• 제목/요약/키워드: Long-run Adjustment Process

검색결과 10건 처리시간 0.022초

국내 은행수익성의 장단기적 변동구조 (The Structure of the Short and the Long-Run Variations in the Domestic Bank Earnings)

  • 김태호;박지원;김미연
    • 한국경영과학회지
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    • 제29권1호
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    • pp.31-41
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    • 2004
  • This study analyzes the structure of the variations In the domestic bank earnings and examines their dynamic features by estimating the short-run response and the long-run adjustment Process after the changes in financial market variables. A system of the equations for the bank stock price index and KOSPI is formulated to utilize the whole information in the market and simultaneously estimated to identify the relationships between the market variables and the bank earnings. Since the bank stock price is found to be responsive to changes in none of the market variables in the short run, while being relatively responsive to dollar exchange rate and business state, It implies that a good economic conditions and a stable foreign exchange rate should be maintained to Improve the level of the stock price In the long run. In addition, the dynamic structure of the responses of the bank stock price index and KOSPI to the initial changes in the market variable are compared and anlayzed. The response of the bank stock price appears to take much longer in adjusting to the long-run eouilibrium level than that of KOSPI. As a result, the cumulative response of the bank stock price index over time is found much bigger than that of HOSPI.

국내 청년실업의 단.장기 변동구조 추정 (Estimating the Structure of the Short and the Long Run Variations in the Domestic Youth Unemployment)

  • 김태호
    • 응용통계연구
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    • 제21권2호
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    • pp.201-210
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    • 2008
  • 통계청 고용통계 자료에서 실업률의 변동추이를 보면 국내 실업률은 청년층 실업률과 거의 동일한 변동성향을 보이는 것으로 나타나 청년층의 실업이 전체 실업에 지배적 영향을 미치며, 따라서 바로 국가의 실업문제라는 것을 알 수 있다. 본 연구에서는 국내실업을 청년실업과 중년실업으로 구분하여 동태방정식 통계모형체계를 이용, 이들의 단기적 변동구조와 장기 적 적응과정을 추정하고 비교 분석하였다. 분석 결과는 청년층이 외환위기 발생 이후 지난 10년간 취업환경 악화의 영향을 더 받았으며, 노동시장에의 진입장벽이 더 높았음을 시사한다. 또한 청년과 중년실업은 외생적 영향이 오래 지속되는 장기변동 성향을 가진 것으로 판별되어 실업률이 감소하지 않고 있는 현실을 그대로 반영하지만 청년실업이 상대적으로 긴 적응과정을 가진 것으로 나타났다.

경기동행과 후행 관계에서 실업률 변동성향의 추정 (Estimations for Unemployment Rate Variations in Business Coincident and Lagging Framework)

  • 김태호;정재화
    • 응용통계연구
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    • 제25권1호
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    • pp.45-54
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    • 2012
  • 통계청의 고용통계는 고용환경의 변화와 관련된 정보는 제공하지 않으며, 실업이 경기변동에 따라 변화하지만 함께 발표되는 월간산업동향과 관련된 분석은 제대로 이루어지지 않고 있다. 본 연구는 고용환경의 급변시 우리 사회의 주요 관심사인 실업 및 실망실업의 성향을 국내외 가격변수와 연계해 경기동행과 경기후행의 관계 안에서 통계적으로 분석하였다. 실망실업률은 일반 실업률에 비해 단기적 불균형에서 장기균형으로의 회복 속도가 빠르며, 특히 대부분 변수들의 변화에 상대적으로 민감하게 반응하는 것으로 추정되어 현실을 대변하는 의미있는 통계지표임을 시사한다.

