• 제목/요약/키워드: Econometric Approaches

검색결과 23건 처리시간 0.019초

산업부분 에너지 효율 변화요인 분석 (The Analysis on the Determinants of Energy Efficiency Changes in the Industrial Sector)

  • 나인강;이성근
    • 자원ㆍ환경경제연구
    • /
    • 제17권2호
    • /
    • pp.255-286
    • /
    • 2008
  • 에너지 요인분석의 한계와 확장을 위하여 요인분석과 계량모형의 결합을 시도하였다. 에너지 원단위 효과의 변화 결정 요인을 계량적 방법으로 추정하고, 에너지 원단위 효과와 계량모형의 에너지 효율 변화를 비교하였다. 에너지 원단위 효과를 이용한 확장모형에서 에너지 가격이 오르면 에너지 원단위 효과가 개선되는 것으로 나타나고 있다. 그리고 계량모형에서 에너지 효율 변수의 대변수인 시간추세의 준탄력성을 살펴보면, 단기에서는 -0.02로 장기에서는 -0.04로 서서히 완만한 에너지 효율 개선을 보이고 있다. 마지막으로 요인분해 결과와 계량모형의 결과를 비교하면, 전체 제조업과 8개 제조업 업종 중 4개 업종의 경우 에너지 효율의 개선 방향이 일치하는 결과를 보이고 있다. 요인분해의 결과와 계량모형의 결과 비교에서 나타나듯이, 두 방법이 서로 교류할 수 없는 방법이 아니라는 점을 확인하였다. 향후 학문적 정책적 노력에 따라 최소한 서로 보완할 수 있는 여지가 충분히 있음을 보였다. 따라서 이러한 연구가 지속될 수 있는 학문적 정책적 노력이 필요하다고 할 수 있다.

  • PDF

A Study on the Determinants of Bilateral Trade : Evidence from China and US

  • He, Yugang
    • 동아시아경상학회지
    • /
    • 제7권1호
    • /
    • pp.27-38
    • /
    • 2019
  • Purpose - Recently, the trade war between China and US has been escalating, which has also attracted worldwide attention. Based on this background, this paper sets China and US as an example to explore the determinants of bilateral trade between China and US. Research design, date, and methodology - A quarterly data from the 2000-Q1 to the 2017-Q4 will be used to perform an empirical analysis under some econometric approaches such as the fully modified least squares and the vector error correction estimates. Result - The results illustrate that the two economic entities of China and US have the greatest positive effect on bilateral trade between China and US. The real exchange rate has a positive effect on bilateral trade between China and US. The nominal exchange rate has a negative effect on bilateral trade between China and US in the short run. US's average price has a positive effect on bilateral trade between China and US in the short run. China's average price has a negative effect on bilateral trade between China and US in the short run. Meanwhile, the bilateral trade between China and US also suffers from the economic crisis happened in 2008. Even through the bilateral trade between China and US in the short run is deviate from the long-run equilibrium, there exist an error correction mechanism back to the long-run equilibrium. Conclusion - This paper provides some empirical evidences for both governments. Based on the results of this paper, both governments should take corresponding measures to promote the development of bilateral trade between China and US.

A Study on the Determinants of Income Distribution: Evidence from Macroeconomics

  • He, Yugang;Feng, Wang
    • 유통과학연구
    • /
    • 제17권1호
    • /
    • pp.21-31
    • /
    • 2019
  • Purpose - As the market economy deepens, the issue of social equity caused by income distribution becomes more and more significant. Therefore, this paper attempts to exploit the determinants of income distribution in terms of macroeconomics. Research design, data, and methodology - The data set from 1990 to 2017 will be used to conduct an empirical analysis under a menu of econometric approaches such as vector autoregressive model and impulse response function. The income distribution and other macroeconomic variables such as foreign direct investment and employment will be used to conduct an empirical analysis to explore the determinants of income distribution in terms of macroeconomics. Results - The findings indicate that the income distribution is related with macroeconomics. More specifically, the export, import, GDP and foreign direct investment play a role in deteriorating the income distribution. Conversely, the industrialization, inflation and employment can improve the income distribution. Unfortunately, the inflation and employment do not get through under 5% significant test. Conclusions - Due to that a good income distribution can be beneficial for both a country and an individual, this paper provides a new scope for China's government to improve its income distribution in terms of macroeconomics.

