• 제목/요약/키워드: Real Effective Exchange Rate

검색결과 37건 처리시간 0.02초

한국 통화정책의 효율성 검정 (A Test on the Efficiency of Monetary Policy in Korea)

  • 조성훈;허현승;우희열
    • KDI Journal of Economic Policy
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    • 제29권2호
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    • pp.117-133
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    • 2007
  • 본 논문은 이자율 준칙에 근거하여 한국의 통화정책의 효율성을 인플레이션과 산출갭의 상대적 안정성을 중심으로 경험적으로 검증하는 데 목적이 있다. 이를 위해 1991년 이후 한국의 주요 거시경제 변수를 설명할 수 있는 구조적 모형이 필요한데, 본고에서는 Ball(1999)의 모형과 유사한 소규모 개방경제모형을 도입한다. 모형의 추정결과, 한국 거시경제 변수를 비교적 잘 설명할 수 있음을 확인할 수 있었고 추정된 모형을 바탕으로 이자율준칙의 범위 내에서 최적 통화정책을 도출하였다. 따라서 최적 이자율 준칙하에서의 인플레이션과 산출갭의 변동성을 실제 데이터와 비교할 수 있다. 실증적 분석의 결과, 중앙은행은 산출갭의 변동성보다 인플레이션의 변동성을 낮추는 데 상대적으로 더 효율적이었음을 알 수 있다. 이는 외환위기 이후 인플레이션이 실제 중앙은행의 목표범위 내에서 하락 안정세를 유지하였고 변동성도 상대적으로 크지 않았음을 고려해 볼 때 타당한 결과라고 해석할 수 있다. 그러나 최적 이자율 준칙과 비교해 볼 때 실제 추정된 이자율 준칙은 인플레이션에 대한 반응 정도가 매우 낮아 인플레이션의 안정성이 이자율 준칙이 효과적이었기 때문은 아닌 것으로 나타났다. 또한 인플레이션을 유발할 수 있는 실질환율 상승의 경우 이자율을 오히려 하락시킨 것으로 나타났는데, 이는 이론 및 최적 이자율 준칙과는 배치되는 결과이다.

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System Dynamics를 이용한 인천항 양곡화물 물동량 예측에 관한 연구 (Forecasting the Grain Volumes in Incheon Port Using System Dynamics)

  • 박성일;정현재;여기태
    • 한국항해항만학회지
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    • 제36권6호
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    • pp.521-526
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    • 2012
  • 최근 FTA 체결로 인해 우리나라는 보다 효율적이고 효과적인 수출입 화물의 물동량 관리가 필요한 시점이다. 그 중 양곡화물은 우리나라 국민들의 식생활에 필요한 주요 화물이며 FTA 협정시 주요 수출입 화물로 지정된 바 있다. 일반적으로 양곡화물은 대부분 인천항을 통해 수출입되고 있어 본 연구에서는 인천항에 취급되는 양곡화물 물동량의 향후 수요에 대한 예측 연구를 진행하였다. 연구방법론은 시스템다이내믹스를 사용하였고 양곡화물 물동량에 영향을 주는 요인으로는 인구, 1인당 연간 양곡소비량, GDP, GRDP, 환율, BDI를 이용하였다. 본 연구모델의 시뮬레이션 기간은 2000년부터 2020년이며 2007년까지의 실제 데이터를 사용하였다. 시뮬레이션 결과 2020년에 인천항에서 취급되는 양곡화물의 물동량은 약 2백만 톤으로 예측 되었으며 결과적으로 인천항에서 취급되는 양곡화물 물동량이 지속적으로 감소하는 추세를 보이고 있다. 그리고 예측된 결과값의 정확도를 측정하기 위해 MAPE 검증을 실시하였으며 6.3%의 결과값을 얻어 매우 정확한 예측으로 판정되었다. 또한 양곡화물 물동량에 영향을 주는 각 요인들의 변동에 따라 양곡물동량에 미치는 요인을 살펴보았으며 인구가 양곡물동량에 가장 큰 영향을 미치고 환율은 거의 영향이 없는 것으로 나타났다.