미역양식업의 생산조정과 가격지지 (A Study on the Production Adjustment and Price Support Program of Sea Mustard Aquaculture)

  • 강종호;진상대
    • 수산경영론집
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    • 제32권2호
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    • pp.73-89
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    • 2001
  • The market conditions of sea mustard is changing by overproduction, decreasing price, Import of blanched and salted sea mustard from China into Korea domestic market and increasing market share of sea mustard of China in Japan. In addition, the price support program in sea mustard aquaculture must be modified due to the restriction of domestic support by international organization such as WTO. There are two ways to solve those problems. First is that finding a way to solve the overproduction of sea mustard. One of possible ways is the production adjustment by Marketing Order. Second is that finding an alternative way to replace price support program. The possible way is Direct Payment instead of purchase stockpile system. To introduce marketing Order, outlook center, organization of self-management, production adjustment through output control measure, improvement of market structure, and education/publicity arc necessary. Also, to implement marketing order, setting a model business by government is required. There are two steps for implementation of marketing order. First step is to construct Order Committee including organization of producer, people related marketing. However, this committee must run by government for certain short-term. Second step is to improve quality of product and acceleration of demand. At visual point that enforcement of the first step is completed, government has process that government transfers Order Committees self-correcting. It is desirable that government only conduct the support acts such as quality improvement and acceleration of demand. Also, at early stage it is necessary to have aid system for marketing order For example, we can expect that income increase by production adjustment in long run. However, in short run the income of producer may decrease so, it is required to compensate his economic lose. For compensation, The useful means that can be utilized is direct payment. Direct payment is not continued policy. Also, when production adjustment policy such as Marketing Order has effective results, Direct Payment as an assistant measure must be reduced or abolished. Therefore, when production adjustment acts as an effective tool to control overproduction, Direct Payment system.

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경기 침체기 시장의 공통확률추세 검정 (Statistical testings for common stochastic trends in markets under recession)

  • 조중재;이승은;김태호
    • 응용통계연구
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    • 제29권4호
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    • pp.559-569
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    • 2016
  • 경기침체의 여파가 확산되면서 국내외 충격에 국내 주식, 금융, 부동산 및 실물시장이 함께 영향을 받는지에 대한 관심이 고조되어 왔으나 이에 대한 학문적 규명이 충분히 이루어지지 않고 있다. 본 연구에서는 이들 시장의 동반이동관계가 현실적으로 성립하는지, 그렇다면 어떠한 성향의 장기적 시장조정과정이 발생하는지 통계적으로 검정해 보았다. 시장의 장기적 연관관계는 금융위기 이전에 한해서만 성립되는 것으로 검정되며, 시장 간 장단기 동적 관계를 설명하는 오차수정모형들은 추정된 균형오차들이 모두 매 기간 통계적으로 유의하게 감소하면서 단기적 이탈에서 장기균형으로 조정되어 가는 과정을 일관성 있게 포착하는 것으로 판명되었다.

수입 수산물과 국내산 수산물의 가격간 유통단계별 인과성 분석 : 명태, 갈치, 조기 냉동품을 대상으로 (A Causality Analysis of the Prices between Imported Fisheries and Domestic Fisheries in Distribution Channel)

  • 차영기;김기수
    • 수산경영론집
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    • 제40권2호
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    • pp.105-126
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    • 2009
  • This study applies the cointegration theory to analyse the causality of the prices between imported fisheries and domestic fisheries in distribution channel. We've focused on the prices of import, wholesale and retail about the frozen Alaska pollack, hairtail and croaker which take up high portion and are popular among most of the consumers. In process of analysis, the unit root test was adopted to find the stability of time series data prior to the cointegration test. If the time series data was found as stable one in unit root test, we should analyse the VAR model. If unstable, the cointegratioin test was adopeted to find the long-run equilibrium relationship between the data. When the long-run equilibrium relationship was found among the price of the import, wholesale and retail price, the VECM model was adoped. If not, the differenced VAR model was adopted. The main findings of this study could be summarized as follows ; First, according to the result of the analysis on VAR model, time series data of frozen Alaska pollack was found as stable and has causality relationship and close effect was existing among the import, wholesale and retail price. Second, the data of frozen hairtail was found as an unstable one in unit root test and the result of cointegration test showed the long-run equilibrium relationship at lag 1. From the results of VECM model, we could find that the coefficient of error correction is effective, and the sign is negative(-). It means that the existence of adjustment tendency to long-run equilibrium after a short-run deviation. But the short-run causality of the prices were not found except the price of wholesale. Third, according to the results of differenced VAR model, data from frozen croaker did not have the stability and long-run equilibrium. Moreover, it was found that the import price has a weak causality on the retail price. Because of having difficulties in collecting data, the result of this paper could not explain the relationship among the prices of import, wholesale and retail perfectly. However, it more or less contributed to a long-lasted debate on the direction of causality of price-setting in academic research and provided a useful guide for the policy makers in charge of the price-setting of fisheries products as well.

