財政赤字에 의한 巨視經濟變數의 豫測은 妥當한가

• 영문명: Can We Predict the Macroeconomic Variables by the Fiscal Deficit?
• 발행기관: 한국재정학회(구 한국재정·공공경제학회)
• 저자명: 牟秀原(Mo, Soo-Won) 奉羽鍾(Bong, Woo-Jong)
• 간행물 정보: 『재정논집』재정논집 제14권 제1호, 46~68쪽, 전체 23쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 1999.08.31

영문 초록

The paper decomposes the movements in the money supply, interest rate, current account, real exchange rate into base projection and the accumulated effects of current and past innovations in the variable in the system using the moving average representation of a VAR. We can make sense of the impact of one variable on the other by looking at how close is the effect-of-shocks line to the actual observations. The effect-of-shocks lines are close to the actual observations and far from the base projections, showing that the deficit contributed to more the realization of the variable under consideratio.

목차

Ⅰ. 序論

Ⅱ. 旣存硏究의 考察

Ⅲ. 共積分檢定

Ⅳ. 分散分解와 衝擊反應函數, 歷史的 分解

Ⅴ. 要約 및 結論

[參考文獻]