非線型計量模型과 켬퓨터 Algorithm

Sung Whan Ju(朱星煥) 건국대학교 경제경영연구소 1985 商經硏究 Vol.10 No.1

In recent years, the advent of advanced computer technology has made it possible for the econometrician to estimate an increasing number of non-linear regression models. Non-linearity arises in many diverse ways in econometric applications. The estimations for nonlinear econometric models are, in some cases, derived by transformation of the model into linear models. Unfortinately, for many applied problems, nonlinear specifications can not be avoided. Perhaps the general non-linear models are used in the estimation of production and coat functions. In order to estimate the parameters in the nonlinear model, the objective function has to be specified. From the objective function we can derive either a sum of squared errors or likelihood function on which we apply a numerical optimization method. To use the nunerical optimigation method, we have to select a robust numerical algorithm which can be applicable to a particular econometric model. Also to find a grobal optimum of the objective function, appropriate initial point should be choosed. For nonlinear models, the properties of estimators and test statistics can only be derived approximately or asymptotically. Test for a general hypothesis can he performed by using the asymptotic x²distribution of the Wald, the Rao or the likelihood ratio test statistic under the condition of normally distributed errors. Although the discussion of techniques and methods for estimation in nonlinear models has substantially improved during recent years, many problems are still unsolued. It is difficult to choose the optimal algorithm out of the set of available techniques for a particalar model. Asymptotic properties in the non-linear model are only valid for large-sample sizes. In practise, we typically work with small or moderate samples. Therefore the small-sample and asymptotic distribution of the estimators or test statistics may differ substantially in practice.

남북한 간 교역이 분쟁에 미치는 효과 -자유주의 이론을 중심으로-

주성환 ( Sung Whan Ju ),김진수 ( Jin Soo Kim ) 국제지역학회 2006 국제지역연구 Vol.10 No.3

국가 간 무역이 교역국가 간의 정치적 협력과 평화를 가져온다는 주장은 오랫동안 제시되어 왔다. 이러한 주장에 근거하여, 실제로 김대중 정부의 대북 포용정책과 노무현 정부의 평화번영정책은 남북한 교역을 중심으로 한반도에서 남북한 관계를 화해협력의 관계로 전환하여 한반도에 평화를 정착시키기 위해 노력하고 있다. 그러나 남북한 교역과 분쟁에 관한 자료를 사용하여 이들 정책의 효과를 실증적으로 분석한 연구는 거의 전무한 상태이다. 이에 본 연구에서는 남북한 교역이 한반도 평화 형성에 도움이 되고 있는가를 실증적으로 분석하였다. 남북한 교역이 분쟁에 미치는 효과를 실증적으로 분석한 결과, 남북한 간의 일반교역이 증가하면 남북한 간의 분쟁이 감소하면서 협력관계로 전환하는 것으로 나타났다. 그러나 남북한 경제협력 및 유사한 성격을 지닌 위탁가공의 경우에서는 분쟁감소, 즉 평화적 효과가 나타나지 않는 것으로 분석되었다. 또한 이들 교역 및 경제협력을 모두 포함한 남북한 총 교역의 경우에서는 평화효과가 나타나지 않았다. The general argument that increase of trade would reduce the probability of international conflicts or wars, which thus contributes to peace, is not new. Base on this argument, Sunshine policy in Kim Dae-Jung administration and The Policy for Peace and Prosperity in Roh Moo-Hyun administration have fostered the trade between South and North Korea which would promote both peace and prosperity in Korea peninsular. However, few systemic level of analysis on this subject have studied so far. Therefore, I investigate whether the trade between South and North Korea which would reduce the probability of conflicts, and further promote peace in Korea peninsular. The results of empirical analysis show that the increase of general trade reduces the conflicts between South and North Korea. But the increase of economic cooperation and processing on commission do not reduce the conflicts between two Koreas. Also, the total trade which includes general trade, economic cooperation and processing on commission do not reduce the conflicts.

