Çѱ¹°æÁ¦Çк¸ Á¦ 2±Ç, Á¦ 2È£ (1995³â °¡À»)
Chul Eung Kim, ByoungSeon Choi
Pages 163-170
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Abstract || PDF
- A Levinson-type algorithm is presented to calculate the linear predictions of a single-input single-output system recursively.
ÀÌÁ¦¹Î
Pages 171-194
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Abstract || PDF
- Áö±Ý±îÁöÀÇ °¢±¹ÀÇ À¯Ä¡»ê¾÷¿¡ ´ëÇÑ ¿¬±¸´Â º¸È£¸¦ ¹ÞÀº À¯Ä¡»ê¾÷ÀÌ ¼º¼÷ÇÏ´Â °æ¿ì°¡ ±ØÈ÷ µå¹É´Ù´Â °ÍÀ» º¸¿© ÁÖ°í ÀÖ´Ù. ÀÌ ¿¬±¸´Â ÀÌ·¯ÇÑ ¼¼°èÀûÀÎ Çö»ó°ú´Â ´Þ¸® Çѱ¹¿¡¼ º¸È£¸¦ ¹Þ¾Ò´ø ¸¹Àº À¯Ä¡»ê¾÷ÀÌ ½ÇÁ¦·Î ¼º¼÷ÇÏ¿´´Ù´Â °ÍÀ» ½ÇÁõ¿¬±¸¸¦ ÅëÇØ º¸ÀδÙ. ³ª¾Æ°¡¼ À¯Ä¡»ê¾÷¿¡ ´ëÇÑ º¸È£°¡ ±× ºñ¿ë°ú ÆíÀÍ, Áï ¼ÒºñÀÚ ÈÄ»ýÀ̶ó´Â °üÁ¡À¸·Î º¸¾Æ ÇÕ¸®ÀûÀ̾ú´Â°¡¸¦ ºÐ¼®ÇÑ´Ù. ±× °á°ú ¼º¼÷Çß´ø À¯Ä¡»ê¾÷ Áß »ó´ç¼ö¿¡ À־ º¸È£°¡ ÇÕ¸®ÀûÀ̾ú´ø °ÍÀ¸·Î, ±×¸®°í »ó´ç¼ö¿¡ À־ ºñÇÕ¸®ÀûÀ̾ú´ø °ÍÀ¸·Î ÆǸíµÇ¾ú´Ù. ¸¶Áö¸·À¸·Î ÀÌ ¿¬±¸´Â ÀÌ»óÀÇ ºÐ¼®¿¡ ±Ù°ÅÇÏ¿© ÀûÀýÇÑ º¸È£Á¤Ã¥Àº ¾î¶² °ÍÀ̾î¾ß Çϴ°¡¿¡ ´ëÇÑ Ãß·ÐÀ» ½ÃµµÇÑ´Ù.
ãéÔÔô¸, ãéã¯Î¯
Page 195-209
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Abstract || PDF
- Çѱ¹Àº 1980³â´ë ÀÌÈÄ Á¡Â÷ÀûÀ¸·Î °ü¼¼¸¦ ÀÎÇÏÇÏ¿© ±× ÀÌÀü¿¡ ºñÇØ »ó´çÇÑ Á¤µµÀÇ ¹«¿ªÀÚÀ¯È¸¦ ÀÌ·èÇÏ¿´´Ù. ±×·¯³ª WTOÀÇ Ãâ¹ü°ú ÇÔ²² ±¹³»½ÃÀå°³¹æÀÌ ´õ¿í °¡¼Ó鵃 Àü¸ÁÀ̸ç, ÀÌ¿¡ µû¶ó Çѱ¹ÀÇ ¹«¿ª ¹× »ê¾÷±¸Á¶µµ º¯ÈÇÒ °ÍÀ¸·Î º¸ÀδÙ. º» ¿¬±¸ÀÇ ¸ñÀûÀº ÀÌ·¯ÇÑ ¹«¿ªÀÚÀ¯È°¡ ¼Ò±Ô¸ð °³¹æ°æÁ¦·Î¼ÀÇ Çѱ¹ÀÇ ±¹Á¦¹«¿ª°ú »ê¾÷±¸Á¶¿¡ ¹ÌÄ¡´Â ¿µÇâÀ» Æò°¡ÇÏ´Â °ÍÀÌ´Ù. ÀÌ·¯ÇÑ ¸ñÀûÀ» À§ÇØ °è»ê°¡´ÉÇÑ ÀϹݱÕÇü¸ðÇü(CGE)À» ÀÌ¿ëÇÏ¿© ¼±Çü°ü¼¼ÀÎÇÏ°ú Á¶È°ü¼¼ÀÎÇÏÀÇ È¿°ú¸¦ ºñ±³ÇÏ°í °ü¼¼¸¦ ¿ÏÀüÈ÷ öÆóÇÏ´Â °æ¿ì¸¦ ¸ðÀǺм®ÇÏ°í ºÐ¼®°á°ú¸¦ ³íÀÇÇÑ´Ù.
