• Title/Summary/Keyword: Unit root

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A novel homozygous mutation in SZT2 gene in Saudi family with developmental delay, macrocephaly and epilepsy

  • Naseer, Muhammad Imran;Alwasiyah, Mohammad Khalid;Abdulkareem, Angham Abdulrahman;Bajammal, Rayan Abdullah;Trujillo, Carlos;Abu-Elmagd, Muhammad;Jafri, Mohammad Alam;Chaudhary, Adeel G.;Al-Qahtani, Mohammad H.
    • Genes and Genomics
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    • v.40 no.11
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    • pp.1149-1155
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    • 2018
  • Epileptic encephalopathies are genetically heterogeneous disorders which leads to epilepsy and cause neurological disorders. Seizure threshold 2 (SZT2) gene located on chromosome 1p34.2 encodes protein mainly expressed predominantly in the parietal and frontal cortex and dorsal root ganglia in the brain. Previous studies in mice showed that mutation in this gene can confers low seizure threshold, enhance epileptogenesis and in human may leads to facial dysmorphism, intellectual disability, seizure and macrocephaly. Objective of this study was to find out novel gene or novel mutation related to the gene phenotype. We have identified a large consanguineous Saudi family segregating developmental delay, intellectual disability, epilepsy, high forehead and macrocephaly. Exome sequencing was performed in affected siblings of the family to study the novel mutation. Whole exome sequencing data analysis, confirmed by subsequent Sanger sequencing validation study. Our results showed a novel homozygous mutation (c.9368G>A) in a substitution of a conserved glycine residue into a glutamic acid in the exon 67 of SZT2 gene. The mutation was ruled out in 100 unrelated healthy controls. The missense variant has not yet been reported as pathogenic in literature or variant databases. In conclusion, the here detected homozygous SZT2 variant might be the causative mutation that further explain epilepsy and developmental delay in this Saudi family.

On the Effects of Social Welfare Expenditure to Economic Growth: Comparative Analysis between Korea and Northern European Countries (사회복지 지출이 경제성장에 미치는 영향 분석: 한국과 북유럽 국가를 중심으로)

  • Rhee, Hyun-Jae
    • The Journal of the Korea Contents Association
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    • v.19 no.7
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    • pp.559-573
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    • 2019
  • The aim of this study is to investigate how social welfare expenditure affects to economic growth in Northern European countries, and such implication might be compared with Korean episode. ARDL cointegration model is employed for emplrical analysis. The model is usefully utilized to analyze short-run and long-run relationships of the variables in general. The result suggests that private welfare expenditure is effective in Korea and Finland even though the magnitude of effectiveness is quite a small scale. On the other hand, public welfare expenditure is effective in Denmark and Norway. However, none of social welfare expenditures affects in economic growth in Sweden. And, therefore, it could be concluded that although social welfare expenditures contribute to improve income inequality, these hardly support income-led growth strategy.

The Analysis of the Effect of Fiscal Decentralization on Economic Growth: Centering The U. S. (재정분권화가 경제성장에 미치는 영향에 관한 실증연구: 미국의 경우를 중심으로)

  • Choi, Won Ick
    • International Area Studies Review
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    • v.16 no.3
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    • pp.77-97
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    • 2012
  • Estimated coefficients has serious problems including inconsistency, biasness, etc. because many researches about the effect of fiscal decentralization on a country's economic growth use the traditional OLS method. Researches use the data intactly so that so called "spurious regression" phenomenon exists. This causes fundamental fallacy. This research tries unit root test, cointegration test, and then estimates the United States' economic time series by using VECM. The analysis of the effect of the state level-fiscal decentralization on economic growth shows two long term-equilibriums. During short term-dynamic adjustment, fiscal decentralization and economic growth move the same or different directions. In case of prediction GDP increases steeply and then from 2015 gently; and fiscal decentralization index shows a general reduction trend and then decreases slowly. At local level it shows two long term-equilibriums. During short term-dynamic adjustment, fiscal decentralization and economic growth also move the same or different directions. Impulse response analysis shows the very negative effect of fiscal decentralization on economic growth.