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시차구조의 설정에 따른 시장변동의 조정과정 분석 (An Analysis for the Adjustment Process of Market Variations by the Formulation of Time tag Structure)

  • 김태호;이청림
    • 응용통계연구
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    • 제16권1호
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    • pp.87-100
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    • 2003
  • 서로 연관관계에 있는 실제의 통계자료들은 동태적, 확률적 동시발생적으로 유발되며, 이로 인해 한 자료의 변동이 다른 자료에 미치는 영향은 같은 기간 뿐 아니라 시차를 두고 여러 기간에 걸쳐 지속되며 조정되어 간다. 그러나 일반적인 선형, 비선형 통계모형을 사용하여 현실동향을 분석하는 경우 자료의 이러한 특성에서 오는 시차관계를 통상 무시함으로써 변수 사이의 관계는 같은 기간 내에 결정되어야 하는 제약이 가해지게 된다. 그 결과 시간이 흐름에 따라 이들의 관계가 변화하는 과정이나 한 변수의 변동이 다른 변수에 미치는 장기적 영향도 추정할 수 없을 뿐 아니라 현실여건의 변동이나 전개과정을 설명하는 데도 큰 결함을 갖게 된다. 시차관계가 존재하는 변수에 실제 여건에 합당한 시차구조가 설정되면 현실이 정확히 반영되고, 모형에 내재된 변수들의 장단기 변동상황과 동태적 적응과정이 파악됨과 동시에 다양한 분석이 가능해지므로 모형의 활용도는 높아지게 된다.

게임 밸런싱을 위한 효과적인 캐릭터 조절 알고리즘 (An Efficient Algorithm for Character Adjustments in Game Balancing)

  • 현혜정;김태식
    • 한국콘텐츠학회논문지
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    • 제8권1호
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    • pp.339-347
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    • 2008
  • 게임에서 밸런스 조절은 그 게임의 성공 여부에 큰 영향을 미치는 중요한 요인으로 자리 잡고 있다. 실제 게임 밸런싱이 정확하게 무엇을 의미하고 어떻게 해야 하는지 구현하기가 매우 어려운 실정이다. 무엇을 위해 게임 밸런싱이 필요하고 게임 중에 게이머를 위한 것인지 게임 자체의 운영을 위한 것인지, 얼마만큼 레벨을 조절할 때 정확하게 밸런싱이 되었다고 해야 할지, 그리고 실제 밸런싱 때 플레이어의 경험과는 어떻게 연계하여 레벨을 조절해서 밸런스를 유지시켜야 할지 등 매우 어려운 문제가 내제되어 있기 때문이다. 이러한 문제에 대한 답변은 매우 주관적이며 게임의 특성에 따라 다르게 표현된다. 따라서 본 연구에서는 객관적 지표를 제공할 수 있는 로그 함수를 이용한 레벨 조절 방안을 제안하고자 한다. 제안된 알고리즘을 사용한 결과 레벨 조절을 수행한 결과와 그렇지 않은 결과가 통계적으로 유의한 차이가 있음을 확인할 수 있었다.

한정된 O-D조사자료를 이용한 주 전체의 트럭교통예측방법 개발 (DEVELOPMENT OF STATEWIDE TRUCK TRAFFIC FORECASTING METHOD BY USING LIMITED O-D SURVEY DATA)

