• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2008.04a
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• pp.727-734
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• 2008

This research presents a laboratory study about difference of subjective response between with and without pictures. A main source is impulsive sound caused by leisure shooting. The sources are sampled from outdoor noise and their levels range from 40 to 75 dB at the interval of 5dB. The noise unit is based on A-weighted sound exposure level (ASEL; $L_{AE}$). To make equal ASEL of outdoor noise, finite impulse response (FIR) filter is applied to the originally sampled source to include the effect of distance attenuation. The evaluation method of the jury test adopted a Semantic Difference(SD) Method. The intersection point which two lines crossed was used as reference point. The intersecting point of mean response rating between with and without pictures was approximately 44ASEL and that of %HA was about 60ASEL. In the result of the test, the negative effect of pictures was given at a lower levels than intersection point while the positive effect was given at a higher levels than that.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.18 no.7
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• pp.746-755
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• 2008

This research presents a laboratory study on subjective response of impulsive sound caused by construction site (breaker and blasting). The sources are sampled from outdoor noise and their levels range from 40 to 75 dBA at the interval of 5 dBA. The noise unit is based on A-weighted sound exposure level(ASEL; $L_{AE}$). To make equal ASEL of listening level, finite impulse response(FIR) filter is applied to the originally sampled source to include the effect of propagation attenuation. Sixty-three subjects, forty-two males and twenty-one female, between 18 and 29 years of age, participated in the experiment. The evaluation method of jury test adopted a semantic difference method(SDM). In the test results for impulsive noise, the subjective response of blasting noise was higher than that of breaker noise. The result of %HA that has been combined responses of the three methods except for pink-noise was executed by regression analysis and was shown as the following equation.: $%HA=746.53/(1+{\exp} (L_{AE}-93.3))+0.34$.

• International Area Studies Review
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• v.13 no.1
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• pp.55-79
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• 2009

This papers studies the causalities and effects on the relationship between international trade and economic growth in China for the period of 1950-2007, using the unit root test, the Granger causality test, the cointegration test, VAR model, and VECM. The results of this study are as follows: Firstly, in the unit root test, I found that each time series was unstable one that has unit root. Secondly, in the Granger Causality test, this papers shows that variable dlexp and dlinp influence on dlgdp and dlgdd, while bilateral causality relation between dlexp and dlgdp, dlexp and dlgdd for the whole period, for the whole period, pre-reform period and post-reform period. Thirdly, there is no cointegraion relation between lgdp(or dlgdp, lgdd, dlgdd) and lexp, linp for lgdd-limp in the whole period, and pre-reform period, while no cointegration relation for the post-reform period. Finally, in the impulse-response test, it was proved that lgdp represents (-) correlation with lexp for the whole period. Thorough the variance decomposition test, it was proved that linp(or dlinp) is the most affected variable of the each data and relation between linp(or dlinp) and lexp(or dlexp) has become bigger recently.

• Journal of Korea Port Economic Association
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• v.25 no.3
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• pp.269-282
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• 2009

This study investigates the difference of behavioral patterns between the import container volume of all ports and that of Gwangyang port in Korea. All series span the period January 1999 to December 2008. I first test whether the series are stationary or not. I can reject the null hypothesis of a unit root in each of the level variables and of a unit root for the residuals from the cointegration at the 5 percent significance level. I hitherto make use of variance decompositions and impulse response functions, both of which have now been widely used to examine how much movement in one variable can be explained by innovations in different variables and how rapidly these fluctuations in one variable can be transmitted to another. The variance decompositions for the import container volume show that the proportions of the forecast error variance of import container volumes explained by themselves are 30 and 26 per cent after 12 months, respectively. As a result, innovations in exchange rate and business activity explain 70 and 74 per cent of the variance in the import container volume. All in all, innovation accounting indicates that import container volumes are not exogenous with respect to exchange rate and business activity. The impulse responses indicate that container volumes decrease sharply to the shocks in exchange rate and decay very slowly to its pre-shock level, while container volumes respond positively to the shocks in the business activity and disappear very slowly, showing that the shocks last very long. Furthermore Gwangyang port is more sensitive to the change of the exchange rate and the industrial production than all ports.

• East Asian Journal of Business Economics (EAJBE)
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• v.8 no.1
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• pp.57-69
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• 2020

Purpose - This study examines what are the asset market fluctuations in Europe and how each economic variable affects major variables, and explore the dynamics of housing and stock market through Greece. The variables under consideration are balance on current account (BCA), index of stock (STOCK), gross domestic product (GDP), housing price indices (HOUSING), M3, real rate of interest (IR_REAL) and household credits (LOAN). We investigate the functional and causal relationships between housing and stock market. Research design, data, and methodology - Vector error correction model (VECM) is used to figure out the dynamic relationships among variables. This study also contains the augmented Dickey-Fuller unit root, cointegration, Granger causality test, and impulse response function and variance decomposition analysis by EViews 11.0. Results - The statistical tests show that all variables under consideration have one unit root and there is a longterm equilibrium relationship among variables for Greece. GDP, IR_REAL, M3, STOCK and LOAN can be considered as causal factors to affect real estate market, while GDP, LOAN, M3, BCA and HOUSING can bring direct effects to stock market in Greece. Conclusions - It can be judged that the policy that affects the lending policy of financial institutions may be more effective than the indirect variable such as monetary interest rate.

