환율 변동이 국내 호텔레저산업에 미치는 영향에 관한 연구

Title
환율 변동이 국내 호텔레저산업에 미치는 영향에 관한 연구
Other Titles
An Empirical Study on the Mutual Influence between Hotel-Leisure Industry and Exchange Rate in Korea
Author(s)
임병진정갑중[정갑중]
Keywords
분산분해분석; 벡터자기회귀모형; 호텔레저 산업; 환율; 충격반응분석; exchange rate; hotel-leisure industry; VAR; variance decomposition
Issue Date
201408
Publisher
동북아관광학회
Citation
동북아관광연구, v.10, no.3, pp.237 - 251
Abstract
This paper describes the relationship of hotel-leisure industry and U.S. dollar exchangerate in Korea. The relationship of hotel-leisure index and exchange rate index wasanalyzed using a vector autoregressive (VAR) model. The VAR model was used as aconvenient model to investigate a simultaneous relationship among a set of variables. Theweekly index values of hotel-leisure index in Korea were compared with the U.S. dollarexchange rate values for the last six years. Empirical analysis of the relationship of theexchange rate and the hotel-leisure index were also performed, with the recent 316weekly index values for the representative hotel-leisure corporations in Korea. The resultsshowed that the hotel-leisure industry has an opposite trend to the U.S. dollar exchangerate.
URI
http://hdl.handle.net/YU.REPOSITORY/31091
ISSN
1738-8929
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경영대학 > 경영학과 > Articles
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