A Study on Asymmetry Effect and Price Volatility Spillover between Wholesale and Retail Markets of Fresh squid (신선 물오징어의 도·소매시장 간 가격 변동성의 전이 및 비대칭성 분석에 관한 연구)

  • Kim, Cheolhyun;Nam, Jongoh
    • The Journal of Fisheries Business Administration
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    • v.49 no.2
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    • pp.21-35
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    • 2018
  • Squid is a popular seafood in Korea. However, since the 2000s, the squid production has been declining. The unstable supply of the squid products may cause price fluctuations of fresh and chilled squid. These price fluctuations may be relatively more severe than them of other commodities, because the fresh and chilled squid can not be stored for a long period of time. Thus, this study analyzes the structural characteristics of price volatility and price asymmetry of fresh squid based on off-diagonal GARCH model. Data used to analysis of this study are daily wholesale and retail prices of fresh squid from January 1, 2006 to December 31, 2016 provided in the KAMIS. As theoretical approaches of this study, first of all, the stability of the time series is confirmed by the unit root test. Secondly, the causality between distribution channels is checked by the Granger causality test. Thirdly, the VAR model and the off-diagonal GARCH model are adopted to estimate asymmetry effect and price volatility spillover between distribution channels. Finally, the stability of the model is confirmed by multivariate Q-statistic and ARCH-LM test. In conclusion, fresh squid is found to have shock and volatility spillover between wholesale and retail prices as well as its own price. Also, volatility asymmetry effect is shown in own wholesale or retail price of fresh squid. Finally, this study shows that the decrease in the fresh squid retail price of t-1 period than the increase in the t-1 period has a greater impact on the volatility of the fresh squid wholesale price in t period.

Stock assessment and management of blackthroat seaperch Doederleinia seaperch using Bayesian state-space model (베이지안 State-space 모델을 이용한 눈볼대 자원평가 및 관리방안)

  • CHOI, Ji Hoon;KIM, Do Hoon;CHOI, Min-Je;KANG, Hee Joong;SEO, Young Il;LEE, Jae Bong
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.55 no.2
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    • pp.95-104
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    • 2019
  • This study is aimed to take a stock assessment of blackthroat seaperch Doederleinia seaperch regarding the fishing effort of large-powered Danish Seine Fishery and Southwest Sea Danish Seine Fishery. For the assessment, the state-space model was implemented and the standardized catch per unit effort (CPUE) of large powered Danish Seine Fishery and Southwest Sea Danish Seine Fishery which is necessary for the model was estimated with generalized linear model (GLM). The model was adequate for stock assessment because its r-square value was 0.99 and root mean square error (RMSE) value was 0.003. According to the model with 95% confidence interval, maximum sustainable yield (MSY) of Blackthroat seaperch is from 2,634 to 6,765 ton and carrying capacity (K) is between 33,180 and 62,820. Also, the catchability coefficient (q) is between 2.14E-06 and 3.95E-06 and intrinsic growth rate (r) is between 0.31 and 0.72.

The performance evaluation of dam management by using Granger causal analysis (그랜저 인과분석을 통한 댐관리 성과평가)

  • Cho, Sung-Min;Yoo, Myoung-Kwan;Lee, Deokro
    • Journal of Korea Water Resources Association
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    • v.54 no.2
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    • pp.135-144
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    • 2021
  • This paper attempted to find implications for water resource management and water quality improvement by analyzing the causal relationship among discharge, water temperature and pollution index, which were expected to have a great effect on water quality with the rise of water temperature and precipitation change as the warming effect in recent years. For this purpose, the unit root test, cointegration test, and Granger causal test were carried out for 10 multi-purpose dams in Korean major water systems using time series data on discharge, water temperature, BOD, COD and DO. It was analyzed that the fluctuation of water temperature affected the pollution index more than the fluctuation of discharge volume. Also, Hapcheon dam and Chungju dam were the best water quality management dams based on the high causal relationship between water quality and discharge. The second rank was Daecheong dam. The third-ranking group were Yongdam and Andong dam, whose causal relationships between water quality and discharge were low. The last group were the remaining five dams.

