• 한국항만경제학회지
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• 제29권3호
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• pp.95-111
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• 2013

본 연구는 한 ASEAN FTA의 교역효과를 살펴보기 위해 패널분석을 실시하였다. Panel Unit Root Test, Panel Cointegration Test, Pooled OLS, Hausman Test, Fixed Effect, Random Effect를 살펴보았다. 분석자료는 ASEAN회원국 10개국 중 우리나라와 교역규모가 적은 브루나이, 라오스, 미얀마, 캄보디아 4개국은 제외하고, 인도네시아, 말레이시아, 필리핀, 싱가포르, 타이, 베트남 등 6개국의 1997년부터 20011년까지 15년간의 년간 자료를 분석하였다. 본 연구의 시사점은 우리 정부는 세계적인 FTA 확산추세에 대응하고 안정적인 해외시장 확보를 통한 경쟁력을 강화하기 위해서 FTA 체결 효과를 극대화할 필요가 있다. 또한 WTO의 상품과 서비스관련 규정에 일치하는 높은 수준의 FTA 체결을 지향함으로써 다자주의를 보완하고, FTA를 통해 국내제도의 개선 및 선진화까지를 도모할 필요가 있다. 이 모든 노력에도 불구하고 FTA가 성공적으로 추진되기 위해서는 무엇보다도 FTA의 추진에 따른 교역 증진 효과를 분석하여 FTA 추진과정의 투명성을 제고하고, FTA 추진과정에서 전문가의 의견을 최대한 반영할 필요가 있다.

• 수산해양기술연구
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• 제55권3호
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• pp.264-272
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• 2019

The aim of this study is to analyze the relationship between international oil price as a fuel cost in overseas fisheries and skipjack tuna price as a part of main products in overseas fisheries using monthly time series data from 2008 to 2017. The study also tried to analyze the change of fishing profits by fuel cost. For a time series analysis, this study conducted both the unit-root test for stability of data and the Johansen cointegration test for long-term equilibrium relations among variables. In addition, it used not only the Granger causality test to examine interactions among variables, but also the Vector Auto Regressive (VAR) model to estimate statistical impacts among variables used in the model. Results of this study are as follows. First, each data on variables was not found to be stationary from the ADF unit-root test and long-term equilibrium relations among variables were not found from a Johansen cointegration test. Second, the Granger causality test showed that the international oil prices would directly cause changes in skipjack tuna prices. Third, the VAR model indicated that the posterior t-2 period change of international oil price would have an statistically significant effect on changes of skipjack tuna prices. Finally, fishing profits from skipjack would be decreased by 0.06% if the fuel cost increases by 1%.

• Nuclear Engineering and Technology
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• 제29권5호
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• pp.375-384
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• 1997

Relative power density distributions of the Kori Unit 1 pressurized water reactor are calculated by Monte Carlo modeling with the MCNP code. The Kori Unit 1 core is modeled on a three-dimensional representation of the one-eighth of the reactor in-vessel component with reflective boundaries at 0 and 45 degrees. The axial core model is based on half core symmetry and is divided into four axial segments. Fission reaction density in each rod is calculated by following 100 cycles with 5,000 test neutrons in each cycle after starling with a localized neutron source and ten noncontributing settle cycles. Relative assembly power distributions are calculated from fission reaction densities of rods in assembly. After 100 cycle calculations, the system converges to a k value of 1.00039 $\geq$ 0.00084. Relative assembly power distribution is nearly the same with that of the Kori Unit 1 FSAR. Applicability of the full-scope Monte Carlo simulation in the power distribution calculation is examined by the relative root moan square error of 2.159%.

• Journal of the Korean Data and Information Science Society
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• 제26권4호
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• pp.791-799
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• 2015

랜덤워크가설이란 금융시장의 많은 시계열자료가 과거의 값과 관계없이 독립적으로 움직인다는 이론이다. 랜덤워크가설은 ARMA 모형에서 단위근 존재여부 문제로 해석되는데 대부분의 연구는 AR(1) 모형에서 ${\rho}$ < 1 여부를 검정하는 문제에 집중되어 왔다. 그러나, ${\rho}$ > 1인 폭발자기회귀모형을 따르면 거품경제의 위험이 있게 되므로 이를 구분하는 것이 필요하다. 폭발자기회귀모형에서 모수 추정량의 점근분포에 대해 알려져 있으나 그 형태가 모수를 포함하고 있어 통계량으로 부적절하거나 모수에 특정한 구조를 가정하고 있어 사용하기 쉽지 않다. 본 연구에서는 소규모자료에서도 사용할 수 있는 기울기부호를 이용하여 폭발자기회귀모형에 대한 검정을 제시한다. 모의실험을 통해 검정통계량의 성질을 확인한 결과, 오차항의 종속 정도에 따라 통계량의 분포가 일정한 경향을 따르는 것을 알 수 있었다. 대립가설이 참일 경우 통계량의 값이 커지는 성질을 이용하여 검정할 수 있음을 확인할 수 있었다.