Yongdo Shin
Pages 211-227
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Abstract || PDF
- This paper reexamines the sources of fluctuations of the real exchange rates. Using the U.S. exchange rates against the Canadian dollar, the British pound, the Japanese yen and the German mark, this paper identifies the dynamics effects of supply and demand shocks and analyze the relative contributions of both shocks on the variability of the real exchange rates. In contrast to the previous studies, this study indicates that demand shocks are the dominant source of movement in the real exchange rates and support the explanation that fiscal and monetary policies in the United States are mainly responsible for wide swings of the real exchange rate in the 1980s.
Îýà÷Ö, ëÅà¸Ûô
Pages 229-257
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Abstract || PDF
- Çѱ¹¿¡ ÀÖ¾î¼ Ãâ»ê·Â ÀúÇÏ°¡ °¡±¸(ºÎ¸ð)ÀÇ °æÁ¦È°µ¿¿¡ ¾î¶² ¿µÇâÀ» ¹ÌÄ¡´Â°¡¸¦ ºÐ¼®Çϱâ À§ÇÏ¿© ´ëÇ¥ °¡°èÀÇ °æÁ¦ ÇàÀ§¸¦ »ý¾ÖÁÖ±â¸ðÇüÀÇ Æ²¿¡¼ ±ÔÁ¤ÇÏ°í Ãâ»ê·Â°ú °¡±¸¿øÀÇ °æÁ¦È°µ¿¿¡ ´ëÇÑ °ü°è¸¦ ÇÁ¸®½¬(Frisch)¼ö¿äÇÔü°è¿¡¼ µµÃâÇÏ°í ¸ðÇüÀÇ ÃßÁ¤À» À§ÇÏ¿© 1986³â °í¿ë±¸Á¶ Ưº°Á¶»ç¿Í 1987 µµ½Ã°¡°è Á¶»çÀڷḦ ÀÌ¿ëÇÏ¿´´Ù. °¡±¸¿øº° ³ëµ¿°ø±ÞÇÔ¼öÀÇ ÃßÁ¤Àº ¨ç °³º°°¡±¸º° ¼ÒºñÁöÃâÀÇ ±Í¼Ó ¨è Àüü°¡±¸¿ø(Ãë¾÷ÀÚ ¹× ºñÃë¾÷ÀÚ)¿¡ ´ëÇÑ ±Í¼ÓÀÓ±ÝÀÇ ÃßÁ¤, ¨é °³º°°¡±¸¿øÀÇ ³ëµ¿°ø±ÞÇÔ¼öÃßÁ¤À̶ó´Â ¼¼ ´Ü°è·Ñ ³ª´©¾î ÇàÇ쵂 ÃßÁ¤½ÄÀº ºñ¼±Çü¸ðÇü°ú ¼±Çü¸ðÇüÀ» ´ë¾ÈÀûÀ¸·Î Àû¿ëÇÏ¿´°í ÃßÁ¤¹æ½ÄÀº ¼±ÅÃÆí±â±³Á¤È¸±ÍºÐ¼®°ú Åë»óÃÖ¼ÒÀڽ±â¹ýÀ» º´ÇàÇÏ¿´´Ù. ±× °á°ú ¼±ÅÃÆí±â±³Á¤È¸±ÍºÐ¼®Àº ºñ¼±Çü¸ðÇüÀÇ °æ¿ì¿¡´Â À¯ÀÇÀûÀÎ °á°ú¸¦ ¾òÀ» ¼ö ¾ø¾ú°í ¼±Çü¸ðÇüÀÇ °æ¿ì¿¡µµ °¡±¸ÁÖÀÇ °æ¿ì¿¡¸¸ À¯È¿ÇÏ¿´´Ù. ³ëµ¿½Ã°£ÇÔ¼ö¿¡ ´ëÇÑ À¯È¿ÇÑ ÃßÁ¤°á°ú¿¡ ÀÇÇϸé ÃßÁ¤°è¼öÀÇ ¹æÇâÀº ÀÚ½ÅÀÇ ÀÓ±ÝÈ¿°ú´Â ¼±ÅøðÇü¿¡ µû¶ó °á°ú°¡ ´Þ¸® ³ªÅ¸³µÀ¸³ª ±× ¿ÜÀÇ º¯¼öÀÇ °æ¿ì¿¡´Â ¼±Çü¸ðÇü¿¡ ÀÇÇÏµç ºñ¼±Çü¸ðÇü¿¡ ÀÇÇÏµç ¼ÒµæÈ¿°ú´Â (-), ¹è¿ìÀÚÀÇ Àӱݿ¡ ´ëÇÑ ±³Â÷ ´ëüȿ°ú´Â (+), °¡±¸¿ø ¼öÀÇ Áõ°¡´Â (+)·Î ³ªÅ¸³µÀ¸¸ç, ƯÈ÷ Ãâ»ê·Â, Áï 15¼¼ ¹Ì¸¸ ÀÚ³àÀÇ Á¸Àç´Â ¹è¿ìÀÚÀÇ ³ëµ¿½Ã°£À» °¨¼Ò½ÃÅ°´Â °ÍÀ¸·Î ³ªÅ¸³µ´Ù.
