• 제목/요약/키워드: Empirical Dynamic Model

검색결과 316건 처리시간 0.032초

The Impact of Inflation on Chinese Housing Bubble -Empirical Study Based on Provincial Panel Data-

  • 고풍목;판강지;장연연
    • 부동산연구
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    • 제27권1호
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    • pp.33-44
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    • 2017
  • 최근 중국은 부동산 가격이 급격히 상승하고 있으며, 인플레이션이 부동산 가격의 상승을 유발시킨다는 주장이 제기되고 있다. 따라서 본 연구에서는 2006-2014년의 중국 성별 패널 자료를 이용하여 인플레이션이 중국 부동산시장의 버블에 미치는 영향을 분석하였다. 분석방법은 정태 및 동태(static and dynamic) 패널 데이터 모델을 사용하였다. 본 연구의 분석결과, 인플레이션이 중국 부동산 버블형성의 주요 원인이며 중국 동부지역에서 그 영향이 더욱 뚜렷하게 나타남을 확인할 수 있었다. 우리는 더불어 중국부동산거품이 일정 정도 시장자체조정기제의 영향을 받았다는 흥미로운 현상을 발견했다.

Fundamental vibration frequency prediction of historical masonry bridges

  • Onat, Onur
    • Structural Engineering and Mechanics
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    • 제69권2호
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    • pp.155-162
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    • 2019
  • It is very common to find an empirical formulation in an earthquake design code to calculate fundamental vibration period of a structural system. Fundamental vibration period or frequency is a key parameter to provide adequate information pertinent to dynamic characteristics and performance assessment of a structure. This parameter enables to assess seismic demand of a structure. It is possible to find an empirical formulation related to reinforced concrete structures, masonry towers and slender masonry structures. Calculated natural vibration frequencies suggested by empirical formulation in the literatures has not suits in a high accuracy to the case of rest of the historical masonry bridges due to different construction techniques and wide variety of material properties. For the listed reasons, estimation of fundamental frequency gets harder. This paper aims to present an empirical formulation through Mean Square Error study to find ambient vibration frequency of historical masonry bridges by using a non-linear regression model. For this purpose, a series of data collected from literature especially focused on the finite element models of historical masonry bridges modelled in a full scale to get first global natural frequency, unit weight and elasticity modulus of used dominant material based on homogenization approach, length, height and width of the masonry bridge and main span length were considered to predict natural vibration frequency. An empirical formulation is proposed with 81% accuracy. Also, this study draw attention that this accuracy decreases to 35%, if the modulus of elasticity and unit weight are ignored.

원유수입과 환율변동성 (Petroleum Imports and Exchange Rate Volatility)

  • 모수원;김창범
    • 자원ㆍ환경경제연구
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    • 제11권3호
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    • pp.397-414
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    • 2002
  • This paper presents an empirical analysis of exchange rate volatility, petroleum's import price and industrial production on petroleum imports. The GARCH framework is used to measure the exchange rate volatility. One of the most appealing features of the GARCH model is that it captures the volatility clustering phenomenon. We found one long-run relationship between petroleum imports, import price, industrial production, and exchange rate volatility using Johansen's multivariate cointegration methodology. Since there exists a cointegrating vector, therefore, we employ an error correction model to examine the short-run dynamic linkage, finding that the exchange rate volatility performs a key role in the short-run. This paper also apply impulse-response functions to provide the dynamic responses of energy consumption to the exchange rate volatility. The results show that the response of energy consumption to exchange rate volatility declines at the first month and dies out very quickly.

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지중파에 의한 지하 구조물의 부재피해평가를 위한 고속해석모델 적용 가능성 연구 (Feasibility Study on a Damage Assessment of Underground Structures by Ground Shock Using the Fast Running Model)

  • 성승훈;정진웅
    • 한국군사과학기술학회지
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    • 제21권3호
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    • pp.279-287
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    • 2018
  • This study investigated applicability of the fast running model for damage assessment of underground structures by ground shock. For this reason, the fast running model that consists of two main models such as the ground shock generation and propagation model and the underground structural damage assessment model was developed. The ground shock generation and propagation model was programed using theoretical formula and empirical formula introduced in TM5-855-1(US army manual). The single degree of freedom model of structural components was utilized to predict structural dynamic displacements which are used as index to assess damage level of components. In order to confirm the feasibility of the developed fast running model, underground structural dynamic displacements estimated from the fast running model were compared to displacements obtained from the finite element analysis.

국제유가와 소비자물가의 변동 (The Relationship between World Oil Price and Consummer Price Index in Korea)

  • 김영덕
    • 자원ㆍ환경경제연구
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    • 제9권2호
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    • pp.373-391
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    • 2000
  • This paper investigates the existence of a long-run relationship between world oil price and consumer price index for Korea during 1983~1999. The cointegration and error correction modelling approaches have been applied. Empirical results suggest that there exists a long-run relationship among world oil prices. consumer prices, M2 and a production gap variable. The dynamic behavior of the relationship has been investigated by estimating a error correction model, in which the error correction term have been found significant. The error correction model has also been found to be robust as it satisfy almost all relevant diagnostic tests.