• 한국건축시공학회지
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• 제18권5호
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• pp.463-469
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• 2018

기존의 다층으로 구성되어 시공성이 낮은 옥상녹화 공법의 개선을 위해 개발한 방수 방근 시트 일체화 옥상녹화박스 유닛공법의 일체화를 위해 사용하는 전자기 유도가열방식의 금속 고정구와 콘 형상 고정구의 부착성능을 평가하기 위해 엔지니어링 PE, TPO, PVC 시트 등 3종류의 시트에 가열온도에 따른 부착성능 및 동일한 시험체로 냉열반복 후 부착성능을 측정하였다, 그 결과는 엔지니어링 PE시트에 부착한 고정구의 부착성능이 가장 우수하게 나타났으며, 금속고정구는 가열온도가 올라갈수록, 콘 형상 고정구는 가열온도가 낮을수록 우수한 부착성능을 보여주었고, 냉열 반복 후 부착시험 결과는 상온 부착시험 결과와 동일하게 나타났다. 기존의 양면 부틸테이프 고정방식의 콘 형상 고정구는 낮은 부착하중과 냉열반복에 의한 뚜렷한 성능저하가 발생하는데 비하여 전자기 유도가열방식의 고정구는 우수한 성능을 유지하였다.

• 산경연구논집
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• 제9권5호
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• pp.63-72
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• 2018

Purpose - This work analyzes, in detail, the specification of vector error correction model (VECM) and thus examines the relationships and impact among seven economic variables for USA - balance on current account (BCA), index of stock (STOCK), gross domestic product (GDP), housing price indices (HOUSING), a measure of the money supply that includes total currency as well as large time deposits, institutional money market funds, short-term repurchase agreements and other larger liquid assets (M3), real rate of interest (IR_REAL) and household credits (LOAN). In particular, we search for the main explanatory variables that have an effect on stock and real estate market, respectively and investigate the causal and dynamic associations between them. Research design, data, and methodology - We perform the time series vector error correction model to infer the dynamic relationships among seven variables above. This work employs the conventional augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) unit root techniques to test for stationarity among seven variables under consideration, and Johansen cointegration test to specify the order or the number of cointegration relationship. Granger causality test is exploited to inspect for causal relationship and, at the same time, impulse response function and variance decomposition analysis are checked for both short-run and long-run association among the seven variables by EViews 9.0. The underlying model was analyzed by using 108 realizations from Q1 1990 to Q4 2016 for USA. Results - The results show that all the seven variables for USA have one unit root and they are cointegrated with at most five and three cointegrating equation for USA. The vector error correction model expresses a long-run relationship among variables. Both IR_REAL and M3 may influence real estate market, and GDP does stock market in USA. On the other hand, GDP, IR_REAL, M3, STOCK and LOAN may be considered as causal factors to affect real estate market. Conclusions - The findings indicate that both stock market and real estate market can be modelled as vector error correction specification for USA. In addition, we can detect causal relationships among variables and compare dynamic differences between countries in terms of stock market and real estate market.

• 한국지반공학회지:지반
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• 제13권5호
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• pp.101-124
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• 1997

