한국의 무역과 경제성장의 상호영향력에 관한 실증적 연구

• 영문명: An Empirical Study on the Mutual Influence between Trade and Economic Growth in Korea
• 발행기관: 한국무역연구원
• 저자명: 임병진(Byung Jin Yim) 이서영(Seo Young Lee)
• 간행물 정보: 『무역연구』제11권 제4호, 537~552쪽, 전체 16쪽
• 주제분류: 경제경영 > 무역학
• 파일형태: PDF
• 발행일자: 2015.08.30

영문 초록

This article examine on the mutual influence between trade and economic growth in Korea. For this purpose, we employ the vector-autoregression method, impulse response function and variance decomposition, Granger causality test using monthly data on the KOSPI and the trade industry price index in Korea. The sample period covers the period from January 8, 2000 to June 22, 2015. This research showed the following major results. First, from basic statistic analysis, the KOSPI and the trade industry price index in Korea have unit roots. Second, there is at least one cointegration among them. In addition, we find that KOSPI Granger causes the trade industry price index in Korea.

목차

Abstract

Ⅰ. 서론

Ⅱ. 문헌연구

Ⅲ. 연구자료 및 연구모형

Ⅳ. 실증연구 결과분석

Ⅴ. 결론

References

키워드

Economic Index KOSPI Trade Trade Industry Impulse Response Function Unit Root