  • 박만배
    • 대한교통학회:학술대회논문집
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    • 대한교통학회 1995년도 제27회 학술발표회
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    • pp.101-113
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    • 1995
  • The objective of this research is to test the feasibility of developing a statewide truck traffic forecasting methodology for Wisconsin by using Origin-Destination surveys, traffic counts, classification counts, and other data that are routinely collected by the Wisconsin Department of Transportation (WisDOT). Development of a feasible model will permit estimation of future truck traffic for every major link in the network. This will provide the basis for improved estimation of future pavement deterioration. Pavement damage rises exponentially as axle weight increases, and trucks are responsible for most of the traffic-induced damage to pavement. Consequently, forecasts of truck traffic are critical to pavement management systems. The pavement Management Decision Supporting System (PMDSS) prepared by WisDOT in May 1990 combines pavement inventory and performance data with a knowledge base consisting of rules for evaluation, problem identification and rehabilitation recommendation. Without a r.easonable truck traffic forecasting methodology, PMDSS is not able to project pavement performance trends in order to make assessment and recommendations in the future years. However, none of WisDOT's existing forecasting methodologies has been designed specifically for predicting truck movements on a statewide highway network. For this research, the Origin-Destination survey data avaiiable from WisDOT, including two stateline areas, one county, and five cities, are analyzed and the zone-to'||'&'||'not;zone truck trip tables are developed. The resulting Origin-Destination Trip Length Frequency (00 TLF) distributions by trip type are applied to the Gravity Model (GM) for comparison with comparable TLFs from the GM. The gravity model is calibrated to obtain friction factor curves for the three trip types, Internal-Internal (I-I), Internal-External (I-E), and External-External (E-E). ~oth "macro-scale" calibration and "micro-scale" calibration are performed. The comparison of the statewide GM TLF with the 00 TLF for the macro-scale calibration does not provide suitable results because the available 00 survey data do not represent an unbiased sample of statewide truck trips. For the "micro-scale" calibration, "partial" GM trip tables that correspond to the 00 survey trip tables are extracted from the full statewide GM trip table. These "partial" GM trip tables are then merged and a partial GM TLF is created. The GM friction factor curves are adjusted until the partial GM TLF matches the 00 TLF. Three friction factor curves, one for each trip type, resulting from the micro-scale calibration produce a reasonable GM truck trip model. A key methodological issue for GM. calibration involves the use of multiple friction factor curves versus a single friction factor curve for each trip type in order to estimate truck trips with reasonable accuracy. A single friction factor curve for each of the three trip types was found to reproduce the 00 TLFs from the calibration data base. Given the very limited trip generation data available for this research, additional refinement of the gravity model using multiple mction factor curves for each trip type was not warranted. In the traditional urban transportation planning studies, the zonal trip productions and attractions and region-wide OD TLFs are available. However, for this research, the information available for the development .of the GM model is limited to Ground Counts (GC) and a limited set ofOD TLFs. The GM is calibrated using the limited OD data, but the OD data are not adequate to obtain good estimates of truck trip productions and attractions .. Consequently, zonal productions and attractions are estimated using zonal population as a first approximation. Then, Selected Link based (SELINK) analyses are used to adjust the productions and attractions and possibly recalibrate the GM. The SELINK adjustment process involves identifying the origins and destinations of all truck trips that are assigned to a specified "selected link" as the result of a standard traffic assignment. A link adjustment factor is computed as the ratio of the actual volume for the link (ground count) to the total assigned volume. This link adjustment factor is then applied to all of the origin and destination zones of the trips using that "selected link". Selected link based analyses are conducted by using both 16 selected links and 32 selected links. The result of SELINK analysis by u~ing 32 selected links provides the least %RMSE in the screenline volume analysis. In addition, the stability of the GM truck estimating model is preserved by using 32 selected links with three SELINK adjustments, that is, the GM remains calibrated despite substantial changes in the input productions and attractions. The coverage of zones provided by 32 selected links is satisfactory. Increasing the number of repetitions beyond four is not reasonable because the stability of GM model in reproducing the OD TLF reaches its limits. The total volume of truck traffic captured by 32 selected links is 107% of total trip productions. But more importantly, ~ELINK adjustment factors for all of the zones can be computed. Evaluation of the travel demand model resulting from the SELINK adjustments is conducted by using screenline volume analysis, functional class and route specific volume analysis, area specific volume analysis, production and attraction analysis, and Vehicle Miles of Travel (VMT) analysis. Screenline volume analysis by using four screenlines with 28 check points are used for evaluation of the adequacy of the overall model. The total trucks crossing the screenlines are compared to the ground count totals. L V/GC ratios of 0.958 by using 32 selected links and 1.001 by using 16 selected links are obtained. The %RM:SE for the four screenlines is inversely