- Ⅰ. 서론
- Ⅱ. 환율의 변동성도출
- Ⅲ. 모형의 도입과 안정성 검정
- Ⅳ. 환율변동성과 충격반응
- Ⅴ. 요약 및 결론

http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
목차 (Table of Contents)
참고문헌 (Reference)
1 최창규, "환율변동성 및 환율수준 변화가 투자에 미치는 효과분석" 한국은행. 5 (5): 110-130, 1999
2 홍성표, "확률적 추세와 인플레이션 불확실성을 이용한 설비투자 결정요인 분석" 한국국제경제학회 1 (1): 75-97, 1995
3 Meese,R.A, "Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period" 43 : 933-948, 1988
4 Aizenman, J, "Volatility and the Patterns of Domestic and Foreign Direct Investment" International Monetary Fund 1992
5 Schwert,G.W, "The Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data" 20 : 73-103, 1987
6 Perron,P, "Testing for a Unit Root in Time Series Regression" 75 : 335-346, 1988
7 Johansen, S, "Statistical Analysis of Cointegrating Vectors" 12 : 231-254, 1988
8 Goldberg, L.S, "Nominal Exchange Rate Patterns: Correlations with Entry, Exit and Investment in U. S. Industry" (3249) : 1990
9 Campa, J.,, "Investment, Pass-through and Exchange Rates: a Cross-country Comaprison" (5139) : 1995
10 Fuller,W.A, "Introduction to Statistical Time Series" Wiley. 1976
1 최창규, "환율변동성 및 환율수준 변화가 투자에 미치는 효과분석" 한국은행. 5 (5): 110-130, 1999
2 홍성표, "확률적 추세와 인플레이션 불확실성을 이용한 설비투자 결정요인 분석" 한국국제경제학회 1 (1): 75-97, 1995
3 Meese,R.A, "Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period" 43 : 933-948, 1988
4 Aizenman, J, "Volatility and the Patterns of Domestic and Foreign Direct Investment" International Monetary Fund 1992
5 Schwert,G.W, "The Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data" 20 : 73-103, 1987
6 Perron,P, "Testing for a Unit Root in Time Series Regression" 75 : 335-346, 1988
7 Johansen, S, "Statistical Analysis of Cointegrating Vectors" 12 : 231-254, 1988
8 Goldberg, L.S, "Nominal Exchange Rate Patterns: Correlations with Entry, Exit and Investment in U. S. Industry" (3249) : 1990
9 Campa, J.,, "Investment, Pass-through and Exchange Rates: a Cross-country Comaprison" (5139) : 1995
10 Fuller,W.A, "Introduction to Statistical Time Series" Wiley. 1976
11 Bollerslev,T, "Generalized Autoregressive Conditional Heteroscedasticity" 31 : 307-327, 1986
12 Yoo,B.S, "Forecasting and Testing in Cointegrated Systems" 35 : 143-159, 1987
13 Goldberg,L.S, "Exchange Rates and Investment in United States Industry" 75 : 335-346, 1993
14 Doyle, E, "Exchange Rate Volatility and Irish-UK Trade, 1979~1992" 33 : 249-265, 2001
15 ,D.M. Lilien, "Estimating Time Varying Risk Premia in the Term Structure:The ARCH-M Model" 55 : 391-407, 1987
16 Meese, R.A.,, "Empirical Exchange Rate Models of the Seventies Do They Fit Out Of Sample?" 14 : 3-24, 1983
17 Dickey, D.A.,, "Distribution of the Estimators for Autoregressive Time Series with a Unit Root" 74 : 427-431, 1979
18 Engle, R,F.,, "Cointegration and Error Correction: Representation, Estimation and Testing" 55 : 251-276, 1987
19 Engle,R.F, "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflations" 50 : 987-1007, 1982
20 Bollerslev, T, "ARCH Modeling in Finance: a Review of the Theory and Empirical Evidence" 52 : 5-59, 1992
21 Osterwald-Lenum,M, "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics" 54 : 461-471, 1992
투입산출표의 외생화를 이용한 전파방송산업의 산업파급효과 분석
국내은행산업의 대형화와 겸업화가 은행경영에 미친 효과분석
학술지 이력
| 연월일 | 이력구분 | 이력상세 | 등재구분 |
|---|---|---|---|
| 2027 | 평가 | 재인증평가 신청대상 (재인증) | |
| 2021-01-01 | 등재 | 등재학술지 유지 (재인증) | ![]() |
| 2018-01-01 | 등재 | 등재학술지 유지 (등재유지) | ![]() |
| 2015-01-01 | 등재 | 등재학술지 유지 (등재유지) | ![]() |
| 2011-01-01 | 등재 | 등재 1차 FAIL (등재유지) | ![]() |
| 2010-01-20 | 학회명변경 | 영문명 : Korean Industrial Economics Association -> Korean Industrial Economic Association | ![]() |
| 2009-01-01 | 등재 | 등재학술지 유지 (등재유지) | ![]() |
| 2008-02-28 | 학술지명변경 | 외국어명 : Review of Business & Economics -> Journal of Industrial Economics and Business | ![]() |
| 2006-06-15 | 학회명변경 | 영문명 : Korean Industrial Economics Association -> Korean Industrial Economic Association | ![]() |
| 2006-01-01 | 등재 | 등재학술지 선정 (등재후보2차) | ![]() |
| 2005-01-01 | 등재 | 등재후보 1차 PASS (등재후보1차) | ![]() |
| 2003-07-01 | 등재 | 등재후보학술지 선정 (신규평가) | ![]() |
학술지 인용정보
| 기준연도 | WOS-KCI 통합IF(2년) | KCIF(2년) | KCIF(3년) |
|---|---|---|---|
| 2016 | 0.81 | 0.81 | 0.9 |
| KCIF(4년) | KCIF(5년) | 중심성지수(3년) | 즉시성지수 |
| 0.95 | 0.97 | 1.238 | 0.24 |