우리나라 수출입 및 석유 · 화학 · 고무 산업 비대칭 환율전가 분석

• 영문명: The Analysis of Asymmetric Exchange Rates Pass-Through on the Korea's Export-Import and Petroleum, Chemical, Rubber industry : By Non-linear ARDL Model
• 발행기관: 한국무역연구원
• 저자명: 유병철(Byung-Chul Yu) 오지영(Ji-Young Oh)
• 간행물 정보: 『무역연구』제8권 제1호, 207~230쪽, 전체 24쪽
• 주제분류: 경제경영 > 무역학
• 파일형태: PDF
• 발행일자: 2012.03.31

영문 초록

As the international transaction and the openness in world market are expanded, trade among the nations gets more brisk. In addition, the volatility in exchange rate is changing unpredictably as liberalization is speeding up. This study adopts asymmetric ARDL-Model in analyzing the effect that exchange rate have on export and import price as well as petroleum product and rubber goods. In long and short term asymmetric model of petroleum product and rubber goods, we can see cointegrating relations at the 1% significance level. Also, the volatility in exchange rate weren't the same, for both long and short term have got the asymmetry wald test This study has significances of practical analysis on asymmetrical change of foreign exchange expense assignment in import/export price of Petroleum, Chemical, Rubber industry by ARDL model and proposes a conclusion of difference which is caused by price strategies of asymmetrical products.

목차

Abstract

Ⅰ. 서 론

Ⅱ. 선행연구 및 이론적 고찰

Ⅲ. 실증분석 모형 및 방법론

Ⅳ. 실증분석결과

Ⅴ. 결 론

참고문헌

키워드

Exchange rate pass-through long-run & short-run asymmetric adjustment Non-linear ARDL