proportional to the average ground count totals by screenline .. The magnitude of %RM:SE for the four screenlines resulting from the fourth and last GM run by using 32 and 16 selected links is 22% and 31 % respectively. These results are similar to the overall %RMSE achieved for the 32 and 16 selected links themselves of 19% and 33% respectively. This implies that the SELINICanalysis results are reasonable for all sections of the state.Functional class and route specific volume analysis is possible by using the available 154 classification count check points. The truck traffic crossing the Interstate highways (ISH) with 37 check points, the US highways (USH) with 50 check points, and the State highways (STH) with 67 check points is compared to the actual ground count totals. The magnitude of the overall link volume to ground count ratio by route does not provide any specific pattern of over or underestimate. However, the %R11SE for the ISH shows the least value while that for the STH shows the largest value. This pattern is consistent with the screenline analysis and the overall relationship between %RMSE and ground count volume groups. Area specific volume analysis provides another broad statewide measure of the performance of the overall model. The truck traffic in the North area with 26 check points, the West area with 36 check points, the East area with 29 check points, and the South area with 64 check points are compared to the actual ground count totals. The four areas show similar results. No specific patterns in the L V/GC ratio by area are found. In addition, the %RMSE is computed for each of the four areas. The %RMSEs for the North, West, East, and South areas are 92%, 49%, 27%, and 35% respectively, whereas, the average ground counts are 481, 1383, 1532, and 3154 respectively. As for the screenline and volume range analyses, the %RMSE is inversely related to average link volume. 'The SELINK adjustments of productions and attractions resulted in a very substantial reduction in the total in-state zonal productions and attractions. The initial in-state zonal trip generation model can now be revised with a new trip production's trip rate (total adjusted productions/total population) and a new trip attraction's trip rate. Revised zonal production and attraction adjustment factors can then be developed that only reflect the impact of the SELINK adjustments that cause mcreases or , decreases from the revised zonal estimate of productions and attractions. Analysis of the revised production adjustment factors is conducted by plotting the factors on the state map. The east area of the state including the counties of Brown, Outagamie, Shawano, Wmnebago, Fond du Lac, Marathon shows comparatively large values of the revised adjustment factors. Overall, both small and large values of the revised adjustment factors are scattered around Wisconsin. This suggests that more independent variables beyond just 226; population are needed for the development of the heavy truck trip generation model. More independent variables including zonal employment data (office employees and manufacturing employees) by industry type, zonal private trucks 226; owned and zonal income data which are not available currently should be considered. A plot of frequency distribution of the in-state zones as a function of the revised production and attraction adjustment factors shows the overall " adjustment resulting from the SELINK analysis process. Overall, the revised SELINK adjustments show that the productions for many zones are reduced by, a factor of 0.5 to 0.8 while the productions for ~ relatively few zones are increased by factors from 1.1 to 4 with most of the factors in the 3.0 range. No obvious explanation for the frequency distribution could be found. The revised SELINK adjustments overall appear to be reasonable. The heavy truck VMT analysis is conducted by comparing the 1990 heavy truck VMT that is forecasted by the GM truck forecasting model, 2.975 billions, with the WisDOT computed data. This gives an estimate that is 18.3% less than the WisDOT computation of 3.642 billions of VMT. The WisDOT estimates are based on the sampling the link volumes for USH, 8TH, and CTH. This implies potential error in sampling the average link volume. The WisDOT estimate of heavy truck VMT cannot be tabulated by the three trip types, I-I, I-E ('||'&'||'pound;-I), and E-E. In contrast, the GM forecasting model shows that the proportion ofE-E VMT out of total VMT is 21.24%. In addition, tabulation of heavy truck VMT by route functional class shows that the proportion of truck traffic traversing the freeways and expressways is 76.5%. Only 14.1% of total freeway truck traffic is I-I trips, while 80% of total collector truck traffic is I-I trips. This implies that freeways are traversed mainly by I-E and E-E truck traffic while collectors are used mainly by I-I truck traffic. Other tabulations such as average heavy truck speed by trip type, average travel distance by trip type and the VMT distribution by trip type, route functional class and travel speed are useful information for highway planners to understand the characteristics of statewide heavy truck trip patternS. Heavy truck volumes for the target year 2010 are forecasted by using the GM truck forecasting model. Four scenarios are used. Fo~ better forecasting, ground count- based segment adjustment factors are developed and applied. ISH 90 '||'&'||' 94 and USH 41 are used as example routes. The forecasting results by using the ground count-based segment adjustment factors are satisfactory for long range planning purposes, but additional ground counts would be useful for USH 41. Sensitivity analysis provides estimates of the impacts of the alternative growth rates including information about changes in the trip types using key routes. The network'||'&'||'not;based GMcan easily model scenarios with different rates of growth in rural versus . . urban areas, small versus large cities, and in-state zones versus external stations. cities, and in-state zones versus external stations.