ßïïÕìÏ
Pages 259-275
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Abstract || PDF
- ÀÌ ¿¬±¸´Â 1929³â ¸»¿¡ ½ÃÀÛµÈ ¼¼°è´ë°øȲ ÀÌÈÄ ÀϺ»Àü½Ã°æÁ¦ÀÇ Àü°³°úÁ¤À» ÁßÈÇаø¾÷È¿Í °æÁ¦ÅëÁ¦ÀÇ Àü°³°úÁ¤À» Áß½ÉÀ¸·Î »ìÆ캻 °ÍÀÌ´Ù. ¸¸Áֻ纯°ú ±Ý¼öÃâÀç±ÝÁö·Î °øȲÀ¸·ÎºÎÅÍ Å»Ãâ¿¡ ¼º°øÇÑ ÀϺ»°æÁ¦´Â ±Þ°ÝÈ÷ Áõ°¡ÇÑ ±º¼ö¸¦ ¹è°æÀ¸·Î ÁßÈÇаø¾÷ȸ¦ ÃßÁøÇÏ¿´´Ù. ±×·¯³ª ÀÌ ÁßÈÇаø¾÷È´Â Á¤»óÀûÀÎ »ê¾÷±¸Á¶ÀÇ °íµµÈ¿¡ ÀÇÇÑ °ÍÀÌ ¾Æ´Ï¾ú±â ¶§¹®¿¡ ¸¹Àº ÇѰ踦 Áö´Ñ °ÍÀ̾ú´Ù. ±º¼ö»ý»êÀÇ ±Ø´ëȸ¦ À§ÇØ °æÁ¦¿¡ ´ëÇÑ ÅëÁ¦°¡ °ÈµÇ°í ¹°°¡ÅëÁ¦, ¹°ÀÚÅëÁ¦ ±×¸®°í Àӱݰú ±â¾÷ÀÌÀ±¿¡ ´ëÇÑ Á÷Á¢ÀûÀÎ ÅëÁ¦µµ ÀÌ·ç¾îÁ³´Ù. ÀüÀïÀÌ ÁøÀüµÊ¿¡ µû¶ó ÀϺ»ÀÚº»ÁÖÀÇÀÇ Æ¯Â¡ÀÎ ´ë¿ÜÀÇÁ¸¼ºÀº ±Øº¹µÇÁö ¸øÇÏ°í ¿ÀÈ÷·Á ´õ¿í Áõ´ëµÇ¾ú´Ù. ±× ¶§¹®¿¡ ¿ÜÀÚºÎÁ·, ¿ø·áÀÇ °ø±Þ³ µîÀº Àü½ÃÅëÁ¦°æÁ¦ÀÇ Áß¿äÇÑ Á¦¾à¿äÀÎÀ¸·Î ÀÛ¿ëÇÏ°Ô µÇ°í ÀϺ»ÀÇ Àü½Ã°æÁ¦´Â °á±¹ ÆÄź¿¡ À̸£°Ô µÈ´Ù.