국내 전력산업의 효율성 제고모형에 대한 SD 모형 연구 - 원자력산업을 중심으로 (A SD approach to the Efficiency Improvement of Electric Power Industry in Korea -Focused on the Nuclear Industry)

  • 허훈;이명호
    • 한국시스템다이내믹스연구
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    • 제4권2호
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    • pp.153-171
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    • 2003
  • In this study, we tried to build a model which can deal with the efficient and effective operation of electric power industry, especially focused on the nuclear industry. Here, SD(system Dynamics) approach is used to visualize the underlying phenomenon of the nuclear power industry. SD is a methodology for studying and managing complex feedback systems, such as one finds in business and other social systems, The span of SD applications has grown extensively and now encompasses work in corporate planning and policy design, public management and policy, biological and medical modeling, energy and the environment. Recently, according to the report from KEPCO(Korea Electric Power Corporation), they are considering delaying a new power plant construction. It may be based upon business fluctuation downsized from Korean economic crisis in 1997 and freezing of construction funds due to unstable foreign exchange rate. At this point, we need desperately a kind of strategic model that would contribute to cope with the current business situation, energy generation, Production, and resulting Pollution. Specifically, this model, using SD approach, starts with the detailed drawing of influence diagram, which describes those relevant key points on nuclear power generation systems in electric power industry of Korea. These include such (actors as the operation of nuclear industry and parameters related to the decision making for business policy. Based upon the above-mentioned influence diagram drawn, we developed SD simulation model to evaluate and analyze strategic management of KBPCO. Based on our analysis, we could demonstrate how simulation model can be applied to the real electric power generation in Korea.

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시스템 다이내믹스(SD)에 의한 국내 전력산업의 효율성 제고에 관한 연구: 원자력산업을 중심으로 (A SD approach to the Efficiency Improvement of Electric Power Industry in Korea: Focused on the Nuclear Industry)

  • 이명호;이희상;장인성;최봉식;허훈
    • 한국경영과학회지
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    • 제26권2호
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    • pp.99-109
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    • 2001
  • In this study, we tried to build a model which can deal with the efficient and effective operation of electric power industry, especially focused on the nuclear industry. Here, SD (System Dynamics) approach is used to visualize the underlying phenomenon of the nuclear power industry. SD is a methodology for studying and managing complex feedback systems, such as one finds in business and other social systems. The spend of SD applications has grown extensively and now encompasses work in corporate planning and policy design, public management and policy, biological and medical modeling, energy and the environment. Recently, according to the report from KEPCO (Korea Electric Power Corporation), they are considering delaying a new power plant construction. It may be based upon business fluctuation downsized from Korean economic crisis in 1997 and freezing of construction funds due to unstable foreign exchange rate. At this point, we need disparately a kind of strategic model that would contribute to cope with the current business situation, energy generation, production, and resulting pollution. Specifically, this model, using SD approach, starts with the detailed drawing of influence diagram, which describes those relevant key points on nuclear power generation systems in electric power industry of Korea. These include such factors as the operation of nuclear industry and parameters related to the decision making for business policy. Based upon the above-mentioned influence diagram drawn, we developed SD simulation model to evaluate and analyze strategic management of KEPCO. Based on our analysis, we could demonstrate how simulation model can be applied to the real electric power generation in Korea.

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아프리카에 진출한 중국기업의 해외직접투자에 관한 연구 (Chinese FDI in Africa)

  • 박종돈
    • 통상정보연구
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    • 제16권1호
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    • pp.25-42
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    • 2014
  • 본 연구는 중국에 진출한 아프리카기업의 내생변수인 해외시장몰입이 마케팅전략과 시장진입전략에 어떤 영향을 미치는지를 실증분석 하였고, 해외시장몰입과 기업성과만족도의 상관관계분석을 살펴보았다. 해외시장몰입은 중국기업의 성과만족도에 유의한 정(+)의 영향을 보였다. 시장진입전략과 마케팅전략은 중국기업이 아프리카에 해외직접투자를 진행할 때 기업의 해외시장몰입도에 완전매개효과로 나타났다. 또한 중국기업이 해외활동을 진행할 때 시장진입전략과 마케팅전략의 효과를 분석 검증해 봄으로써 앞으로 아프리카에 직접투자 시 효과적인 제안 및 시사점을 제시하였다.