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브랜드 아이덴티티 기반 문화콘텐츠 OSMU 전략 연구 (A Conceptual Framework for One Source Multi Use Strategy of Culture Content)

  • 김영재
    • 만화애니메이션 연구
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    • 통권28호
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    • pp.155-180
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    • 2012
  • 본 연구는 OSMU를 문화콘텐츠가 창출하는 부가가치를 극대화하기 위한 일련의 마케팅 활동으로 파악하고, 브랜드 이론가들이 주장하는 브랜드 자산관리의 전략적 틀을 적용하여, '브랜드 아이덴티티 기반 문화콘텐츠 OSMU 전략'의 개념적 모델을 제시하였다. 문화콘텐츠와 관련하여 소비자가 떠올리는 강력하고 호의적인 연상은 콘텐츠의 높은 브랜드 자산 가치를 구축하는데, 이를 위해 저작권자는 전달하고자 하는 콘텐츠 브랜드 아이덴티티를 결정하고, 이를 OSMU 전략의 수립과 집행의 근간으로 삼아야 한다. 본 연구에서 제시하는 전략 모델에 따르면, 콘텐츠 브랜드 아이덴티티는, 1)다양한 창구를 통해 콘텐츠를 노출시킴에 있어서 필요한 창구화 의사결정, 2)원천 콘텐츠를 어떤 장르로 전환하는 것이 바람직하며, 장르 전환에 있어서 어떤 요소가 유지, 강화되어야 하는가 등에 관한 장르전환 의사 결정, 3)상품화 대상 선정, 상품화 활용 요소 및 상품화 디자인과 관련한 상품화 의사 결정 등 다양한 OSMU 의사 결정의 기준을 제공한다. 또한, 다양한 경로의 소비자 접촉을 브랜드 아이덴티티를 중심으로 조율하고 통합하며, 브랜드 자산의 지속적인 평가를 통해 콘텐츠의 장기적인 부가가치 극대화에 기여한다. 본 연구는 다음과 같은 점에서 기존의 연구와 차별되는 의의를 갖는다고 할 수 있다. 첫째, OSMU를 일련의 과정으로 파악하여 전체적인 흐름을 조망함으로써 OSMU 논의의 폭을 넓히고 있다. 둘째, 창구화, 장르전환, 상품화 등 다양한 OSMU 활동을 통합하고 조율할 필요성에 주목하였다. 셋째, 전략의 초점을 원천 콘텐츠 (One Source)의 부가가치 극대화에 맞춤으로써, 멀티 유즈 (Multi Use) 결과인 장르 전환된 콘텐츠 또는 관련 상품을 위한 전략과의 혼란을 배제하였다. 넷째, OSMU 실행과정에서 저작권자에게 요구되는 다양한 의사결정을 파악하고, 그 기준을 제시함으로써 OSMU 주체의 역할을 강조하였다. 다섯째, 콘텐츠의 내용 이외에도, 마케팅 커뮤니케이션 요소를 논의의 대상에 포함시킴으로써, 콘텐츠 향유자뿐 아니라 미래의 잠재고객을 콘텐츠의 장기적 부가가치 창출원으로 인식하였다.