The Impact of Cross-Border Tourism on Bilateral Trade: Evidence from BRICS Countries

  • He, Yugang
    • 융합경영연구
    • /
    • 제6권4호
    • /
    • pp.29-39
    • /
    • 2018
  • Purpose - With the improvement of people's living standards, traveling abroad has become a common way for people to release the pressure of life and work. In economics, this kind of way can affect the international trade. Because of this background, this paper sets BRICS countries as an example to explore the impact of cross-border tourism on bilateral trade. Research design, data, and Methodology - The annual time series data sets form 1998 to 2016 are used to perform an empirical analysis under a series of econometric approaches such as the Phillips-Perron test and the Engle-Granger two-step test. In this paper, the cross-border tourism and the bilateral trade will be used to conduct an empirical analysis based on the econometric approaches to analyze the impact of cross-border tourism on bilateral trade. Results - The finding of this paper show that there is a long-run relationship between cross-border tourism and bilateral trade in this sample. Moreover, the cross-border tourism is the Granger causality of bilateral trade. Namely, the cross-border tourism can promote the development of bilateral trade. Conclusions - In short, the evidences that this paper presents show that the cross-border tourism is a driving factor that impacts the bilateral trade in the sample of BRICS countries.

DETERMINANTS OF APARTMENT RENTS IN THE SEOUL METROPOLITAN REGION: SPATIAL ECONOMETRIC APPROACHES

  • Lee, Dongsung
    • 도시과학
    • /
    • 제9권1호
    • /
    • pp.33-40
    • /
    • 2020
  • This research aims to analyze the determinants of apartment rents in the Seoul Metropolitan area using spatial econometrics approaches. Since spatial econometrics approaches have advantages to solve limitations of ordinary multiple regression such as spatial dependence and spatial heterogeneity. This research includes structural variables such as number of rooms and baths, neighborhood variables such as number of housing units in the apartment complex, and location variables including distances to subway stations, to traditional markets, to educational institutes, and to urban services such as parks, etc. The result shows that the accessibilities to the CBD, to subcenters, to subway station, to school, and to parks contribute to apartment rent uplift and also shows different spatial variations in rent premiums by accessibility variables. In particular, apartments located south of Han river along the Lines 2, 3, 7 and 9 have the highest rent premiums due to the accessibility to the subway.

부산시 실거래 주택매매 가격을 이용한 공간계량모형의 적합도 비교연구 (A Comparative Study on the Goodness of Fit in Spatial Econometric Models Using Housing Transaction Prices of Busan, Korea)

  • 정건섭;김성우;이양원
    • 한국지리정보학회지
    • /
    • 제15권1호
    • /
    • pp.43-51
    • /
    • 2012
  • 주택시장 분석에 널리 사용되는 헤도닉 방법은 OLS(ordinary least squares) 모형을 이용하는데, 이는 오차가 독립적이며, 평균이 0이고, 분산이 일정하다는 가정에 기초한다. 그러나 공간 자기상관이 존재할 경우에는 이러한 가정에 위배되며, 공간효과를 제대로 반영하지 않으면 왜곡된 추정결과를 가져오게 된다. 최근 이에 대한 대안으로 공간계량모형이 도입되고 있는데, 이 연구에서는 OLS 모형과 공간계량모형의 적합도를 비교 평가하고자 한다. 부산시 실거래 주택매매 가격자료를 이용하여 분석한 결과, OLS를 이용한 기존의 헤도닉 모형보다는 공간자기상관을 고려한 공간계량모형들이 보다 설명력이 높았다. Dubin이 제시한 기준과 Log Likelihood 기준을 통해 볼 때 공간계량모형 중에서는 공간자기회귀모형(spatial autoregressive model: SAR)모형의 적합도가 높은 것으로 나타났다. 이를 통해 주택가격에 있어서의 공간효과를 확인할 수 있었으며, 재건축 추진여부가 아파트 매매가격에 매우 큰 영향을 미침을 알 수 있었다. 또한 적절한 공간계량모형의 선택은 정부의 주택정책에 있어서도 매우 중요하다고 하겠다.