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입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구 (A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection)

  • 이종식;안현철
    • 지능정보연구
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    • 제23권4호
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    • pp.147-168
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    • 2017
  • 오래 전부터 학계에서는 정확한 주식 시장의 예측에 대한 많은 연구가 진행되어 왔고 현재에도 다양한 기법을 응용한 예측모형들이 연구되고 있다. 특히 최근에는 딥러닝(Deep-Learning)을 포함한 다양한 기계학습기법(Machine Learning Methods)을 이용해 주가지수를 예측하려는 많은 시도들이 진행되고 있다. 전통적인 주식투자거래의 분석기법으로는 기본적 분석과 기술적 분석방법이 사용되지만 보다 단기적인 거래예측이나 통계학적, 수리적 기법을 응용하기에는 기술적 분석 방법이 보다 유용한 측면이 있다. 이러한 기술적 지표들을 이용하여 진행된 대부분의 연구는 미래시장의 (보통은 다음 거래일) 주가 등락을 이진분류-상승 또는 하락-하여 주가를 예측하는 모형을 연구한 것이다. 하지만 이러한 이진분류로는 추세를 예측하여 매매시그널을 파악하거나, 포트폴리오 리밸런싱(Portfolio Rebalancing)의 신호로 삼기에는 적합치 않은 측면이 많은 것 또한 사실이다. 이에 본 연구에서는 기존의 주가지수 예측방법인 이진 분류 (binary classification) 방법에서 주가지수 추세를 (상승추세, 박스권, 하락추세) 다분류 (multiple classification) 체계로 확장하여 주가지수 추세를 예측하고자 한다. 이러한 다 분류 문제 해결을 위해 기존에 사용하던 통계적 방법인 다항로지스틱 회귀분석(Multinomial Logistic Regression Analysis, MLOGIT)이나 다중판별분석(Multiple Discriminant Analysis, MDA) 또는 인공신경망(Artificial Neural Networks, ANN)과 같은 기법보다는 예측성과의 우수성이 입증된 다분류 Support Vector Machines(Multiclass SVM, MSVM)을 사용하고, 이 모델의 성능을 향상시키기 위한 래퍼(wrapper)로서 유전자 알고리즘(Genetic Algorithm)을 이용한 최적화 모델을 제안한다. 특히 GA-MSVM으로 명명된 본 연구의 제안 모형에서는 MSVM의 커널함수 매개변수, 그리고 최적의 입력변수 선택(feature selection) 뿐만이 아니라 학습사례 선택(instance selection)까지 최적화하여 모델의 성능을 극대화 하도록 설계하였다. 제안 모형의 성능을 검증하기 위해 국내주식시장의 실제 데이터를 적용해본 결과 ANN이나 CBR, MLOGIT, MDA와 같은 기존 데이터마이닝 기법들이나 인공지능 알고리즘은 물론 현재까지 가장 우수한 예측 성과를 나타내는 것으로 알려져 있던 전통적인 다분류 SVM 보다도 제안 모형이 보다 우수한 예측성과를 보임을 확인할 수 있었다. 특히 주가지수 추세 예측에 있어서 학습사례의 선택이 매우 중요한 역할을 하는 것으로 확인 되었으며, 모델의 성능의 개선효과에 다른 요인보다 중요한 요소임을 확인할 수 있었다.

