• 제목/요약/키워드: causality analysis

검색결과 454건 처리시간 0.028초

Causal Relationship Between Indian Ports' Originated Container Traffic and Total Transshipments of Port of Colombo: A Granger Causality Analysis

  • Bandara, Sooriya;Ryoo, Dong-Keun;Ahn, Ki-Myung
    • 한국항해항만학회지
    • /
    • 제42권5호
    • /
    • pp.357-364
    • /
    • 2018
  • Colombo noticeably became the most economical gateway to the Indian subcontinent, in terms of cost as well as time. The Colombo Port Expansion Project (CPEP) started commencement with the purpose of accommodating mega ships, under the long-term strategies of making Colombo the hub of South Asia. In this context, the purpose of this study is to investigate the causal relationship between Indian ports' originated container traffic, and total transshipments of the port of Colombo, and also to identify the nature of the causality between the two variables, evaluating Granger causality test results. It finds unidirectional causality from total transshipments of Colombo to Indian ports' originated transshipments in the port of Colombo. It suggested that ongoing port expansion projects, opening up for new markets and attracting new shipping lines in the port of Colombo, have generated significant impact on Indian ports' container traffic, via the port of Colombo. Findings would be valuable for future forecasting of container traffic in Colombo port and the policy-making process in the port as well.

한국의 석유소비, 해양유류유출사고, 경제성장의 인과관계 분석 (Causality Analysis of Oil Consumption, Oil-spills, and Economic Growth in Korea)

  • 진세준;박세헌;유승훈
    • Ocean and Polar Research
    • /
    • 제40권4호
    • /
    • pp.271-280
    • /
    • 2018
  • The purpose of this study is to examine the causal relationship among oil consumption, oil-tanker accidents, and economic growth, and to derive policy implications from the results. Therefore, this paper attempts to analyze the short term, long term, and strong causality factors pertaining to the relationship between oil consumption, oil-tanker accidents, and economic growth in Korea using time-series techniques and annual data for the 1984-2016 period. Tests for unit roots, co-integration, and Granger-causality based on an error-correction model are presented. The results show that bidirectional causality exists between oil consumption and oil-tanker accidents, between economic growth and oil consumption, and between oil-tanker accidents and economic growth. The study shows that oil was used as a core energy source during the rapid economic growth of Korea in the past, and that this caused the number of oil-tanker accidents to rise as oil consumption increased.

넙치 관측사업 효과분석 : 가격안정 및 시장효율성 개선효과, 산지-도매가격간 인과성 분석을 중심으로 (The Effects of Olive Flounder Outlook Project : Price Stabilization, Market Efficiency, and Causality Analysis on the Prices by Distributional Channel)

  • 이헌동;안병일
    • 수산경영론집
    • /
    • 제47권1호
    • /
    • pp.1-20
    • /
    • 2016
  • The purpose of this study is to assess the effects of outlook project for olive flounder, from the view point of price stabilization, market efficiency, and causality of the prices in different distribution channels. Analytical results show that the volatility of producer price of olive flounder has been significantly mitigated after the implementation of the outlook project. The market efficiency is estimated to be improved after implementing the outlook project although there is an inefficiency on price determination process in some producing regions. The causality test on the producer and wholesale price shows that producing stage leads the wholesale stage in forming the prices. It is found that Jeju leads the flounder price on the size of 500g and 2kg, while Wando leads the price of 1kg size. These estimation result as whole indicate that outlook project for olive flounder has accomplished the intended goals.

Analysis of the Phillips Curve: An Assessment of Turkey

  • NAR, Mehmet
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제8권2호
    • /
    • pp.65-75
    • /
    • 2021
  • This study analyzes the validity of the Phillips curve with regards to Turkey. The existence and direction of the causality relationship (reason-outcome relationship) between unemployment and inflation is investigated using inflation and unemployment data for the period 1980-2019. Unit root tests were utilized to evaluate the stationarity of the series. In line with the Zivot-Andrews unit root test, which was developed in response to the criticism of the failure of studies that presented macro-variables like inflation to consider traditional unit root tests, in this research, the Engle-Granger cointegration test was implemented to check whether the series could perform a joint action, and, finally, the Granger causality relationship was explored. According to the results of the analysis, over the relevant period there was a single directional causality relationship from inflation toward unemployment in Turkey. The importance of this relationship at the 10% significance level indicates the existence of many different factors that affect inflation and unemployment. Given the existence of a cointegration and causality relationship between inflation and unemployment, it can be said that, in Turkey, the Phillips curve is valid for the period 1980-2019 and that an increase of 1% in inflation will reduce the unemployment rate by 0.028%.