상속세의 소득세에 대한 보완적 기능에 관한 연구

주성환(Ju Sung Whan),백덕현(Baek Duck Hyun) 건국대학교 경제경영연구소 2009 商經硏究 Vol.34 No.1

The purpose of this study is to analyze empirically whether the inheritance tax has a complementary function for income tax in Korea. For the purpose, first, we analyze the difference between the legal inheritance tax rate and the theoretical inheritance tax rate. And the result of analysis shows that the legal inheritance tax rate was quite close to the theoretical inheritance tax rate. Second, we analyze the growth rate of income tax revenue and inheritance tax revenue and estimate the correlation coefficient between the growth rate of two tax revenue. When there is a complementary function between the detailed lists, the tax revenue rate of inheritance tax also will increase if the tax revenue rate of income tax increases in a specific year. The results of correlation the correlation coefficient between the growth rate of two tax revenue indicate that there is no complementary function between income tax and inheritance tax in Korea.

남한과 대만의 經濟發展戰略과 企業構造

주성환(Ju Sung Whan) 건국대학교 경제경영연구소 1998 상경연구 Vol.23 No.1

South Korea and Taiwan are two rapidly industrializing economies. They have had similar historical influences, both having been socially and culturally dominated first by China and then, in the colonial period, by Japan. Both have used similar economic policies to develop, first supporting a strategy of import substitution and then adopting an aggressive strategy of export-led industrialization. By the strategies, they have developed at roughly the same rapid economic growth rates, the same investment and saving rates. Economically, politically, socially, culturally - South Korea and Taiwan are as similar any two countries could be in the world today. Yet, the economies of these two countries are organized in radically different ways. The economies of South Korea and Taiwan are both structured, in part, through business groups. All the major business groups in both South Korea and Taiwan are networks of legally independent, family-controlled firms. But the both sets of business groups are internally very different, and are positioned in their economies in very different ways. South Korea business groups, chaebol, are vertically integrated business networks that produce primarily finished products for export. most of the intermediate goods, and most of the services. So chaebol play prominent and decisive roles in the South Korean economy. Taiwanese business groups, by contrast, ate horizontally integrated and made up of primarily small and medium-sized companies that provide intermediate goods and services for export-producing firms. And the business groups in Taiwan are not the organizing modes in the economy. Big business are upstream suppliers of intermediate goods and services, and respond to the demand generated by manufacturing networks of the small and medium-sized firms. which in turn respond to the demand of buyers external to the producing networks. The production sequences are not internalized within firms or within Taiwan’s business groups. They are intrinsic part of the horizontally arranged networks linking investors and producers in Taiwan’s small firm economy. Firms create flexibility by developing subcontracting linkages with many other firms, so that the size of production networks can be adjusted to fit the order. These loosely coupled networks, provide the flexibility and dynamism in the Taiwan’s economy.

