국제유가 및 환율의 변화가 한국의 수출에 미치는 영향에 관한 연구

• 영문명: Mutual Influence among Export Volume, Oil Price and Exchange Rate in Korea
• 발행기관: 한국무역연구원
• 저자명: 임병진(Byung Jin Yim)
• 간행물 정보: 『무역연구』제10권 제6호, 789~805쪽, 전체 17쪽
• 주제분류: 경제경영 > 무역학
• 파일형태: PDF
• 발행일자: 2014.12.31

영문 초록

This article examines the mutual influence among export volume, oil price and exchange rate in Korea. For this purpose, we employ vector-autoregression, impulse response function and variance decomposition, Granger causality test using monthly data on the export volume, oil price and exchange rate in Korea. The sample period covers from March 31, 1999 to April 30, 2014. Results from basic statistic analysis shows that, export volume, oil price and exchange rate in Korea have unit roots. In addition, there is at least one cointegration among them. Lastly, we find that export volume, oil price and exchange rate change in Korea Granger Cause export volume, oil price and exchange rate in Korea.

목차

Abstract

Ⅰ. 서론

Ⅱ. 문헌연구

Ⅲ. 연구자료 및 연구모형

Ⅳ. 실증연구 결과분석

Ⅴ. 결론

참고문헌

키워드

export volume oil price exchange rate impulse response function unit root