The root pile system is insitu soil reinforcement technique that uses a series of reticulately installed micropiles. In terms of mechanical improvement by means of grouted reinform ming elements, the root pile system is similar to the soil nailing system. The main difference between root piles and soil nailing are due to the fact that the reinforcing bars in root piles are normally grouted under high pressure and that the alignments of the reinforcing members differ. Recently, the root pile system has been broadly used to stabilize slopes and retain excavations. The accurate design of the root pile system is, however, a very difficult tass owing to geometric variety and statical indetermination, and to the difficulty in the soilfiles interaction analysis. As a result, moat of the current design methods have been heavily dependent on the experiences and approximate approach. This paper proposes a quasi-three dimensional method of analysis for the root pile system applied to the stabilization of slopes. The proposed methods of analysis include i) a technique to estimate the change in borehole radium as a function of the grout pressure as well as a function of the time when the grout pressure is applied, ii) a technique to evaluate quasi -three dimensional limit-equilibrium stability for sliding, iii) a technique to predict the stability with respect to plastic deformation of the soil between adjacent root piles, and iv) a quasi -three dimensional finite element technique to compute stresses and dis placements of the root pile structure barred on the generalized plane strain condition and composite unit cell concept talon형 with considerations of the group effect and knot effect. By using the proposed technique to estimate the change in borehole radius as a function of the grout pressure as well as a function of the time, the estimations are made and compar ed with the Kleyner 8l Krizek's experimental test results. Also by using the proposed quasi-three dimensional analytical method, analyses have been performed with the aim of pointing out the effects of various factors on the interaction behaviors of the root pile system.

• Journal of Korea Trade
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• 제24권6호
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• pp.157-172
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• 2020

Purpose - This research empirically proves the extent to which export insurance promotes Korean exports to research object countries among New Southern countries. The outcome of this research will present implications for the operations of export insurance for exports to these countries. Design/methodology - For the empirical analysis, the export equation was composed using a basic gravity model. Based on this, the determinants of Korea's exports to research object countries were analyzed. In this study, a panel unit root test and panel cointegration test were conducted. As a result of the panel unit root test, it was confirmed that the variables of the panel data are not belonging to I(0), but to I(1). As a result of the panel cointegration test, it was established that there are long-term stable relationships among all variables. Accordingly, the gravity model was estimated using original data in order to reduce the information loss caused by the first difference, in spite of individual data belonging to I(1). Findings - For the estimated results of panel OLS, the estimated coefficient of short-term export insurance was 0.56-0.64, with statistically significant results at the significance level of 1%. In addition, for the analysis results of the random effect model, the estimated coefficient of short-term export insurance was 0.59-0.64%, with a statistically significant result at the 1% significance level. This could indicate that Korean export insurance has positive influences on export promotion to New Southern countries. Originality/value - The research implies that export insurance has a 4.1 to 4.7 multiplier effect in expanding exports to the New Southern countries for Korea. This research has intensively analyzed the effects of export insurance on the promotion of exports to a selected area by a government foreign economic policy, which is the originality and value of this paper.

• Journal of the Korean Data and Information Science Society
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• 제22권3호
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• pp.401-412
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• 2011

본 연구는 벡터오차수정모형을 이용하여 유럽 탄소배출권 현물가격의 일간 시계열자료를 분석한다. 내생변수로는 탄소배출권가격 이외에 오일가격, 천연가스가격, 전력가격, 석탄가격 등 모두 5개 변수를 고려하며, 분석기간은 유럽 배출권가격의 왜곡이 발생한 제1단계 기간 (2005~2007년)을 피해 제2단계 기간 (2008년 4월 21일~2010년 3월 31일)을 대상으로 하였다. 시계열변수의 안정성 및 공적분 검정 결과, 모든 변수들이 단위근을 갖으며 또한 공적분 벡터가 존재하는 것으로 나타나서 분석모형으로서 벡터자기회귀모형 대신에 벡터오차수정모형을 채택하였다. 분석결과, (1) 오일, 천연가스, 전력 등의 가격이 배출권가격에 대해 원인으로 작용하는 그랜저인과관계가 존재하였다. (2) 충격 반응분석에서 배출권가격은 오일가격의 외생적 충격에 대해 가장 크게 반응하였고, 석탄가격의 충격에 대해서는 초기 상승 후 하락, 전력가격과 천연가스가격의 충격에 대해서는 초기 상승 후 음 (-)으로 감소하는 반응을 보였다. (3) 예측오차 분산분해 분석에서 배출권가격에 대해 가장 큰 영향을 주는 요인은 초기 (3기)에는 오일가격>석탄가격>천연가스가격>전력가격의 순이었으나 이후 (20기)에는 전력가격>오일가격>석탄가격>천연가스가격의 순으로 나타났다.

• 대한의용생체공학회:의공학회지
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• 제12권4호
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• pp.309-314
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• 1991

This paper describes the results of study on the measurement method of TRMS (true root mean square value) In electrosurgical unit. We used three type (direct computing type, indirect computing type, thermal converting type) in the measurement of TRMS. Three types of measurement method were compared with respect to power level, frequencey and crest factor in addition to environmental temperature. In three of them, the thermal converting type was the best for th electrosurgical unit analyzer