『평화번영정책』의 남북한 경제관계에 대한 효과

주성환 ( Sung Whan Ju ) 국제지역학회 2007 국제지역연구 Vol.11 No.1

1998년 3월에 출범한 김대중 정부는 남북한 간의 경제교류·협력을 증대시킴으로써 한반도의 냉전구도를 화해협력의 구도로 전환하겠다는 대북포용정책을 제시하였다. 이러한 정책의 연장선상에서 노무현정부의 『평화번영정책』은 경제부문에서 남북한이 경제교류·협력의 확대를 통해 화해·협력과 장기적 차원에서 통일의 기반을 조성하는 데 목표를 두고 추진되고 있다. 그러나 『평화번영정책』의 경제정책이 점차 대북경제지원을 중심으로 진행됨에 따라 남한 내부의 반대는 물론 미국 등 우방국과의 갈등을 불러 왔으며, 최근에는 북한의 핵실험으로 정책자체의 효과에 대해서도 의문이 제기되고 있다. 따라서 본 논문에서는 『평화번영정책』의 경제부문의 효과를 살펴보았다. 분석 결과, 남북한 간의 경제적 관계는 남측의 지속적이고 일관된 대북경제정책을 통해 크게 변하고 있다. 우선 남북한 교역의 급증과 더불어 경제협력도 크게 증가하였다. 또한 이러한 경제교류의 확대는 남북관계의 여타 분야에도 영향을 주면서, 정치, 군사, 예술, 체육 등 사회 전 분야에 걸친 교류확대로 이어지면서 남북한 간의 화해·협력을 가져오고 있다. 또한 북한은 시장경제를 향한 움직임을 보이고 있다. 그러나 『평화번영정책』으로 북한은 무역 및 경제 모두에서 남한에 대해 비대칭적인 종속관계가 심화되고 있다. 이러한 남북한 간의 비대칭적인 종속관계 심화로 인해 북한은 남한과의 교역관계에서 불평등한 이익을 누리고 있는 데, 이러한 교역관계는 남한의 안보에 심각한 위협이 될 수 있다. 이에 더하여 남한의 일방적인 대북 경제지원에 의해 북한이 더 많은 경제적 능력을 확보한다고 하면, 그리고 그 경제력이 군사력 확대에 사용된다고 하면, 남북한 교역과 대북지원은 한반도 및 동북아지역의 긴장을 오히려 증폭시킬 위험을 내포하고 있다. In extension of the 『Sunshine policy』under which trade and economic cooperation between South and North Korea would foster reconciliation and cooperation between two Koreas, and would promote peace in Korea peninsular, 『Peace and Prosperity policy』of Roh Moo-Hyun Administration aims to set up peace and unification in Korea peninsular within the peace and prosperity of Northeast Asia. However, as the policy has been gradually inclined to economic aid to North Korea, some in South Korea and allied nation such as U.S. are opposed to the way of carrying out the policy. So, I investigate the policy effect of 『Peace and Prosperity policy』in economic sector.

한중경제관계 확대의 정치적 효과

주성환 ( Sung Whan Ju ),강진권 ( Jin Kwon Kang ) 한중사회과학학회 2013 한중사회과학연구 Vol.11 No.1

소득세의 소득재분배 효과에 관한 실증적 분석

주성환(Ju Sung Whan),정영화(Jung Young Hwa) 건국대학교 경제경영연구소 2010 商經硏究 Vol.35 No.1

시장경제제도는 자원을 효율적으로 배분하는 기능을 갖고 있지만 사회구성원 간의 소득의 공평한 배분을 보장하지는 못하고 있다. 시장경제제도에 기초하고 있는 우리나라는 정부가 공평한 소득분배를 위해 누진적 소득세부과를 비롯해 여러 정책들을 시행하고 있다. 따라서 본 연구에서는 우리나라의 소득세제도가 소득의 공평한 재분배효과를 갖고 있는가를 분석하였다. 분석결과, 주요경제변수인 경제성장률, 인플레이션 등이 오르면 소득분배가 개선되며, 임금격차, 실업률, 부동산 가격 등이 오르면 소득분배는 악화되는 것으로 나타났다. 또한 실증분석결과에서 소득세 부과가 소득분배의 불평등을 개선하는 것으로 나타났지만, 그 효과는 크지 않은 것으로 나타났다. It is well known that the market economy is efficient for resource allocation while produces a unequal distribution of income. In Korea as a welfare state, government operates income redistribution policy to provide fair distribution of income and to maintain minimum standard of income. Many of programs in the income redistribution policy are provided by redistributive taxes. Hence, the purpose of this study is to find out whether the income tax redistributes income more equally in Korea. For this purpose, we regress income tax burden as well as major macroeconomic factors which affect to income distribution on the income inequity index. The empirical results show that major macroeconomic factors such as GDP growth rate, inflation rate, affect to redistribute income more equally, but wage difference, unemployment rate, the rate of land prices rising affect to income inequity. Also, the empirical results show that income tax burden affects to redistribute income more equally, but the estimated coefficient shows that the effect is weak.