병원 간호행정 개선을 위한 연구 (A Study for Improvement of Nursing Service Administration)

  • 박정호
    • 대한간호학회지
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    • 제3권1호
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    • pp.13-40
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    • 1972
  • Much has teed changed in the field of hospital administration in the It wake of the rapid development of sciences, techniques ana systematic hospital management. However, we still have a long way to go in organization, in the quality of hospital employees and hospital equipment and facilities, and in financial support in order to achieve proper hospital management. The above factors greatly effect the ability of hospitals to fulfill their obligation in patient care and nursing services. The purpose of this study is to determine the optimal methods of standardization and quality nursing so as to improve present nursing services through investigations and analyses of various problems concerning nursing administration. This study has been undertaken during the six month period from October 1971 to March 1972. The 41 comprehensive hospitals have been selected iron amongst the 139 in the whole country. These have been categorized according-to the specific purposes of their establishment, such as 7 university hospitals, 18 national or public hospitals, 12 religious hospitals and 4 enterprise ones. The following conclusions have been acquired thus far from information obtained through interviews with nursing directors who are in charge of the nursing administration in each hospital, and further investigations concerning the purposes of establishment, the organization, personnel arrangements, working conditions, practices of service, and budgets of the nursing service department. 1. The nursing administration along with its activities in this country has been uncritical1y adopted from that of the developed countries. It is necessary for us to re-establish a new medical and nursing system which is adequate for our social environments through continuous study and research. 2. The survey shows that the 7 university hospitals were chiefly concerned with education, medical care and research; the 18 national or public hospitals with medical care, public health and charity work; the 2 religious hospitals with medical care, charity and missionary works; and the 4 enterprise hospitals with public health, medical care and charity works. In general, the main purposes of the hospitals were those of charity organizations in the pursuit of medical care, education and public benefits. 3. The survey shows that in general hospital facilities rate 64 per cent and medical care 60 per-cent against a 100 per cent optimum basis in accordance with the medical treatment law and approved criteria for training hospitals. In these respects, university hospitals have achieved the highest standards, followed by religious ones, enterprise ones, and national or public ones in that order. 4. The ages of nursing directors range from 30 to 50. The level of education achieved by most of the directors is that of graduation from a nursing technical high school and a three year nursing junior college; a very few have graduated from college or have taken graduate courses. 5. As for the career tenure of nurses in the hospitals: one-third of the nurses, or 38 per cent, have worked less than one year; those in the category of one year to two represent 24 pet cent. This means that a total of 62 per cent of the career nurses have been practicing their profession for less than two years. Career nurses with over 5 years experience number only 16 per cent: therefore the efficiency of nursing services has been rated very low. 6. As for the standard of education of the nurses: 62 per cent of them have taken a three year course of nursing in junior colleges, and 22 per cent in nursing technical high schools. College graduate nurses come up to only 15 per cent; and those with graduate course only 0.4 per cent. This indicates that most of the nurses are front nursing technical high schools and three year nursing junior colleges. Accordingly, it is advisable that nursing services be divided according to their functions, such as professional, technical nurses and nurse's aides. 7. The survey also shows that the purpose of nursing service administration in the hospitals has been regulated in writing in 74 per cent of the hospitals and not regulated in writing in 26 per cent of the hospitals. The general purposes of nursing are as follows: patient care, assistance in medical care and education. The main purpose of these nursing services is to establish proper operational and personnel management which focus on in-service education. 8. The nursing service departments belong to the medical departments in almost 60 per cent of the hospitals. Even though the nursing service department is formally separated, about 24 per cent of the hospitals regard it as a functional unit in the medical department. Only 5 per cent of the hospitals keep the department as a separate one. To the contrary, approximately 12 per cent of the hospitals have not established a nursing service department at all but surbodinate it to the other department. In this respect, it is required that a new hospital organization be made to acknowledge the independent function of the nursing department. In 76 per cent of the hospitals they have advisory committees under the nursing department, such as a dormitory self·regulating committee, an in-service education committee and a nursing procedure and policy committee. 