국제유가 및 환율의 변화가한국의 수출에 미치는 영향에 관한 연구

Title
국제유가 및 환율의 변화가한국의 수출에 미치는 영향에 관한 연구
Other Titles
Mutual Influence among Export Volume, Oil Price and Exchange Rate in Korea
Author(s)
임병진
Keywords
export volume; oil price; exchange rate; impulse response function; unit root
Issue Date
201412
Publisher
한국무역연구원
Citation
무역연구, v.10, no.6, pp.789 - 805
Abstract
AbstractThis article examines the mutual influence among export volume, oil price and exchangerate in Korea. For this purpose, we employ vector-autoregression, impulse response functionand 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 toApril 30, 2014. Results from basic statistic analysis shows that, export volume, oil price and exchange ratein 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 Causeexport volume, oil price and exchange rate in Korea.
URI
http://hdl.handle.net/YU.REPOSITORY/30174
ISSN
1738-8112
Appears in Collections:
경영대학 > 경영학과 > Articles
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