ÑÑܼâª, ÑÑà¼ñº
Pages 277-307
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Abstract || PDF
- 1994³âºÎÅÍ ´ëÇÐÀԽÿ¡¼ º»°í»ç°¡ ºÎÈ°µÇ¸é¼ ¹«½ÃÇè Ưº°ÀüÇüÁ¦µµ°¡ µµÀԵǾú´Ù. ÀÌ¿Í ÇÔ²² ¼öÇдɷ½ÃÇè°ú °í±³³»½Å ¼ºÀûÀÌ ÀÔ½ÃÀÇ ÁÖ¿ä º¯¼ö·Î ÀÛ¿ëÇÏ¿´´Ù. ¿¬¼¼´ëÇб³´Â 1994³âµµ¿¡ ÀÔÇÐÁ¤¿øÀÇ 20%¸¦ Ưº°ÀüÇüÀ¸·Î, 1995³âµµ¿¡´Â 40%¸¦ Ưº°ÀüÇüÀ¸·Î ¼±¹ßÇÑ ¹Ù ÀÖ´Ù. 1994,1995Çг⵵ ¼öÇè»ýÀÌ ÀÔ½ÃÀÚ·á¿Í 1994³âµµÀÇ ÀÔÇлýÀÇ 1³â°£ GPA°¡ ¾Ë·ÁÁø 1995³â ÃÊ¿¡ Ưº°ÀüÇüÀÇ È¿°ú¸¦ ºÐ¼®Çϸé¼, ÀÔ½Ã¿Í °ü·ÃµÈ ´ÙÀ½ ¹®Á¦µéÀ» ±Ô¸íÇÏ¿´´Ù. ¨ç ¼öÇдɷ½ÃÇè°ú º»°í»ç¿ÍÀÇ »ó°ü°ü°è´Â ¾î¶°ÇÑ°¡, ¨è º»°í»ç¼ºÀû°ú 1³â°£ÀÇ GPA °¢°¢¿¡ ¿µÇâÀ» ¹ÌÄ¡´Â ¼³¸íº¯¼öµéÀº ¹«¾ùÀΰ¡, ¨é ÈçÈ÷ ¾Ë·ÁÁø ¼¿ïÀÇ 8Çбº È¿°ú´Â ½ÇÁ¦·Î Á¸ÀçÇϴ°¡, ¨ê °í±³³»½Å¼ºÀûÀ» °í±³º°·Î Â÷µîÁ¡¼öÈ ÇÒ ÇÊ¿ä°¡ Àִ°¡.
¿¬¼¼´ëÇб³¿¡¼ 1994Çг⵵¿¡ ½Ç½ÃÇÑ Æ¯º°ÀüÇüÀº GPA·Î Æò°¡ÇÒ ¶§ È¿°úÀûÀ̾ú´Ù°í °á·ÐÀ» ³»¸± ¼ö ÀÖ´Ù. ¼öÇдɷ½ÃÇè°ú º»°í»çÀÇ »ó°ü°ü°è´Â 1995³âµµ ÀԽÿ¡¼ Àι®°è¿Àº 0.65, ÀÚ¿¬°è¿Àº 0.70À̾ú´Ù. ±×¸®°í ¼¿ïÁö¿ªÀÌ ±âŸÁö¿ªº¸´Ù ³ôÀº »ó°ü°ü°è¸¦ º¸ÀÌ°í ÀÖ´Ù. º»°í»ç¿¡ ¿µÇâÀ» ¹ÌÄ¡´Â ¼³¸íº¯¼ö·Î´Â ¼öÇдɷ½ÃÇè ¼ºÀû, °í±³³»½Å ¼ºÀû, ¼ºº°, ¿Ü±¹¾î°íµîÇб³ Ãâ½Å ¿©ºÎ¿Í ÇÔ²² 8Çбº ¿©ºÎ°¡ Æ÷ÇԵȴÙ. ¹Ý¸é¿¡ GPA¿¡ ¿µÇâÀ» ¹ÌÄ¡´Â ¼³¸íº¯¼ö±º¿¡´Â 8Çбº ¿©ºÎ°¡ Æ÷ÇÔµÇÁö ¾Ê´Â´Ù. °í±³³»½Å ¼ºÀû°ú ´ëÇÐ GPA¿¡ ´ëÇÑ »ó°üºÐ¼® °á°ú °í±³³»½ÅÀº °í±³È¿°ú°¡ ÀÖÀ½À» ¾Ë ¼ö ÀÖ´Ù. ÀÌ´Â °í±³³»½ÅÀÇ °í±³º° Â÷µîÁ¡¼öȸ¦ °í·ÁÇÒ ÇÊ¿ä°¡ ÀÖÀ½À» ¸»ÇÏ¿© ÁØ´Ù.
The Korean Journal of Economics, Vol. 2, No. 2 (Autumn 1995)