메뉴 건너뛰기
.. 내서재 .. 알림
소속 기관/학교 인증
인증하면 논문, 학술자료 등을  무료로 열람할 수 있어요.
한국대학교, 누리자동차, 시립도서관 등 나의 기관을 확인해보세요
(국내 대학 90% 이상 구독 중)
로그인 회원가입 고객센터 ENG
주제분류

추천
검색
질문

논문 기본 정보

자료유형
학술저널
저자정보
임상수 (조선대학교)
저널정보
한국해양수산개발원 해양정책연구 해양정책연구 제30권 제2호
발행연도
2015.12
수록면
105 - 131 (27page)

이용수

표지
📌
연구주제
📖
연구배경
🔬
연구방법
🏆
연구결과
AI에게 요청하기
추천
검색
질문

초록· 키워드

오류제보하기
This study is trying to analyze the effect of the won-dollar exchange rate on the container import volume in Korea. At first, this paper found out that the container import volume and the exchange rate have unit roots and are cointegrated. This means that there is the long run relationship between the container import volume and the exchange rate. So the ECM(Error Correction Model) was used to estimate the function of the container import volume. And GARCH(Generalized Autoregressive Conditional Heteroskedasticity) model should be used because the variance of the error term is varying with time according to the result of the estimation of the container import volume function.
In this paper, the asymmetry in the effect of the exchange rate on the container import volume is tested. ECM-GARCH Model was used to test the asymmetry. There are some several meaningful results. Firstly, the response of the import volume by the increase of the exchange rate is the same as the response of the import volume by the decrease of the exchange. It means that the effect of the exchange rate on the container import volume is symmetric. Secondly, the exchange rate at the period t-1 has the significant effect on the container volume at the period t when the exchange rate is increasing, but the exchange rate at the period t has the significant effect on the container volume at the period t when the exchange rate is decreasing. Thirdly, the container import volume adjusts to long-run equilibrium level at the bad news but it does not adjust to long-rum equilibrium level at the good news.

목차

Abstract
I. 서론
II. 이론적 배경
III. 실증 분석
IV. 요약 및 결론
참고문헌

참고문헌 (19)

참고문헌 신청

함께 읽어보면 좋을 논문

논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!

이 논문의 저자 정보

이 논문과 함께 이용한 논문

최근 본 자료

전체보기

댓글(0)

0

UCI(KEPA) : I410-ECN-0101-2016-529-002432870