• Structural Engineering and Mechanics
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• v.31 no.2
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• pp.211-223
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• 2009

Transient response analysis can be conducted either in the time domain, or via the frequency domain. Sometimes a frequency domain method (FDM) has advantages over a time domain method. A practical issue in the FDM is to find out an appropriate extended period, which may be affected by several factors, such as the excitation duration, the system damping, the artificial damping, the period of interest, etc. In this report, the extended period of the FDM based on the Duhamel's integral is investigated. This Duhamel's integral based FDM does not involve the unit impulse response function (UIRF) beyond the period of interest. Due to this fact, the ever-lasting UIRF can be simply set as zero beyond the period of interest to shorten the extended period. As a result, the preferred extended period is the summation of the period of interest and the excitation duration. This conclusion is validated by numerical examples. If the extended period is too short, then the front portion of the period of interest is more prone to errors than the rear portion, but the free vibration segment is free of the wraparound error.

• Smart Structures and Systems
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• v.2 no.2
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• pp.141-154
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• 2006

Recently, the Hilbert-Huang transform (HHT) has gained considerable attention as a novel technique of signal processing, which shows promise for the system identification and damage detection of structures. This study investigates the effectiveness and accuracy of the HHT method for the system identification and damage detection of structures through a series of experiments. A multi-degree-of-freedom (MDOF) structural model has been constructed with modular members, and the columns of the model can be replaced or removed to simulate damages at different locations with different severities. The measured response data of the structure due to an impulse loading is first decomposed into modal responses using the empirical mode decomposition (EMD) approach with a band-pass filter technique. Then, the Hilbert transform is subsequently applied to each modal response to obtain the instantaneous amplitude and phase angle time histories. A linear least-square fit procedure is used to identify the natural frequencies and damping ratios from the instantaneous amplitude and phase angle for each modal response. When the responses at all degrees of freedom are measured, the mode shape and the physical mass, damping and stiffness matrices of the structure can be determined. Based on a comparison of the stiffness of each story unit prior to and after the damage, the damage locations and severities can be identified. Experimental results demonstrate that the HHT method yields quite accurate results for engineering applications, providing a promising tool for structural health monitoring.

• Journal of Fisheries and Marine Sciences Education
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• v.28 no.1
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• pp.198-210
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• 2016

This study firstly aims to estimate a leading-price of Jeju flounders with various price-classes by fish weight and secondly plans to provide policy implications of flounder purchase projects by understanding dynamic changes and interactions among flounder producer price-classes caused by price impulses in the market. This study applies an unit root test for stability of data, uses a Granger causality test to estimate the leading-price among producer prices by fish weight, employs the vector autoregressive model to analyze statistical impacts among t-1 variables used in models, and finally utilizes impulse response analyses and forecast error variance decomposition analyses to understand dynamic changes and interactions among change rates of the producer prices caused by price impulses in the market. The results of the study are as follows. Firstly, KPSS, PP, and ADF tests show that the change rate of Jeju flounder monthly producer prices by fish weight differentiated by logarithm is stable. Secondly, the Granger causality test presents that the change rate of the 1kg flounder producer price strongly leads it of 500g, 700g, and 2kg flounder producer prices respectively. Thirdly, the vector autoregressive model indicates that the change rate of the 1kg producer price in t-1 period statistically, significantly influences it of own weight in t period and also slightly affects price change rates of other weights in t period. Fourthly, the impulse response analysis indicates that impulse responses of structural shocks for the change rate of the 1kg producer price are relatively more powerful in its own weight and in other weights than shocks emanating from price change rates of other weights. Fifthly, the variance decomposition analysis points out that the change rate of the 1kg producer price is relatively more influential than it of 500g, 700g, and 2kg producer prices respectively. In conclusion, the change rate of the 1kg Jeju flounder producer price leads the change rates of other ones and Jeju purchase projects need to be targeted to the 1kg Jeju flounder producer price as the purchase project implemented in 2014.

• Journal of Korea Port Economic Association
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• v.24 no.1
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• pp.1-10
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• 2008

This paper analyses the dynamic causal relationship between vessel export and economic growth using annual data over the period from 1977 to 2006. Tests for ADF unit-roots, the dynamic vector using Johansen's multiple cointegration procedure, dynamic vector error correction model and impulse response function are presented. The findings of the Granger test suggest that vessel export Granger-causes economic growth in the short-run and economic growth Granger-causes exports in the short and long-run. The empirical results of impulse-response analysis show that the vessel export to a shock in real GDP responds positively and the real GDP responds positively to the shocks in vessel export. Also, the results indicate that the impact of vessel export shock on the real GDP is short-lived.

• 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.