非線型計量模型과 켬퓨터 Algorithm

Sung Whan Ju(朱星煥) 건국대학교 경제경영연구소 1985 상경연구 Vol.10 No.1

In recent years, the advent of advanced computer technology has made it possible for the econometrician to estimate an increasing number of non-linear regression models. Non-linearity arises in many diverse ways in econometric applications. The estimations for nonlinear econometric models are, in some cases, derived by transformation of the model into linear models. Unfortinately, for many applied problems, nonlinear specifications can not be avoided. Perhaps the general non-linear models are used in the estimation of production and coat functions. In order to estimate the parameters in the nonlinear model, the objective function has to be specified. From the objective function we can derive either a sum of squared errors or likelihood function on which we apply a numerical optimization method. To use the nunerical optimigation method, we have to select a robust numerical algorithm which can be applicable to a particular econometric model. Also to find a grobal optimum of the objective function, appropriate initial point should be choosed. For nonlinear models, the properties of estimators and test statistics can only be derived approximately or asymptotically. Test for a general hypothesis can he performed by using the asymptotic x²distribution of the Wald, the Rao or the likelihood ratio test statistic under the condition of normally distributed errors. Although the discussion of techniques and methods for estimation in nonlinear models has substantially improved during recent years, many problems are still unsolued. It is difficult to choose the optimal algorithm out of the set of available techniques for a particalar model. Asymptotic properties in the non-linear model are only valid for large-sample sizes. In practise, we typically work with small or moderate samples. Therefore the small-sample and asymptotic distribution of the estimators or test statistics may differ substantially in practice.

說明變數의 選擇

Sung Whan Ju(朱星煥) 건국대학교 경제경영연구소 1989 상경연구 Vol.14 No.1

Most of discussion in econometrics proceeded on the assumption that the set of variables to be included in the equation is given, i.e. a multiple regressions of an explained variable Y on a set of K explanatory variables X₁, X₂……, X. This is the ideal situation that is rarely in practice. There is a very large number of potential explanatory variables or regressors. So econometricans is faced with the problem of choosing a subset. This is the problem of selection of regressors. In this paper I review and analyze some of recent studies for selection of regressors. Theil’s R²criterion is based on the assumption that one of the models considered is the correct models. In this case choosing the model with the minimum σ²or the maximizing R²will lead to pick the correct model.

北韓의 對東毆共産圈 貿易構造分析

Ju Sung Whan(朱星煥) 건국대학교 경제경영연구소 1991 상경연구 Vol.16 No.1

North Korea’s economic system is a centrally planned economy based on 1920s Soviet Economic system. And her economic policy and foreign trade based on the “self-reliant autarky system”. North Korea’s volume of trade had steadily increased during the 1950s and 1960s. During the 1970s, her foregin trade changed drastically. During the period of 1972~1974,the trade volume increased rapidly. But in 1980s, North Korea’s foreign trade has been in a stably increasing trend, and has experienced the growing deficits of balance-of-payments. North Korean trade with East European Countries was stagnant throughout the 1981~1986,except in 1985 when Kim I1 Sung visited Eastern Europe. But the ratio of import from the Eastern European Countries has been in a decreasing trend since 1981. Also since 1981,the deficits of balance-of-payment with Eastern Europe has decreased and recorded surplus in 1986. North Korea’s volume of trade with East Germany, Czechoslovakia, Poland, Bulgaria, and Rumania which are membered in COMECON showed higher ratio compared to those with Hungary, and Yugoslavia. But her trade with Hungary who is one of the leading economic reforming country has been drastically incerasing; export value to Hungary increase from US $ 5 million in 1984 to US $ 14 million in 1986,and import value from Hungary increase from US $ 4.9 million in 1985,US $ 24.3 million in 1987, US $ 41.7 million in 1988.