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규범적 학습요인의 탐색 (Exploring the Normative Factors in Organizational Learning)

  • 홍민기
    • 한국시스템다이내믹스연구
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    • 제15권4호
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    • pp.129-159
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    • 2014
  • This Study discuss exploring normative-prescriptive factors after the themes on Organizational learning categorize two descriptive/explanatory-perspectives, prescriptive/normative dimension. The former would contain information processing model, theory of action, organizing in organization, while Senge's suggestion on Learning Organization may compose the latter. Each perspective is reconstructed and reinterpreted into the causal mapping relationship founded on system thinking and SD. Underlying on the former try to discovery validities of the latter. But this study only put forward the integral-dynamic model of organizational learning without empirical simulation.

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서지 발현과 성능 예측을 위한 원심압축기 동적 거동 모델 (Dynamic Model of Centrifugal Compressor for Prediction of Surge Evolution and Performance Variations)

  • 정문청;한재영;유상석
    • 대한기계학회논문집B
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    • 제40권5호
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    • pp.297-304
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    • 2016
  • 통상 제어기 설계용으로 개발되는 차량용 수퍼 차져의 동적 거동 모델은 경험식에 의존한 압축기 맵을 활용하고 있어, 실제 서지 현상의 발생에 따른 시스템의 영향과 거동특성을 모사하는데 한계가 있다. 본 연구에서는 수퍼 차져의 운전 동특성을 모사할 수 있는 해석기반 압축기 모델을 개발하고 운전 변동성에 따른 압축기의 운전 추이를 모사하고자 한다. 모델 개발은 SIMULINK$^{(R)}$ 환경에서 진행하고, 기준 동특성 모델은 Greitzer의 압축기 모델을 적용하였다. 해석 결과는 실험 결과와 비교 검증을 통해 모델의 타당성을 확인하였으며 운전 특성 변화에 따른 압축기 성능 및 서지 발생 가능성에 대해 확인 하였다.

IMAGE SYNTHESIS FOR DYNAMIC SCENES

  • Feng, Chen-Chin;Chang, Su-Yuan;Yang, Shi-Nine
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 1999년도 KOBA 방송기술 워크샵 KOBA Broadcasting Technology Workshop
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    • pp.15.1-21
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    • 1999
  • Radiosity method is a global illumination model for image synthesis. It computes all energy interactions among diffuse elements in a virtual environment. One of the major drawbacks if its time consuming computation. Existing radiosity algorithms for static scene is difficult to be applicable to dynamic environments. In this paper we proposed an hierarchical scene partition scheme to speedup the link update computations in the dynamic environments. Since the proposed spatial data structure is global, it not only can be used to speedup the culling of non-affected links after geometry change, but also can be used to accelerate the subsequent visibility computation. Several empirical tests are given to show the efficiency of our improved algorithm.

중역정보 시스템의 활용에 관한 실증연구 (An Empirical Investigation for EIS Utilization:On the Basis of TAM)

  • Kim, Jong-Weon
    • 한국정보시스템학회지:정보시스템연구
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    • 제6권1호
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    • pp.257-291
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    • 1997
  • Today, executives in the company operate their organizations under highly competitive environments with dynamic technological, economic, and political changes. Under these new environment changes, they play the important role in establishing the future directions and strategic orientations of organizations. In general, executive information systems (EIS) are designed to support these roles of executives. They can help executives access and use the information they require about the organization's internal and external environments. In spite of such potential EIS support for executives, only a limited number of empirical studies have been published in this area. by employing a well-established theory of computer usage behavior (Technology Acceptance Model : TAM), this study systematically investigates the key factors in the successful utilization of an EIS. The empirical results from this study may prove useful for both IS researchers and practitioners.

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Dynamic Relationship between Stock Prices and Exchange Rates: Evidence from Nepal

  • Kim, Do-Hyun;Subedi, Shyam;Chung, Sang-Kuck
    • 국제지역연구
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    • 제20권3호
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    • pp.123-144
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    • 2016
  • This paper investigates the linkages between returns both in foreign exchange and stock markets, and uncertainties in two markets using daily data for the period of 16 July 2004 to 30 June 2014 in Nepalese economy. Four hypotheses are tested about how uncertainty influences the stock index and exchange rates. From the empirical results, a bivariate EGARCH-M model is the best to explain the volatility in the two markets. There is a negative relationship from the exchange rates return to stock price return. Empirical results do provide strong empirical confirmation that negative effect of stock index uncertainty and positive effect of exchange rates uncertainty on average stock index. GARCH-in-mean variables in AR modeling are significant and shows that there is positive effect of exchange rates uncertainty and negative effect of stock index uncertainty on average exchange rates. Stock index shocks have longer lived effects on uncertainty in the stock market than exchange rates shock have on uncertainly in the foreign exchange market. The effect of the last period's shock, volatility is more sensitive to its own lagged values.