Comparative characteristic of ensemble machine learning and deep learning models for turbidity prediction in a river (딥러닝과 앙상블 머신러닝 모형의 하천 탁도 예측 특성 비교 연구)

  • Park, Jungsu
    • Journal of Korean Society of Water and Wastewater
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    • v.35 no.1
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    • pp.83-91
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    • 2021
  • The increased turbidity in rivers during flood events has various effects on water environmental management, including drinking water supply systems. Thus, prediction of turbid water is essential for water environmental management. Recently, various advanced machine learning algorithms have been increasingly used in water environmental management. Ensemble machine learning algorithms such as random forest (RF) and gradient boosting decision tree (GBDT) are some of the most popular machine learning algorithms used for water environmental management, along with deep learning algorithms such as recurrent neural networks. In this study GBDT, an ensemble machine learning algorithm, and gated recurrent unit (GRU), a recurrent neural networks algorithm, are used for model development to predict turbidity in a river. The observation frequencies of input data used for the model were 2, 4, 8, 24, 48, 120 and 168 h. The root-mean-square error-observations standard deviation ratio (RSR) of GRU and GBDT ranges between 0.182~0.766 and 0.400~0.683, respectively. Both models show similar prediction accuracy with RSR of 0.682 for GRU and 0.683 for GBDT. The GRU shows better prediction accuracy when the observation frequency is relatively short (i.e., 2, 4, and 8 h) where GBDT shows better prediction accuracy when the observation frequency is relatively long (i.e. 48, 120, 160 h). The results suggest that the characteristics of input data should be considered to develop an appropriate model to predict turbidity.

The Long-Run Relationship between House Prices and Economic Fundamentals: Evidence from Korean Panel Data (주택가격과 기초경제여건의 장기 관계: 우리나라의 패널 자료를 이용하여)

  • Sim, Sunghoon
    • International Area Studies Review
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    • v.16 no.1
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    • pp.3-27
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    • 2012
  • This paper adopts recently developed panel unit root test that is cross-sectionally robust. Cointegration test is also used to find whether regional house prices are in line with gross regional domestic production (GRDP) in the long run in Korea during 1989-2009. Based on the panel VECM and the panel ARDL models, we examine causal relationships among the variables and estimate the long-run elasticity. We find evidence of cointegration and bidirectional causal relationships between regional house prices and GRDP. The results of long-run estimates, using both fixed effect and ARDL models, show that house prices positively and significantly influence on the GRDP and vice versa. Together with these results, the findings of ARDL-ECM imply that there exists a long-run equilibrium relationship between house prices and regional economic variables even if there is a possibility of short-run deviation from its long-run path.

Analysis on the Relationship between the San-Nong Expenditure and 'Quality of Life' of Rural Residents in China (중국의 삼농(三農)지출과 농촌주민 '삶의 질'간 관계 분석)

  • Kim, Jong-Sup
    • International Area Studies Review
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    • v.20 no.1
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    • pp.237-250
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    • 2016
  • This paper is to explore the relationship between the San-Nong expenditure and Quality of life of rural residents in China for the period of 1978-2013, using the unit root test, the Granger causality test, the cointegration test, VAR model, and VECM. The results of a study on the relationship between two variables show that an obvious mutually causal relationship exits between the financial expenditure for San-Nong(san) and gross output value of agriculture, forestry, animal husbandry and fishery(apro) in China. But the case of per capita ploor space of newly built residential buildings in rural area(rho) and per capita consumption expenditure of rural households(rli) show that the financial expenditure for San-Nong(san) press for improvement in the quality of life of rural residence, while rho and rli have not yet apparent effect to san. On the other hand, It showed that the financial expenditure for San-Nong(san) and the number of medical personnel(prdo) do not have a causal relationship with each other. Therefore, the government needs to find ways for a variety of San-Nong expenditure to improve the quality of life of rural residents.

Bilataral Trade Balance between Korea and Her Trading Partners: Using Panel Approach (한국의 무역상대국간 무역수지와 환율간의 장기관계분석: 패널분석의 적용)

  • Kim, Joung-Gu
    • International Area Studies Review
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    • v.14 no.1
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    • pp.185-202
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    • 2010
  • While it is often assumed that a country's trade balance will improve in the long-run if its currency is allowed to depreciate, this is not necessarily the case for specific industry. This paper is to examine the long-run relationships between trade balance and real exchange rate using bilateral data of SITC 10 Industry Classification for Korea vis-${\grave{a}}$-vis her trading partners Indonesia, India, China, Japan on a quarterly basis over the period of 1999Q1 to 2008Q4. I applied the recent panel cointegration technique to reduce the small sample problems and improving power performance of the relevant estimation and inference procedures. The results reveal evidence of the Marshall-Lerner Condition in Indonesia 2 industries, India 5 industries, Japanese 4 industries, Chinese 6 industries. Whole group's cointegration statistic of India, China, Japan was supported Marshall-Lerner Condition but Indonesia was rejected.