VAR 모형을 이용한 크기별 완도 전복가격의 선도가격 분석 (A Leading-price Analysis of Wando Abalone Producer Prices by Shell Size Using VAR Model)

  • 남종오;심성현
    • Ocean and Polar Research
    • /
    • 제36권4호
    • /
    • pp.327-341
    • /
    • 2014
  • This study aims to analyze causality among Wando abalone producer prices by size using a vector autoregressive model to expiscate the leading-price of Wando abalone in various price classes by size per kg. This study, using an analytical approach, applies a unit-root test for stability of data, a Granger causality test to learn about interaction among price classes by size for Wando abalone, and a vector autoregressive model to estimate the statistical impact among t-1 variables used in the model. As a result of our leading-price analysis of Wando abalone producer prices by shell size using a VAR model, first, DF, PP, and KPSS tests showed that the Wando abalone monthly price change rate by size differentiated by logarithm were stable. Second, the Granger causality relationship analysis showed that the price change rate for big size abalone weakly led the price change rate for the small and medium sizes of abalone. Third, the vector autoregressive model showed that three price change rates of t-1 period variables statistically, significantly impacted price change rates of own size and other sizes in t period. Fourth, the impulse response analysis indicated that the impulse responses of structural shocks for price change rate for big size abalone was relatively more powerful in its own size and in other sizes than shocks emanating from other sizes. Fifth, the variance decomposition analysis indicated that the price change rate for big size abalone was relatively more influential than the price change rates for medium and small size abalone.

한국의 산업별 전력소비와 경제성장간 인과관계 분석 (An Analysis on the Causal Relation Between Electricity Consumption and GDP by industries in KOREA)

  • 박민혁;노건기;이승은
    • 조명전기설비학회논문지
    • /
    • 제30권3호
    • /
    • pp.39-45
    • /
    • 2016
  • In these days global energy policy is changed from "supply" to "demand". In this regards, there are needs to analysis on effect of policy such as energy efficiency strategy, electricity rates. This study examines the relationship between energy consumption reduced by new energy policy and GDP growth for each industrial sector for Korea from 1970 to 2013. With respect to the direction of causality, energy use of 1th industry like agriculture and mining leads to GDP growth. On the other hand, GDP growth of 2nd industry, manufacturing, leads to energy use. And there is bidirectional causality in 3rd industry, service sector. These findings imply that the government policies aimed at reducing electricity consumptions and increasing energy efficiency should be progressed cautiously depend on status of each industry condition.

원유가격에 대한 환율의 인과관계 : 비모수 분위수검정 접근 (Quantile causality from dollar exchange rate to international oil price)

  • 정기호
    • Journal of the Korean Data and Information Science Society
    • /
    • 제28권2호
    • /
    • pp.361-369
    • /
    • 2017
  • 본 논문은 국제원유가격에 대한 환율의 인과관계를 분석하였다. 두 변수의 인과관계에 대해서는 많은 선행연구들이 있지만 인과관계의 유무에 대해서는 결과들이 일치하지 않고 있다. 본 연구는 이러한 상반된 결과들이 경제상황에 따라 각기 다른 인과관계가 분석되었을 가능성에 착안해서 분위수별로 인과관계를 분석하며 이 점에서 지금까지 평균 인과관계를 분석한 선행연구들과 차별화된다. 자료는 Brent 원유의 국제가격과 미국의 주요국 환율의 가중평균 (major currencies dollar index; MCDI)의 1987년 5월부터 2013년 7월까지 기간의 월별자료를 이용하였다. 분석방법으로서 분위수 인과관계 개념에 대해 비모수 커널방법을 적용한 Jeong 등 (2012) 방법을 사용하였다. 분석결과, 전통적인 평균 인과관계에서는 달러 환율이 원인이고 Brent 원유가격이 결과인 인과관계가 존재하는 반면에, 비모수분위수검정에서는 중앙값인 0.5 분위수 근방의 분위수에서는 인과관계가 존재하고 대부분 분위수에서 인과관계는 존재하지 않는 것으로 나타나서 평균인과 검정결과를 해석할 때 주의가 필요한 것으로 나타났다.

