAQ. which is explicitly validated by the analysis of variance decomposition.