농촌지도의 두 가지 관점의 비교;계량적 방법과 비(非)계량적 방법의 비교 (A Comparison between Two Viewpoints of Agricultural Extension;A comparison between economic and non-economic method)

  • 임형백;윤준상
    • 농촌지도와개발
    • /
    • 제6권2호
    • /
    • pp.105-118
    • /
    • 1999
  • There are two viewpoints in agricultural extension. One is economics(econometrics) the is non-econometric social sciences. In Korea economic means mainstream economics. Most mainstream economists have tried to solve the social and economic problems of Korea using their basic principles and econometrics. This mainstream economics have been supported by the Korean government and many people due to its convenience, effectiveness, and clearness. However, Agriculture and agricultural extension should be studied through multidisciplinary approaches after considering their specific social structures. Especially, Korean agriculture and agricultural extension have many aspects that can not be easily explained by main stream economics. In this study, the researchers will; 1)identify the origin, growth, and limitation of mainstream economics, i.e. econometrics 2)identify the paradigm and the view of social sciences and out-of-mainstream economics to make up for the limitation of main stream economics in explain the agriculture and agricultural extension in Korea, and 3)suggest to use multidisciplinary approaches to solve the agriculture and agricultural extension in Korea.

  • PDF

한국 연근해 멸치자원량 추정 - Maximum Entropy기법의 응용 - (Estimating the Biological Growth Function of Korean Anchovy: A Maximum Entropy Approach)

  • 김기철;권오상
    • 자원ㆍ환경경제연구
    • /
    • 제9권2호
    • /
    • pp.285-309
    • /
    • 2000
  • One of the main issues in natural resource economics is estimating the amount of stock and the biological growth functions of renewable natural resources. Since the stock level is not directly observed the usual econometric approaches cannot be employed for this purpose. The maximum entropy approach has been suggested as a useful alternative to estimate the dynamic model of natural resource use. This study estimates the stock and the growth function of Korean anchovy using the data for yield and yield efforts. The results show that the current level of anchovy yield exceeds its maximum sustainable yield, which implies that the stock will decrease substantially over time.

  • PDF

특허 시스템의 정량 분석을 위한 시스템 다이내믹스 모형 (A System Dynamics Model for Quantitative Analysis of Patent Systems)

  • 윤민호
    • 한국시스템다이내믹스연구
    • /
    • 제17권2호
    • /
    • pp.33-56
    • /
    • 2016
  • In this paper, a system dynamics model for explaining the application, grant and maintenance of patents is provided. Existing literatures regarding the patent application system are mostly econometric approaches that consider only economic variables such as GDP and R&D. The model in this paper includes patent variables such as disputes as well as economic variables. Moreover, we show that the model can be used in not only a quantitative prediction but also policy experiment. The results of the policy experiment shows that strengthening protection of patents tend to increase the propensity to patent more than R&D investment.

에너지 부문을 고려한 한국경제의 일반균형모형화

  • 김승래;김태유
    • 자원ㆍ환경경제연구
    • /
    • 제5권1호
    • /
    • pp.1-39
    • /
    • 1995
  • 본 연구는 에너지정책을 종합적 차원에서 일반경제정책과 병행하여 정량적으로 분석할 수 있는 수리모형 (numerical multi-sector general equilibrium model)을 개발하기 위하여 시도되었다. 모형은 크게 (i) 가격/기술변화 반응적인 투입-산출계수를 내생화한 "산업간 거래모형 (inter-industry production model)", (ii) 민간에 의한 최종부문 수요를 나다내는 "소비자 선택모형 (consumer choices model)", 그리고 (iii) 생산물시장과 본원적 투입요소시장, 수출입시장 등에서 민간기업 정부 및 해외라는 개별 경제주체간의 행태를 반영하는 "거시경제 (성장) 모형 (macro-econometric growth model)"으로 구성되어 있다. 이러한 방법은 분석경제를 충분히 세분하고 제(諸)경제변수들의 동시결정적 과정을 중시한 일반균형적 /부문적 접근방법 (general equilibrium/sectoral approaches)을 취함으로써 지금까지 단순한 거시경제모형(aggregate macroeconomic models)이나 전통적 산업연관모형 (static input-output models)에만 의존해 오던 경제예측이나 경제 및 에너지관련 정책의 효과분석이 한층 더 강화될 수 있을 것으로 기대된다.

  • PDF