VECM모형을 활용한 거시경제변수가 성장에 미치는 영향분석 (A Study on the Effects of the Macroeconomic Variables on the Economic Growth by VECM Model)

  • 조우성
    • 통상정보연구
    • /
    • 제14권4호
    • /
    • pp.27-47
    • /
    • 2012
  • 2006년의 미국의 금융위기 및 현재 유럽의 재정위기로 인하여 세계경제는 침체의 위기에 서 있으며 저성장 고실업율의 문제를 해결하기 위하여 여러 가지 방법을 강구하고 있다. 따라서 경제성장에 원인이 되는 요인이 무엇인지에 대한 연구는 끊임없이 되어오고 있다. 이에 본 연구는 수출, 수입, 외국인 직접투자 및 해외직접투자 등이 경제성장에 미치는 영향과 변수들간 상호 어떠한 영향을 미칠 것인가에 대한 분석을 하는 것과 IMF를 전후로 하여 분석을 실시하여 국내경제의 변화가 실질적으로 변수들 간에 영향을 어떻게 미친 것인가에 대하여 알아보는 것에 그 목적이 있다고 할 수 있다. 따라서 위와 같은 연구를 바탕으로 아래와 같은 결론을 낼 수가 있었다. 1997년을 중심으로 변수들간의 인과관계에 대한 많은 변화가 있었다는 것이다. IMF기간이전에서는 보이지 않던 GDP와 해외직접투자 및 외국인 직접투자의 인과관계가 확인됨으로서, IMF 구제금융 이후 한국의 자본시장의 개방이 외국인직접투자 및 해외직접투자에 영향을 끼쳤음을 알 수가 있었다. 또한 외국인직접투자와 해외직접투자의 연관성 역시 한국의 자본시장 개방과 관련성으로 판단지어 볼 수가 있었다. 결론적으로 말해서, 수출입 등의 실물시장보다는 급증하고 있는 자본시장의 영향이 거시경제변수들간에 인과관계를 좀 더 잘 설명하고 있는 예가 아닐까 생각된다.

  • PDF

컴퓨터 비전공 예비교사의 소프트웨어 교육 교양 강좌에서 컴퓨터학습태도 요인 간 인과분석을 통한 정의적 교수전략 제언 (Suggestions of Instructional Strategy in the Affective Aspect through the Analysis of Causality between the Computer Learning Attitude Factors of the Non-Major Students in the Software Education Class of the Teacher Training College)

  • 전용주;김태영
    • 컴퓨터교육학회논문지
    • /
    • 제19권6호
    • /
    • pp.15-23
    • /
    • 2016
  • 최근 4차 산업혁명이란 단어로 표현되는 소프트웨어 융합의 시대가 시작되었다. 이로 인해 미래 인재를 육성하게 될 예비교사들도 전공을 뛰어넘어 소프트웨어 교육을 이수할 필요성이 증대되고 있으며, 이에 대한 긍정적인 태도를 함양할 필요가 있다. 이에 본 연구에서는 소프트웨어 교육 교양 강좌를 수강한 컴퓨터 비전공 예비교사들의 컴퓨터학습태도의 외부적인 하위 요인, 즉 주의집중, 자율학습, 학습기술의 적용에 영향을 미치는 타 내부적인 하위 요인을 규명하기 위해 요인 간 상관분석 및 다중 회귀분석을 실시하였다. 연구 결과, 수업에 대한 주의집중은 컴퓨터학습에서의 흥미도, 자율학습은 우월감, 학습기술의 적용은 성취동기와 목적의식이 유의한 요인으로 분석되어 컴퓨터 비전공 예비교사의 소프트웨어 교육 강좌에서 컴퓨터 학습에 대한 정의적 태도를 향상하기 위한 교수전략에 관한 시사점을 도출하였다.

A Study on the Internalization of Sensor Technology by Comparison of IT Leading Countries

  • Cho, JaeHyuk
    • 인터넷정보학회논문지
    • /
    • 제21권3호
    • /
    • pp.61-70
    • /
    • 2020
  • The 4th Industrial Revolution is a revolutionary change through intelligence, big fusion and personalization, and the importance of sensor technology that is the basis of core technology is emerging. This study empirically analyzes the derivation of national strategy for R&D of sensor technology, and draws out the effect of technology internalization effort through strategic R&D activities on technical performance and further on national economy. The research and development results are calculated for each type of technology internalization, and the results of the research and development are verified to establish a structure that contributes to the national economic performance. As a national technology internalization strategy, considering its own R&D investment and joint research and development, we examine the impact of each factor on patents and GDP, focusing on causality and ripple effects. For causality analysis, Grandeur causality analysis shows that R&D investment and joint research and development in all countries have mutual causal relationship with GDP. The implications are as follows. First, it is necessary to establish the policy of national economic development through the internalization of technology and knowledge. Second, it is necessary to establish policies according to the type of knowledge internalization. Third, it will be necessary to create an ecosystem environment based on a virtuous relationship between knowledge internalization and national technology and economic development.