9. Personnel arrangement and working conditions of nurses 1) The ratio of nurses to patients is as follows: In university hospitals, 1 to 2.9 for hospitalized patients and 1 to 4.0 for out-patients; in religious hospitals, 1 to 2.3 for hospitalized patients and 1 to 5.4 for out-patients. Grouped together this indicates that one nurse covers 2.2 hospitalized patients and 4.3 out-patients on a daily basis. The current medical treatment law stipulates that one nurse should care for 2.5 hospitalized patients or 30.0 out-patients. Therefore the statistics indicate that nursing services are being peformed with an insufficient number of nurses to cover out-patients. The current law concerns the minimum number of nurses and disregards the required number of nurses for operation rooms, recovery rooms, delivery rooms, new-born baby rooms, central supply rooms and emergency rooms. Accordingly, tile medical treatment law has been requested to be amended. 2) The ratio of doctors to nurses: In university hospitals, the ratio is 1 to 1.1; in national of public hospitals, 1 to 0.8; in religious hospitals 1 to 0.5; and in private hospitals 1 to 0.7. The average ratio is 1 to 0.8; generally the ideal ratio is 3 to 1. Since the number of doctors working in hospitals has been recently increasing, the nursing services have consequently teen overloaded, sacrificing the services to the patients. 3) The ratio of nurses to clerical staff is 1 to 0.4. However, the ideal ratio is 5 to 1, that is, 1 to 0.2. This means that clerical personnel far outnumber the nursing staff. 4) The ratio of nurses to nurse's-aides; The average 2.5 to 1 indicates that most of the nursing service are delegated to nurse's-aides owing to the shortage of registered nurses. This is the main cause of the deterioration in the quality of nursing services. It is a real problem in the guest for better nursing services that certain hospitals employ a disproportionate number of nurse's-aides in order to meet financial requirements. 5) As for the working conditions, most of hospitals employ a three-shift day with 8 hours of duty each. However, certain hospitals still use two shifts a day. 6) As for the working environment, most of the hospitals lack welfare and hygienic facilities. 7) The salary basis is the highest in the private university hospitals, with enterprise hospitals next and religious hospitals and national or public ones lowest. 8) Method of employment is made through paper screening, and further that the appointment of nurses is conditional upon the favorable opinion of the nursing directors. 9) The unemployment ratio for one year in 1971 averaged 29 per cent. The reasons for unemployment indicate that the highest is because of marriage up to 40 per cent, and next is because of overseas employment. This high unemployment ratio further causes the deterioration of efficiency in nursing services and supplementary activities. The hospital authorities concerned should take this matter into a jeep consideration in order to reduce unemployment. 10) The importance of in-service education is well recognized and established. 1% has been noted that on the-job nurses. training has been most active, with nursing directors taking charge of the orientation programs of newly employed nurses. However, it is most necessary that a comprehensive study be made of instructors, contents and methods of education with a separate section for in-service education. 10. Nursing services'activities 1) Division of services and job descriptions are urgently required. 81 per rent of the hospitals keep written regulations of services in accordance with nursing service manuals. 19 per cent of the hospitals do not keep written regulations. Most of hospitals delegate to the nursing directors or certain supervisors the power of stipulating service regulations. In 21 per cent of the total hospitals they have policy committees, standardization committees and advisory committees to proceed with the stipulation of regulations. 2) Approximately 81 per cent of the hospitals have service channels in which directors, supervisors, head nurses and staff nurses perform their appropriate services according to the service plans and make up the service reports. In approximately 19 per cent of the hospitals the staff perform their nursing services without utilizing the above channels. 3) In the performance of nursing services, a ward manual is considered the most important one to be utilized in about 32 percent of hospitals. 25 per cent of hospitals indicate they use a kardex; 17 per cent use ward-rounding, and others take advantage of work sheets or coordination with other departments through conferences. 4) In about 78 per cent of hospitals they have records which indicate the status of personnel, and in 22 per cent they have not. 5) It has been advised that morale among nurses may be increased, ensuring more efficient services, by their being able to exchange opinions and views with each other. 6) The satisfactory performance of nursing services rely on the following factors to the degree indicated: approximately 32 per cent to the systematic nursing activities and services; 27 per cent to the head nurses ability for nursing diagnosis; 22 per cent to an effective supervisory system; 16 per cent to the hospital facilities and proper supply, and 3 per cent to effective in·service education. This means that nurses, supervisors, head nurses and directors play the most important roles in the performance of nursing services. 11. About 87 per cent of the hospitals do not have separate budgets for their nursing departments, and only 13 per cent of the hospitals have separate budgets. It is recommended that the planning and execution of the nursing administration be delegated to the pertinent administrators in order to bring about improved proved performances and activities in nursing services.

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